RAPS Forthcoming Paper
“Is firm-level political risk priced in the equity option market?” by Thang Ho, Anastasios Kagkadis, and George Wang
“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
RAPS is pleased to welcome Jules H. van Binsbergen as an Editor, beginning October 1. Jules is the Nippon Life Professor in Finance at the Wharton School of the University of Pennsylvania, as well as a research associate at NBER and a research fellow at the CEPR.
The Call for Papers for the Jackson Hole Finance Group Conference is now available. The conference, which features optional dual submission to RCFS or RAPS, will take place January 13-15, 2024, in Jackson Hole, Wyoming. The submission deadline is September 11, 2023, midnight ET.
We are pleased to share that RAPS has received an impact factor of 13.1 for 2022.
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.
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.
“A New Value Strategy” by Baolian Wang