The winners of the SFS Cavalcade Asia-Pacific 2019 Best Paper Awards are:
Cavalcade Best Paper in Corporate Finance
“Freeze! Financial Sanctions and Bank Responses”
Matthias Efing, Stefan Goldbach, and Volker Nitsch
Cavalcade Best Paper in Asset Pricing
“Expectations in the Cross Section: Stock Price Reactions to the Information and Bias in Analyst-Expected Returns”
The Arthur Warga Award for Best Paper in Fixed Income
“How Safe Are Safe Havens”
Sven Klingler and Suresh Sundaresan
Congratulations to all our award winners!
RFS extends our gratitude to retiring editor Wei Jiang, who is completing her term at the end of the month. Wei has been an editor with RFS since 2017 and previously served as an associate editor.
We are pleased to announce that Tarun Ramadorai will be joining RFS as an editor. Tarun is a professor of financial economics at Imperial College London, a research fellow of CEPR, a senior academic fellow of ABFER, and a nonresident senior fellow at NCAER. He previously served as an associate editor of RFS. His first day will be March 1.
Paper assignments for SFS Cavalcade North America 2020 were sent to the program committee today. Reviews are due January 20.
The submission period for SFS Cavalcade North America 2020 has ended. For information on the conference, please visit Cavalcade North America 2020. If you submitted a paper, you can expect to receive a decision in February.
The deadline for submissions for SFS Cavalcade North America 2020 is today, December 9, 2019. Please be sure to begin your submission in plenty of time to finish it before the deadline.
SFS Cavalcade Asia-Pacific 2019 is taking place today through December 8 at the University of Hong Kong.
This is the final week to submit your paper for consideration for SFS Cavalcade North America 2020. The deadline for submissions is December 9, 2019.
The new issue of RAPS, 9(2) December 2019, has published.
The Editor’s Choice paper is “Interest Rates and Inflation Revisited” by Eugene F. Fama. Editor’s Choice papers are free to read online.