Despite risk-factor models like Fama/French (1993) or q-theory based models like Hou et al. (2015), others have proposed factor-models to capture mispricing in equities, e.g. Stambaugh/Yuan (2017) and Daniel et al. (2020). Even for non-equity markets, risk-models are developed like most recently even for cryptocurrencies (Liu et al. (2022)).
My research focus is equities, so i may have missed this in my literature review:
Do similar mispricing factor-models exist for other asset classes, namely the markets for bonds (fixed-income), commodities or currencies?