RFS News

“Institutional Corporate Bond Pricing” by Lorenzo Bretscher, Lukas Schmid, Ishita Sen, and Varun Sharma

“Common Pricing of Decentralized Risk: A Linear Option Pricing Model” by Liuren Wu and Yuzhao Zhang “Weak Identification of Long Memory with Implications for Volatility Modelling” by Jia Li, Peter C. B. Phillips, Shuping Shi, and Jun Yu “Who Holds Sovereign Debt and Why It Matters” by Xiang Fang, Bryan Hardy, and Karen K. Lewis

The November issue of RFS has published! The Editor’s Choice paper is: “Machine Learning for Continuous-Time Finance” by Victor Duarte, Diogo Duarte, and Dejanir H. Silva

“The Financial Consequences of Pretrial Detention” by Pablo Slutzky and Sheng-Jun Xu

 “Economic Implications of Scaling Blockchains” by Kose John, Thomas J. Rivera, and Fahad Saleh

“The Elasticity of Quantitative Investment” by Carter Davis

“The Effects of Going Public on Firm Profitability and Strategy” by Borja Larrain, Gordon Phillips, Giorgo Sertsios, and Francisco Urzua

“The Intangibles Song in Takeover Announcements: Good Tempo, Hollow Tune” by Zoran Filipovic and Alexander F. Wagner

“Bail-Ins, Optimal Regulation, and Crisis Resolution” by Christopher Clayton and Andreas Joannes Schaab