Pricing Errors is a financial economics construct that denotes the deviation between an asset's observed market price and its theoretically predicted price under the Capital Asset Pricing Model, arising from market inefficiencies or model limitations.
233
Publications
17.7K
Citations
357
Authors
275
Institutions
Publications per year
2017–2026
43
Variants
Pricing Anomalies
Parents
Publications
233
Misspecification of capital asset pricing
Marc R. Reinganum · Journal of Financial Economics · 1981 · 1.3K citations
Are the Fama and French Factors Global or Country Specific?
John M. Griffin · Review of Financial Studies · 2002 · 729 citations
1–5 of 233
Authors
357
- DH
7
h-index
- MP
7
h-index
- SD
7
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- MW
6
h-index
- GZ
5
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1–5 of 357
Institutions
275
National Bureau of Economic Research
Cambridge, United States
13 h-index
21 publications
2.7K citations
Federal Reserve Board of Governors
Washington D.C., United States
10 h-index
21 publications
1.5K citations
Federal Reserve
Washington D.C., United States
10 h-index
21 publications
1.5K citations
Centre for Economic Policy Research
London, United Kingdom
10 h-index
11 publications
686 citations
Stanford University
Stanford, United States
8 h-index
16 publications
2.4K citations
University of California, Berkeley
Berkeley, United States
8 h-index
10 publications
798 citations
Federal Reserve Bank of New York
New York, United States
7 h-index
10 publications
351 citations
University of Southern California
Los Angeles, United States
7 h-index
7 publications
1.6K citations
1–8 of 275
Venues
- SSRN Electronic Journal
Repository · 70 publications · 3.1K citations
29
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- Review of Financial Studies
11 publications · 2.6K citations
11
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- Journal of Futures Markets
9 publications · 361 citations
9
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- Management Science
9 publications · 857 citations
9
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- The Journal of Finance
9 publications · 1.3K citations
9
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