RAPS Forthcoming Paper
“Alpha Go Everywhere: Machine Learning and International Stock Returns” by Darwin Choi, Wenxi Jiang, and Chao Zhang
“Alpha Go Everywhere: Machine Learning and International Stock Returns” by Darwin Choi, Wenxi Jiang, and Chao Zhang
The May issue of RCFS has published! The Editor’s Choice paper is: “Credit Risk Sharing and Credit Market Regulation” by Ajay Subramanian
“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