RAPS News

The Editor’s Choice paper for 11(4) is “A Panel Regression Approach to Holdings-Based Fund Performance Measures” by Wayne Ferson and Junbo L. Wang. You can read the paper free online.

“Is Economic Uncertainty a Valid Intertemporal CAPM State Variable?” by Qi Lin

The RAPS dual submission decisions for the 17th Financial Research Association Conference have been sent. If you submitted your paper as a dual submission and did not receive your decision email, please contact us.

“Capital Structure Priority Effects in Durations, Stock-Bond Comovements, and Factor Pricing Models” by Jaewon Choi, Matthew Richardson, and Robert Whitelaw “Inventory-Constrained Underwriters and Corporate Bond Offerings” by Florian Nagler and Giorgio Ottonello

“The Marketing Capability Premium” by Tze Chuan Ang, Tarun Chordia, Vivian Mai, and Harminder Singh

“Revealed Heuristics: Evidence from Investment Consultants’ Search Behavior” by Sudheer Chava, Soohun Kim, and Daniel Weagley

“Characterizing the Variance Risk Premium: The Role of the Leverage Effect” by Guanglian Hu, Kris Jacobs, and Sang Byung Seo

“Learning from Noise? Price and Liquidity Spillovers around Mutual Fund Fire Sales” by Pekka Honkanen and Daniel Schmidt

The Editor’s Choice paper for issue 11(2) is “Disagreement after News: Gradual Information Diffusion or Differences of Opinion?” by Anastassia Fedyk. Editor’s Choice papers are free to read on our publisher’s web site.

“Working Remotely and the Supply-Side Impact of COVID-19” by Dimitris Papanikolaou and Lawrence David Warren Schmidt