RAPS News

“Investor Information Choice with Macro and Micro Information” by Paul Glasserman and Harry Mamaysky

“Asset-Pricing Implications of Firms’ Government Sales Dependency” by Bharat Raj Parajuli

The SFS is grateful to Jeffrey Pontiff, who is retiring as Executive Editor of RAPS on December 31. Jeffrey has been with RAPS since the beginning, serving first as an Editor and then as Executive Editor. We thank him for his long-term dedication to RAPS. Please join us in welcoming Zhiguo He as the next Executive Editor of RAPS. Zhiguo is currently an Editor and will move to the Executive… Read More »Editorial Team Updates

“Asset Pricing Tests of Infrequently Traded Securities: The Case of Municipal Bonds” by Yao-Tsung Chen, Chunchi Wu, and Chung-Ying Yeh

“Short Selling ETFs” by Frank Weikai Li and Qifei Zhu

“The Cross-Section of Cryptocurrency Returns” by Nicola Borri and Kirill Shakhnov

“Equity Risk Premium Predictability from Cross-Sectoral Downturns” by Jose Afonso Faias and Juan Carlos Arismendi-Zambrano

The Review of Asset Pricing Studies is enacting a Code Sharing Policy for papers accepted for publication, which will be effective on January 1, 2022. The policy is available here.

The Editor’s Choice paper for 11(4) is “A Panel Regression Approach to Holdings-Based Fund Performance Measures” by Wayne Ferson and Junbo L. Wang. You can read the paper free online.

“Is Economic Uncertainty a Valid Intertemporal CAPM State Variable?” by Qi Lin