Tag Archives: research topics in finance and accounting

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Research Topics in Finance: Asset Pricing

Category:Blog Tags : 

 


Investor sentiment: Does it augment the performance of asset pricing models?

Mispricing and the five-factor model

Size, value, profitability, and investment: Evidence from emerging markets

4 Noisy prices and the Fama–French five-factor asset pricing model

5 Cross-sectional tests of the CAPM and Fama–French three-factor model

6 Decomposing the size, value and momentum premia of the Fama–French–Carhart four-factor model

7 Monday effect in Fama–French’s RMW factor

8 Digesting anomalies in emerging markets: A comparison of factor pricing models

9 Q-theory, mispricing, and profitability premium

10 Limits of arbitrage and idiosyncratic volatility

11 Is size dead? A review of the size effect in equity returns

12 Market states and the risk-based explanation of the size premium

13 Market volatility and momentum

14 A risk-return explanation of the momentum-reversal “anomaly”

15  Time-varying risk, mispricing attributes, and the accrual premium

16 Bayesian tests of global factor models

17 Model comparison tests of linear factor models in stock returns

18 Multi-factor asset pricing models: Factor construction choices and the revisit of pricing factors

19 Idiosyncratic volatility in the Asian equity market

20 What global economic factors drive emerging Asian stock market returns?


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Research Topics in Finance | Financing / Capital Structure Choices

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In this blog post, I would like to present a list of research topics related to financing or capital structure decisions.


 Top managers experiences and firms’ capital structure choices

 Do macroeconomic factors affect the choice of debt /equity financing? How are small firms affected?

 Supply of capital and debt-equity choices

 Persistence in capital structure decisions?

4  Can earning timing affect capital structure decisions?

5   Can stock return shocks affect capital structure decisions?

6   Effects of Capital Structure on Cost of Capital

7  judicial efficiency and capital structure: is there a relation?

8   Cultural and religious effects on capital structure choices

9  Credit market imperfections and capital structure changes

10  How corporate governance affect capital structure decisions

11  How financial crisis plays a role in altering capital structures

12  Country tax system and capital structure choices

13  Information asymmetries and capital structure decisions around the world

14  Product market competition and capital structure decisions

15  Capital structure adjustments: Do macroeconomic and business risks matter?

16  The capital structure and investment decisions of the small owner-managed firm

17  Competing theories of capital structure: pecking order theory vs trade-off theory

18  Can hedging increase the debt capacity of a firm?

19  Can credit ratings determine firm’s capital structure

20  Diversification and capital structure


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Research Topics in Finance – Corporate Governance

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 Green governance and sustainability reporting in industries that are more likely to pollute e.g, oil, mining, gas etc

 Do better governed firms generate more green patents? Can institutional ownership play a role?

 Do Investors and creditors price firms social and governance risks?

  Are family firms more concerned about governance of the firm?

 How green growth is possible for developing countries?