RAPS News

Dimitri Vayanos and Clemens Sialm have been renewed for 3-year terms as associate editors. We thank Pietro Veronesi, who is retiring as an associate editor.

The winners of the annual RAPS Awards were announced at the virtual Awards Reception on May 26 as part of the Cavalcade. We are pleased to share the winners: Best Paper Award “A Fresh Look at Return Predictability Using a More Efficient Estimator” Travis Johnson Prize: $10,000 Referee of the Year Svetlana Bryzgalova Prize: $1000 Rising Scholar Award “Quantitative Easing and Equity Prices: Evidence from the ETF Program of the Bank of Japan” Andrea… Read More »Winners of the RAPS Awards

“Rethinking Production Under Uncertainty” by John H. Cochrane

The editors of the Review of Asset Pricing Studies invite submissions of papers related to the COVID-19 pandemic, financial markets, and asset pricing for a special issue that will be published in 2020. All subscribers to RAPS will receive the special issue at no extra cost. The issue will include an introduction by Lars Peter Hansen. We seek impactful papers that will provide foundations for future financial COVID-19 research. The deadline to submit papers is June 6, 2020. The submission fee will… Read More »RAPS Call for Papers: COVID-19 and Financial Markets

The Editor’s Choice article for RAPS 10(2) is “An Evaluation of Alternative Multiple Testing Methods for Finance Applications” by Campbell R. Harvey, Yan Liu, and Alessio Saretto. You can read the article free online here.

“Why do Short Selling Bans Increase Adverse Selection and Decrease Price Efficiency?” by Peter Nephi Dixon

RAPS has launched a Twitter account. Follow us @RevOfAssetPric.

Oxford University Press presents the Innovation & Entrepreneurship Collection, featuring the following paper from RAPS: Heterogeneous Innovation, Firm Creation and Destruction, and Asset Prices by Jan Bena, Lorenzo Garlappi, and Patrick Grüning The featured paper is free to read through the end of June on Oxford University Press’s web site.

“Monetary Policy and Corporate Bond Returns” by Haifeng Guo, Alexandros Kontonikas, and Paulo Maio

RAPS Executive Editor Jeffrey Pontiff is quoted in The Boston Globe: “Six questions about the stock market meltdown.”