RAPS News

“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

The RAPS dual submission decisions for the 17th Financial Research Association Conference have been sent. If you submitted your paper as a dual submission and did not receive your decision email, please contact us.

“Capital Structure Priority Effects in Durations, Stock-Bond Comovements, and Factor Pricing Models” by Jaewon Choi, Matthew Richardson, and Robert Whitelaw “Inventory-Constrained Underwriters and Corporate Bond Offerings” by Florian Nagler and Giorgio Ottonello

“The Marketing Capability Premium” by Tze Chuan Ang, Tarun Chordia, Vivian Mai, and Harminder Singh

“Revealed Heuristics: Evidence from Investment Consultants’ Search Behavior” by Sudheer Chava, Soohun Kim, and Daniel Weagley

“Characterizing the Variance Risk Premium: The Role of the Leverage Effect” by Guanglian Hu, Kris Jacobs, and Sang Byung Seo

“Learning from Noise? Price and Liquidity Spillovers around Mutual Fund Fire Sales” by Pekka Honkanen and Daniel Schmidt