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RCFS Forthcoming Paper

“Presidential Particularism (and the Trump Anomaly): Evidence from Federal Contract Awards and Capital Markets” by Ling Cen, Sudipto Dasgupta, Anthony Baird Rice, and Fan Zhang

RCFS Forthcoming Paper

“Shining a Light on Firm Political Connections: The Role of Dark Money” by Matthew Denes and Madeline Marco Scanlon

RFS Forthcoming Paper

“Continuous-Time Fama-MacBeth Regressions” by Yacine Ait-Sahalia, Jean Jacod, and Dacheng Xiu

Call for Papers: RAPS Special Issue on AI/ML on Asset Pricing 

The Review of Asset Pricing Studies is launching a Special Issue on AI/ML on Asset Pricing, guest edited by Zhiguo He (Stanford GSB, Executive Editor of RAPS), Bryan Kelly (Yale SOM, Guest RAPS Editor), and Markus Pelger (Stanford MS&E, Guest RAPS Editor). We welcome papers on all aspects of AI/ML applications in asset pricing. Deadline to submit papers is November 18, 2025. Please see the Call for Papers for full… Read More »Call for Papers: RAPS Special Issue on AI/ML on Asset Pricing 

New RFS Issue 38(4)

The April issue of RFS has published! The Editor’s Choice paper is: “The Fed and the Secular Decline in Interest Rates” by Sebastian Hillenbrand

RFS Forthcoming Paper

“Is Fraud Contagious? Social Connections and the Looting of COVID Relief Programs” by John M. Griffin, Samuel Kruger, and Prateek Mahajan

RFS Forthcoming Paper

“Heterogeneous Oil Supply Elasticities: Indebtedness and Production Responses to the COVID-19 Shock” by Sergei Seleznev and Veronika Selezneva