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RAPS News

Impact Factor

We are pleased to share that RAPS has received an impact factor of 13.1 for 2022.

CUHK-RAPS Conference on Asset Pricing and Investment

The CUHK-RAPS Conference on Asset Pricing and Investment is now accepting submissions. Please see the Call for Papers. The conference, which features a dual submission option with RAPS, will be held December 7-8, 2023, at the CUHK Business School in Hong Kong. The RAPS sponsoring editor is Zhiguo He. The submission deadline is August 13, 2023.

Editorial Team Changes

We are very grateful to Clemens Sialm, who is retiring as an Editor of RAPS. Clemens also previously served as an Associate Editor for RAPS. We wish him all the best in his new role as an Editor at the Review of Financial Studies! We also thank Dimitri Vayanos, who is retiring as an Associate Editor. Changes are effective July 1.

Winners of the RAPS Awards

The winners of the annual RAPS Awards were announced at SFS Cavalcade North America 2023. We are pleased to share the winners: Best Paper Award “Inventory-Constrained Underwriters and Corporate Bond Offerings” Florian Nagler and Giorgio Ottonello Prize: $10,000 Referee of the Year Yukun Liu Prize: $1000 Rising Scholar Award “What Drives the Size and Value Factors?” Jiacui Li Prize: $5000 Congratulations to all our award winners!

New Issue: June 13(2)

The June issue of RAPS has published! The Editor’s Choice paper is: “Safe Asset Carry Trade” by Benedikt Ballensiefen and Angelo Ranaldo

Forthcoming Paper

“Unconventional monetary policies and the yield curve: Estimating non-affine term structure models with unspanned macro risk by factor extraction” by Adam Golinski and Peter Spencer

Forthcoming Paper

“Factor Timing with Portfolio Characteristics” by Anastasios Kagkadis, Ingmar Nolte, Sandra Nolte, and Nikolaos Vasilas