RAPS News

The Editor’s Choice paper for issue 11(2) is “Disagreement after News: Gradual Information Diffusion or Differences of Opinion?” by Anastassia Fedyk. Editor’s Choice papers are free to read on our publisher’s web site.

“Working Remotely and the Supply-Side Impact of COVID-19” by Dimitris Papanikolaou and Lawrence David Warren Schmidt

“Measuring Operating Leverage” by Huafeng Jason Chen, Jason V. Chen, Feng Li, and Pengfei Li “Firm Characteristics and Global Stock Returns: A Conditional Asset Pricing Model” by Steffen Windmueller

“Cross-sectional skewness” by Sangmin Oh and Jessica Wachter

We are pleased to share that Hui Chen has been renewed for a second term as an editor. We are grateful to Nikolai Roussanov and Thierry Foucault, who have completed their terms as editors. Thierry has been with RAPs since 2016 and previously served as an associate editor. Nick has been with RAPS since 2018. We thank them for their service. We welcome Zhiguo He and Marcin Kacperczyk to the team as… Read More »Editorial Team Changes

The video of Eugene Fama’s keynote presentation at Cavalcade North America 2021 can now be viewed on the Cavalcade web site. This keynote was a special Q&A session hosted by RAPS Executive Editor Jeffrey Pontiff.

“Embedded Leverage” by Andrea Frazzini and Lasse Heje Pedersen

“Valuation Risk in Mutual Fund Portfolio Disclosure” by Hsiu-lang Chen

The winners of the annual RAPS Awards were announced at the virtual Awards Reception on May 25 as part of the SFS Cavalcade. We are pleased to share the winners: Best Paper Award “Preventing Controversial Catastrophes” Steven D. Baker, Burton Hollifield, and Emilio Osambela Prize: $10,000 Referee of the Year Juhani Linnainmaa Prize: $1000 Rising Scholar Award “Publication Bias and the Cross-Section of Stock Returns” Andrew Y. Chen and Tom Zimmermann Prize:… Read More »Winners of the RAPS Awards

The Editor’s Choice paper for issue 11(2) is “Zero-Coupon Yields and the Cross-Section of Bond Prices” by N. Aaron Pancost. Editor’s Choice papers are free to read on our publisher’s web site.