The March issue of RFS 38(3) is a Special Issue on The Next Chapter of Big Data in Finance, edited by Itay Goldstein, Chester S. Spatt, and Mao Ye. The Editor’s Choice is “Fractional Trading” by Zhi Da, Vivian W. Fang, and Wenwei Lin.
The program for the 2025 WEFIDEV RFS-CEPR Conference is now available. The conference will take place March 28 -29 at LSE, London, UK. The RFS sponsoring editors are Manju Puri and Tarun Ramadorai.
“Fast and Slow Arbitrage: The Predictive Power of (Persistent) Capital Flows for Factor Returns” by Xi Dong, Namho Kang, and Joel Peress
“Common Factors in Equity Option Returns” by Alex R. Horenstein, Aurelio Vasquez, and Xiao Xiao
“Who Bears Flood Risk? Evidence from Mortgage Markets in Florida” by Parinitha Sastry
“Understanding Rationality and Disagreement in House Price Expectations” by Zigang Li, Stijn Van Nieuwerburgh, and Renxuan Wang
“Failure to Share Natural Disaster Risk” by Tuomas Tomunen
“Shared Destinies? Small Banks and Small Businesses” by Claire Brennecke, Stefan Jacewitz, and Jonathan Pogach
“Liquidity Provision on Blockchain-Based Decentralized Exchanges” by Agostino Capponiand Ruizhe Jia
“Relative Performance Evaluation and Strategic Competition” by Li He, Toni Whited, and Ran Guo
