RAPS News

“A New Value Strategy” by Baolian Wang

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!

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

“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

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

The RAPS dual submission decisions for SFS Cavalcade North America 2023 have been sent. If you submitted your paper as a dual submission to RAPS and did not receive your decision email, please contact us.

“Short Interest and Aggregate Stock Returns: International Evidence” by Arseny Gorbenko

“Never a Dull Moment: Entropy Risk in Commodity Markets” by Fousseni Damien Chabi-Yo, Hitesh Doshi, and Virgilio Zurita

The March issue of RAPS has published! The Editor’s Choice paper is: “Investor Information Choice with Macro and Micro Information” by Paul Glasserman and Harry Mamaysky