RAPS News

“Asset Pricing Tests of Infrequently Traded Securities: The Case of Municipal Bonds” by Yao-Tsung Chen, Chunchi Wu, and Chung-Ying Yeh

“Short Selling ETFs” by Frank Weikai Li and Qifei Zhu

“The Cross-Section of Cryptocurrency Returns” by Nicola Borri and Kirill Shakhnov

“Equity Risk Premium Predictability from Cross-Sectoral Downturns” by Jose Afonso Faias and Juan Carlos Arismendi-Zambrano

The Review of Asset Pricing Studies is enacting a Code Sharing Policy for papers accepted for publication, which will be effective on January 1, 2022. The policy is available here.

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