“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.
“Predicting Returns Out of Sample: A Naïve Model Averaging Approach” by Huafeng (Jason) Chen, Liang Jiang, and Weiwei Liu
“The Geography of Sub-advisors, Managerial Structure, and the Performance of International Equity Mutual Funds” by Markus Sebastian Broman, Michael Densmore, and Pauline M. Shum Nolan
“Small Rebalanced Portfolios Often Beat the Market Over Long Horizons” by Adam Farago and Erik Hjalmarsson
“In Search of Habitat” by Xuanjuan Chen, Zhenzhen Sun, Tong Yao, and Tong Yu
We are grateful to Marcin Kacperczyk, who is retiring as an Editor of RAPS. We wish Marcin all the best in his new role as Managing Editor of the Review of Finance beginning in January 2023.
“Cheaper Is Not Better: On the ‘Superior’ Performance of High-Fee Mutual Funds” by Jinfei Sheng, Mikhail Simutin, and Terry Zhang
