“Can Individual Investors Beat the Market?” by Joshua Coval, David Hirshleifer, and Tyler Shumway “Is Positive Sentiment in Corporate Annual Reports Informative? Evidence from Deep Learning” by Mehran Azimi and Anup Agrawal “Are Monthly Market Returns Predictable?” by Jussi Keppo, Tyler Shumway, and Daniel Weagley
“The Sound Of Many Funds Rebalancing” by Alexander Chinco and Vyacheslav Fos
“Reputation Concerns and Slow-Moving Capital” by Steven Malliaris and Hongjun Yan
We are pleased to announce that Zhiguo He will be joining the RAPS team as an Editor. His first day will be July 1, 2021. Zhiguo is the Fuji Bank and Heller Professor of Finance at the University of Chicago Booth School of Business. Please join us in welcoming Zhiguo!
“Disagreement after News: Gradual Information Diffusion or Differences of Opinion?” by Anastassia Fedyk
RAPS has published a bonus issue to address research on the COVID-19 pandemic. This issue, 10(4) December 2020, features an introduction by Lars Peter Hansen. The entire issue is free to read online.
“Dynamic Asset Pricing with Interactions between Short-Sale and Borrowing Constraints” by Lei Shi and Yajun Xiao
We are pleased to announce that the Review of Asset Pricing Studies has made the decision to begin publishing four issues per year, starting in 2021. RAPS has experienced a sustained influx of high quality submissions, allowing an increase in our annual number of published papers.
“Zero-Coupon Yields and the Cross-Section of Bond Prices” by Nathaniel Aaron Pancost
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.
