RAPS News

“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

“Mutual fund proliferation and entry deterrence” by Sebastien Betermier, David Schumacher, and Ali Shahrad

“Idiosyncratic Volatility, Growth Options, and the Cross-Section of Returns” by Alexander Barinov and Georgy Chabakauri “Investor Demand for Leverage: Evidence from Equity Closed-End Funds” by Robert Dam, Shaun William Davies, and S. Katie Moon

“Limits of Arbitrage and Primary Risk Taking in Derivative Securities” by Meng Tian and Liuren Wu

“Which Factors for Corporate Bond Returns?” by Thuy Duong Dang, Fabian Hollstein, and Marcel Prokopczuk