RAPS News

The Editor’s Choice article for RAPS 10(2) is “An Evaluation of Alternative Multiple Testing Methods for Finance Applications” by Campbell R. Harvey, Yan Liu, and Alessio Saretto. You can read the article free online here.

“Why do Short Selling Bans Increase Adverse Selection and Decrease Price Efficiency?” by Peter Nephi Dixon

RAPS has launched a Twitter account. Follow us @RevOfAssetPric.

Oxford University Press presents the Innovation & Entrepreneurship Collection, featuring the following paper from RAPS: Heterogeneous Innovation, Firm Creation and Destruction, and Asset Prices by Jan Bena, Lorenzo Garlappi, and Patrick Grüning The featured paper is free to read through the end of June on Oxford University Press’s web site.

“Monetary Policy and Corporate Bond Returns” by Haifeng Guo, Alexandros Kontonikas, and Paulo Maio

RAPS Executive Editor Jeffrey Pontiff is quoted in The Boston Globe: “Six questions about the stock market meltdown.”

The program for the Australian National University Conference on Asset Pricing 2020 is available online. The conference, which featured a dual submission option with RAPS, will take place March 26-28, 2020, at the QT hotel in Canberra, Australia. For more details, visit the conference web site.

“Do Proxies for Informed Trading Measure Informed Trading? Evidence from Illegal Insider Trades” by Kenneth R. Ahern

“An Evaluation of Alternative Multiple Testing Methods for Finance Applications” by Campbell R. Harvey, Yan Liu, and Alessio Saretto

“Art as an Asset: Evidence from Keynes the Collector” by David Chambers, Elroy Dimson, and Christophe Spaenjers “Stock price movements: Business-cycle and low-frequency perspectives” by Chunhua Lan