We are pleased to share that Hui Chen has been renewed for a second term as an editor. We are grateful to Nikolai Roussanov and Thierry Foucault, who have completed their terms as editors. Thierry has been with RAPs since 2016 and previously served as an associate editor. Nick has been with RAPS since 2018. We thank them for their service. We welcome Zhiguo He and Marcin Kacperczyk to the team as… Read More »Editorial Team Changes
The video of Eugene Fama’s keynote presentation at Cavalcade North America 2021 can now be viewed on the Cavalcade web site. This keynote was a special Q&A session hosted by RAPS Executive Editor Jeffrey Pontiff.
“Embedded Leverage” by Andrea Frazzini and Lasse Heje Pedersen
“Valuation Risk in Mutual Fund Portfolio Disclosure” by Hsiu-lang Chen
The winners of the annual RAPS Awards were announced at the virtual Awards Reception on May 25 as part of the SFS Cavalcade. We are pleased to share the winners: Best Paper Award “Preventing Controversial Catastrophes” Steven D. Baker, Burton Hollifield, and Emilio Osambela Prize: $10,000 Referee of the Year Juhani Linnainmaa Prize: $1000 Rising Scholar Award “Publication Bias and the Cross-Section of Stock Returns” Andrew Y. Chen and Tom Zimmermann Prize:… Read More »Winners of the RAPS Awards
The Editor’s Choice paper for issue 11(2) is “Zero-Coupon Yields and the Cross-Section of Bond Prices” by N. Aaron Pancost. Editor’s Choice papers are free to read on our publisher’s web site.
“Pricing Implications of Covariances and Spreads in Currency Markets” by Thomas Andreas Maurer, Thuy Duong To, and Ngoc-Khanh Tran
“Volatility-of-Volatility Risk in Asset Pricing” by Te-Feng Chen, Tarun Chordia, San-Lin Chung, and JC Lin
“Active and Passive Investing” by Nicolae Gârleanu and Lasse Heje Pedersen
We are very pleased to announce that Zhiguo He has agreed to serve as the next Executive Editor of RAPS. He will serve as a RAPS editor starting on July 1, 2021, and will begin as the executive editor on January 1, 2022. Zhiguo is the Fuji Bank and Heller Professor of Finance at the University of Chicago Booth School of Business. Previously Zhiguo was an Associate Editor of the… Read More »Announcing the Next Executive Editor of RAPS
