Call for Papers
Special Issue on
Asset Pricing and Factor Investing

Guest Editor
Keng-Yu Ho　　National Taiwan University

Schedule
Submission Deadline: January 31, 2022
First Review Result: April 30, 2022
First Revision Due: July 15, 2022

Scope and Background
Over the past decades, researchers have identified hundreds of factors that are capable of explaining asset returns and capturing risk premia. Based on those theoretical and empirical explorations, along with the innovations of financial instruments overtime, factor investing is gaining attentions in recent years. JFS is calling a special issue on “Asset Pricing and Factor Investing” to promote related research and facilitate the dialogue among academics and practitioners.

Topics of Interest
include but are not limited to the following:
 Theoretical Asset Pricing Models    Estimating Asset Pricing Models
 Factor Identification                        Factor Forecasting
 Time-Varying Asset Pricing             Asset Allocation
 Return Predictability                       Capital Market Anomalies
 Style Integration                             Performance Evaluation

Paper Submission
Interested contributors are highly encouraged to submit either English or Chinese manuscripts/papers (after accepted for publication, Chinese manuscripts/papers must be translated into English) via http://www.jfs.org.tw/index.php/jfs/information/authors by January 31, 2022 and select the section “2022 Asset Pricing and Factor Investing” during submission.
Each submission should include 2 individual electronic files in PDF format as follows:
1. Abstract (with title page, name(s) of author(s), affiliation(s), abstract, and keywords)
2. Complete paper (with title page, abstract, and keywords but WITHOUT name(s) of author(s))

Publication Fee
For publication, there is a fee of NT$5,000 (only NT$3,000 for members of the Taiwan Finance Association) payable to the Taiwan Finance Association.

DOI® Number
Each paper published in the JFS is assigned a DOI® number, which appears at the bottom of the title page in the published paper.

For any additional information, please contact us at [email protected].