Forthcoming Papers
“The Unexpected Activeness of Passive Investors: A World-Wide Analysis of ETFs” by Si Cheng, Massimo Massa, and Hong Zhang “Real Exchange Rates and Currency Risk Premia” by Pierluigi Balduzzi and I-Hsuan Ethan Chiang
“The Unexpected Activeness of Passive Investors: A World-Wide Analysis of ETFs” by Si Cheng, Massimo Massa, and Hong Zhang “Real Exchange Rates and Currency Risk Premia” by Pierluigi Balduzzi and I-Hsuan Ethan Chiang
We are pleased to announce that the Associate Chair for SFS Cavalcade North America 2019 will be Ulrike Malmendier (UC Berkeley). Professor Malmendier will join Chair Antoinette Schoar (Massachusetts Institute of Technology) and Vice Chair Monika Piazzesi (Stanford University).
RFS Editor Wei Jiang’s research is featured in a CNBC piece titled, “Hedge funds in the business of breaking up deals see big payoff, study finds.”
The RFS is pleased to announce that Stijn van Nieuwerburgh has been appointed for a second term as an Editor of RFS. His second term begins January 1, 2019. We thank Stijn for his continued service.
The deadline to bid to host SFS Cavalcade North America 2020 is today! For details, please see the Invitation to Bid and visit SFS Cavalcade North America 2020.
“A Fresh Look at Return Predictability Using a More Efficient Estimator” by Travis Johnson
“Optimal Security Design under Asymmetric Information and Profit Manipulation” by Giulio Trigilia, Kostas Koufopoulos, and Roman Kozhan “Inventory and Corporate Risk Management” by Marco Bianco and Andrea Gamba
The program for the RFS Climate Finance Initiative is now available online. If you wish to attend the conference, you may register here. There are limited spaces; we recommend registering as soon as possible. The conference will take place October 5 & 6, 2018, at the Claridges Hotel in London. For more information, visit the Climate Finance conference page.
The Editor’s Choice article for 31(10) is “Quantifying Sentiment with News Media across Local Housing Markets” by Cindy K Soo. You can read the article free online.
“Information: Hard and Soft” by Jose Maria Liberti and Mitchell Petersen