RAPS News

“Quantitative Easing and Equity Prices: Evidence from the ETF Program of the Bank of Japan” by Andrea Barbon and Virginia Gianinazzi 

Oxford University Press’s new virtual issue on monetary policy features two RAPS papers by Eugene F. Fama: “Does the Fed Control Interest Rates?” and “Interest Rates and Inflation Revisited.” The virtual issue is free to read until the end of September.

The winners of the RAPS Awards were announced at the Awards Reception at SFS Cavalcade North America on May 21. We are pleased to share the winners: Best Paper Award “Beta Bubbles” Petri Jylhä, Matti Suominen, and Tuomas Tomunen Prize: $20,000 Referee of the Year Brian Weller Prize: $1000 Congratulations to all our award winners!

RAPS is pleased to announce that Thierry Foucault has been renewed for another 3-year term as Editor. The following Associate Editors have been renewed for 3-year terms: Roger Edelen, Sydney Ludvigson, Jun Pan, and Andrew Patton. We thank our Editors and Associate Editors for their continued service.

The new issue of RAPS 9(1) June 2019 has published online. If you have a subscription, you can view the issue online here. If you don’t have a subscription, you can still view the Editor’s Choice article for free online!

“First to ‘Read’ the News:  News Analytics and Algorithmic Trading” by Bastian von Beschwitz, Donald B. Keim, and Massimo Massa

RAPS is pleased to announce that Campbell Harvey (Duke University) will be the RAPS Keynote Speaker at Cavalcade North America 2020.

“Learning Fast or Slow” by Brad Barber, Yi-Tsung Lee, Yu-Jane Liu, Terrance Odean, and Ke Zhang

The Editor’s Choice article for June 2019 (issue 9/1) is “A Fresh Look at Return Predictability Using a More Efficient Estimator” by Travis L Johnson. You can read the article free online here.

“Firm Characteristics, Cross-Sectional Regression Estimates, and Asset Pricing Tests” by Chris Kirby