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RAPS Forthcoming Paper

“Contingent Claims and Hedging of Credit Risk with Equity Options” by Davide Avino and Enrique Salvador

RFS Forthcoming Papers

“A Dynamic Theory of Lending Standards” by Michael J. Fishman, Jonathan A. Parker, and Ludwig Straub “The Dynamics of Loan Sales and Lender Incentives” by Sebastian Gryglewicz, Simon Mayer, and Erwan Morellec

Announcing the Next Executive Editor of RFS

We are very pleased to announce that Tarun Ramadorai will serve as the next Executive Editor of RFS. Tarun is Professor of Financial Economics at Imperial College London, and currently serves as an Editor of RFS. Tarun will begin his term as Executive Editor on July 1, 2024.

RAPS Forthcoming Papers

“An Empirical Assessment of Characteristics and Optimal Portfolios” by Christopher G. Lamoureux and Huacheng Zhang “Equity Return Predictability with the ICAPM” by Michael Hasler and Charles Martineau

RCFS Forthcoming Paper

“Cross-Market Effects of Consolidation: Evidence from Banking” by Andrew Bird, Ding Du, and Stephen A. Karolyi

RFS Forthcoming Papers

“Equity Return Expectations and Portfolios: Evidence from Large Asset Managers” by Magnus Dahlquist and Markus Felix Ibert “Estimating Discount Functions with Consumption Choices over the Lifecycle” by David Laibson, Sean Chanwook Lee, Peter Maxted, Andrea Repetto, and Jeremy Tobacman

RAPS Forthcoming Paper

“Estimating Probability Weighting Functions through Option Pricing Bounds” by Tzu-Ying Chen, Yo-Lan Lin, and Larry Y. Tzeng

RFS Forthcoming Paper

“Price elasticity of demand and risk-bearing capacity in sovereign bond auctions” by Rui Albuquerque, José Cardoso-Costa, and Jose Afonso Faias

New RFS Issue 37(1)

  • RFS News

The January issue of RFS has published! The Editor’s Choice paper is: “The Impact of Restricting Labor Mobility on Corporate Investment and Entrepreneurship” by Jessica S. Jeffers

RCFS Forthcoming Paper

“The Systemic Governance Influence of Expectation Documents:  Evidence from a Universal Owner” by Ruth Aguilera, Vicente J. Bermejo, Javier Capape, and Vicente Cunat