RAPS News

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

The Australian National University Conference on Asset Pricing 2020 will feature a dual submission option with RAPS. The RAPS sponsoring editor is Jeffrey Pontiff. The deadline for submissions is September 30, 2019. The conference will take place March 26-28, 2020, at the QT hotel in Canberra, Australia. The Call for Papers may be viewed here.

“Interest Rates and Inflation Revisited” by Eugene F Fama

The new issue of RAPS 8(2) December 2018 has published online. If you have a subscription, you can view the issue online. If you don’t have a subscription, you can read the Editor’s Choice article for free online.

The Editor’s Choice paper for December 2018 (issue 8/2) is “Option Valuation with Volatility Components, Fat Tails, and Nonmonotonic Pricing Kernels” by Kadir Babaoğlu, Peter Christoffersen, Steven Heston, and Kris Jacobs. You can read the article free online here.

In 2018, RAPS presented their first Rising Scholar Award. The $5000 prize is awarded to a paper that was published in RAPS in which no author on the paper received either their current academic appointment or most recent Ph.D. more than 6 years prior to when the paper was submitted to RAPS. Is your paper eligible? Check the requirements and if you are eligible, remember to select “Rising Scholar” as… Read More »Rising Scholar Award

Congratulations to Professor Amir Yaron, who has been named as the next Bank of Israel governor. Amir served as an Editor of RAPS from 2011-2015 and was also the Chair of the 2018 SFS Cavalcade North America. We wish him the best of luck in his new role.

“The Unexpected Activeness of Passive Investors: A World-Wide Analysis of ETFs” by Si Cheng, Massimo Massa, and Hong Zhang “Real Exchange Rates and Currency Risk Premia” by Pierluigi Balduzzi and I-Hsuan Ethan Chiang

“A Fresh Look at Return Predictability Using a More Efficient Estimator” by Travis Johnson

“Relative Tick Size and the Trading Environment” by Maureen O’Hara, Gideon Saar, and Zhuo Zhong