RAPS News

“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

“Stochastic Interest Rates, Heterogeneous Valuations, and the Volatility-Volume Relation with Search Frictions” by Sheen Liu, Junbo Wang, and Chunchi Wu “Product market competition, labor mobility, and the cross-section of stock returns” by Shamim Ahmed, Ziwen Bu, and Xiaoxia Ye

The dual submission decisions for SFS Cavalcade Asia-Pacific 2022 and the Jackson Hole Finance Conference 2023 have been sent. If you submitted your paper as a dual submission and did not receive your decision email, please contact us.

The December issue of RAPS has published! The Editor’s Choice paper is: “What Drives the Size and Value Factors?” by Jiacui Li

RAPS is also pleased to welcome Norman Schürhoff as an Editor, beginning November 1. Norman is a Professor of Finance at the Swiss Finance Institute and previously served as an Associate Editor for RAPS.