Reminder for Cavalcade 2016 Program Committee Members
If you are a member of the Cavalcade 2016 Program Committee, please be reminded that the due date for your reports is approaching. The due date for all reports is January 18, 2016.
RFS Authors Featured on OUP Blog
Authors Campbell R. Harvey, Yan Liu, and Heqing Zhu are featured on the Oxford University Press blog in a post titled, “Separating investment facts from flukes,” based on their paper, “…and the Cross-Section of Expected Returns,” which is in the January 2016 issue of RFS. To accompany the post, we’ve made the paper free to read online! Check out the blog post here and read the paper here.
New Paper Examines Speeds for Top Finance Journals
A new working paper titled “Do Acceptance and Publication Times Differ Across Finance Journals?” by Craig Holden examines the time that eventually-published articles take from first-round submission to final-round acceptance for the top-20 finance journals and top-tier business journals. He finds that the two fastest finance journals are the Review of Corporate Finance Studies and the Review of Asset Pricing Studies, with median acceptance times of 7.3 months and 7.8 months,… Read More »New Paper Examines Speeds for Top Finance Journals
Annual Meeting
The 2016 Society for Financial Studies Annual Meeting will take place at the 2016 Finance Cavalcade on Monday, May 16, 2016, at the University of Toronto.
Announcing the Dates for Cavalcade 2017
Cavalcade 2017 is scheduled for May 15-18, 2017. The conference will begin on Monday, May 15, with an evening reception. Please note that this differs from Cavalcade 2016, which begins with an evening reception on Sunday. Keep in touch with any changes on the Cavalcade web site.
Latest Forthcoming Paper
“Skewness Preference and Seasoned Equity Offers” by Don M. Autore and Jared DeLisle
Editor’s Choice: January
The Editor’s Choice article for January 2016 (issue 29/1) is “… and the Cross-Section of Expected Returns” by Campbell R. Harvey, Yan Liu, and Heqing Zhu. You can read the article free online here.
Special Section: Meta-Analysis of Market Anomalies
The January issue of RFS, 29(1), contains a special section on meta-analysis of market anomalies. The section features: “… and the Cross-Section of Expected Returns” by Campbell R. Harvey, Yan Liu, and Heqing Zhu “Dissecting Anomalies with a Five-Factor Model” by Eugene F. Fama and Kenneth R. French “A Taxonomy of Anomalies and Their Trading Costs” by Robert Novy-Marx and Mihail Velikov The issue is available to read online here.
A Note for Members of the Cavalcade 2016 Program Committee
If you are a member of the Cavalcade 2016 Program Committee, please be aware that the reviewer assignments have been sent out. If you have not received your assignments, please contact Jaclyn Einstein. Reviews are due by January 18, 2016.
Itay Goldstein in The Wall Street Journal
RFS Editor Itay Goldstein was interviewed by The Wall Street Journal for a piece titled, “Worried About Your High-Yield Bond Fund? Devise an Exit Strategy.” Read the article online here.