RAPS Forthcoming Paper
“Decomposing Uncertainty in Macro-Finance Term Structure Models” by Shuo Cao and Joseph P. Byrne
“Decomposing Uncertainty in Macro-Finance Term Structure Models” by Shuo Cao and Joseph P. Byrne
“Trend Factor in China: The Role of Large Individual Trading” by Yang Liu, Guofu Zhou, and Yingzi Zhu
The December issue of RAPS has published! The Editor’s Choice paper is: “Which Factors for Corporate Bond Returns?” by Thuy Duong Dang, Fabian Hollstein, and Marcel Prokopczuk
The program for the CUHK-RAPS Conference on Asset Pricing and Investment is now available! The conference will be held December 7-8, 2023, at the The Chinese University of Hong Kong. View the program here.
“Loss Sharing in Central Clearinghouses: Winners and Losers” by Christian Kubitza, Loriana Pelizzon, and Mila Getmansky Sherman
The RAPS dual submission decisions for the CUHK-RAPS Conference on Asset Pricing and Investment have been sent. If you submitted your paper as a dual submission to RAPS and did not receive your decision email, please contact us.
“Is firm-level political risk priced in the equity option market?” by Thang Ho, Anastasios Kagkadis, and George Wang
“Investors’ Beliefs and Cryptocurrency Prices” by Matteo Benetton and Giovanni Compiani
The September issue of RAPS has published! The Editor’s Choice paper is: “Limits of Arbitrage and Primary Risk-Taking in Derivative Securities” by Meng Tian and Liuren Wu
“Oil price exposure and the cross section of stock returns” by Jordan Moore and Mihail Velikov