RFS Forthcoming Paper
“Option Pricing with Time-Varying Volatility Risk Aversion” by Peter Reinhard Hansen and Chen Tong
“Option Pricing with Time-Varying Volatility Risk Aversion” by Peter Reinhard Hansen and Chen Tong
The May issue of RFS has published! The Editor’s Choice paper is: “The Impact of the Opioid Crisis on Firm Value and Investment” by Paige Ouimet, Elena Simintzi, and Kailei Ye
“Confident Risk Premiums and Investments using Machine Learning Uncertainties” by Rohit Allena
The dual submission decisions for MOFIR 2025 have been sent.
“Asset Overhang and Technological Change” by Hans Degryse, Tarik Roukny, and Joris Tielens
“Man versus Machine Learning Revisited” by Yingguang Zhang, Yandi Zhu, and Juhani Linnainmaa
“Convenience Yield, Inflation Expectations, and Public Debt Growth” by Zhiyu Fu, Jian Li, and Yinxi Xie
“The Disappearing IPO Puzzle and the Shift Toward Acquisitions: New Insights from Proprietary U.S. Census Data on Private Firms” by Thomas J. Chemmanur, Jie He, Xiao Ren, and Tao Shu
“Collateral Effects: The Role of FinTech in Small Business Lending” by Paul Henri Beaumont, Huan Tang, and Eric Vansteenberghe
“The Impact of Bank Consolidation on Credit Supply and Performance” by Sergio Mayordomo, Nicola Pavanini, and Emanuele Tarantino