RAPS News

The new issue of RAPS 9(1) June 2019 has published online. If you have a subscription, you can view the issue online here. If you don’t have a subscription, you can still view the Editor’s Choice article for free online!

“First to ‘Read’ the News:  News Analytics and Algorithmic Trading” by Bastian von Beschwitz, Donald B. Keim, and Massimo Massa

RAPS is pleased to announce that Campbell Harvey (Duke University) will be the RAPS Keynote Speaker at Cavalcade North America 2020.

“Learning Fast or Slow” by Brad Barber, Yi-Tsung Lee, Yu-Jane Liu, Terrance Odean, and Ke Zhang

The Editor’s Choice article for June 2019 (issue 9/1) is “A Fresh Look at Return Predictability Using a More Efficient Estimator” by Travis L Johnson. You can read the article free online here.

“Firm Characteristics, Cross-Sectional Regression Estimates, and Asset Pricing Tests” by Chris Kirby

The Australian National University Conference on Asset Pricing 2020 will feature a dual submission option with RAPS. The RAPS sponsoring editor is Jeffrey Pontiff. The deadline for submissions is September 30, 2019. The conference will take place March 26-28, 2020, at the QT hotel in Canberra, Australia. The Call for Papers may be viewed here.

“Interest Rates and Inflation Revisited” by Eugene F Fama

The new issue of RAPS 8(2) December 2018 has published online. If you have a subscription, you can view the issue online. If you don’t have a subscription, you can read the Editor’s Choice article for free online.

The Editor’s Choice paper for December 2018 (issue 8/2) is “Option Valuation with Volatility Components, Fat Tails, and Nonmonotonic Pricing Kernels” by Kadir Babaoğlu, Peter Christoffersen, Steven Heston, and Kris Jacobs. You can read the article free online here.