Oxford University Press presents the Political Economy Collection, featuring “Preventing Controversial Catastrophes” by Steven D. Baker, Burton Hollifield, and Emilio Osambela. This paper was an Editor’s Choice in the February 2020 issue of RAPS 10(1). The collection is free to read through the end of January 2021 on Oxford University Press’s web site.
“Multifactor models and their consistency with the APT” by Ilan Cooper, Liang Ma, Paulo F. Maio, and Dennis Philip
The Editor’s Choice article for RAPS 10(3) is “Do Proxies for Informed Trading Measure Informed Trading? Evidence from Illegal Insider Trades” by Kenneth R.Ahern. You can read the paper free online.
“Economic-state Variation in Uncertainty-Yield Dynamics” by Robert Connolly, David Dubofsky, and Chris Stivers “A Tale of Two Crises: The 2008 Mortgage Meltdown and the 2020 COVID-19 Crisis” by Chester Spatt
“COVID-19 and the Cross-Section of Equity Returns: Impact and Transmission” by Lorenzo Bretscher, Alex Hsu, Peter Simasek, and Andrea Tamoni “Earnings Expectations in the COVID Crisis” by Augustin Landier and David Thesmar
“A First Look at the Impact of COVID-19 on Commercial Real Estate Prices: Asset-Level Evidence” by David Ling, Chongyu Wang, and Tingyu Zhou
“Coronavirus: Impact on Stock Prices and Growth Expectations” by Niels J. Gormsen and Ralph S.J. Koijen “Mutual Fund Performance and Flows During the COVID-19 Crisis” by Lubos Pastor and Matthew Blair Vorsatz
“What Do Index Options Teach Us About Covid-19?” by Jens Carsten Jackwerth
“Volatility markets underreacted to the early stages of the COVID-19 pandemic” by Ing-Haw Cheng
“The Value Premium” by Eugene F. Fama and Kenneth R. French
