RFS News

“Which Subjective Expectations Explain Asset Prices?” by Ricardo De la O and Sean Myers

The dual submission decisions for the NBER-RFS Big Data and Securities Markets Conference have been sent. If you submitted your paper as a dual submission and did not receive your decision email, please contact us.

 “Why did bank stocks crash during COVID-19?” by Viral Acharya, Robert F. Engle, Maximilian Jager, and Sascha Steffen “Missing Data in Asset Pricing Panels” by Joachim Freyberger, Bjoern Hoeppner, Andreas Neuhierl, and Michael Weber

The December issue of RFS has published! The Editor’s Choice paper is: “More Risk, More Information: How Passive Ownership Can Improve Informational Efficiency” by Adrian Buss and Savitar Sundaresan

“Holding Period Effects in Dividend Strip Returns” by Benjamin Golez and Jens  Carsten Jackwerth

“House Prices and Rents” by Eugene F. Fama and Kenneth R. French “The Impact of Crisis-Period Interest Rate Declines on Distressed Borrowers” by Stuart A. Gabriel and Chandler Lutz

“Can Human Capital Explain Income-based Disparities in Financial Services?” by Ruidi Huang, James S. Linck, Erik J. Mayer, and Christopher A. Parsons “Bond Price Fragility and the Structure of the Mutual Fund Industry” by Mariassunta Giannetti and Chotibhak Jotikasthira

“Place your bets? The market consequences of investment research on Reddit’s Wallstreetbets” by Daniel Bradley, Jan Hanousek Jr, Russell Jame, and Zicheng Xiao