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RAPS News

Forthcoming Paper

“A Panel Regression Approach to Holdings-based Fund Performance Measures” by Wayne Ferson and Junbo Wang

Forthcoming Paper

“Investing in Socially Responsible Mutual Funds” by Christopher Geczy, Robert Stambaugh, and David Levin

Forthcoming Papers

“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

Forthcoming Paper

“The Sound Of Many Funds Rebalancing” by Alexander Chinco and Vyacheslav Fos

Forthcoming Paper

“Reputation Concerns and Slow-Moving Capital” by Steven Malliaris and Hongjun Yan

Zhiguo He Joining RAPS as Editor

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!

Forthcoming Paper

“Disagreement after News: Gradual Information Diffusion or Differences of Opinion?” by Anastassia Fedyk

Special Issue: COVID-19 and Financial Markets

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.

Forthcoming Paper

“Dynamic Asset Pricing with Interactions between Short-Sale and Borrowing Constraints” by Lei Shi and Yajun Xiao