Review of Asset Pricing Studies

The SFS is grateful to Jeffrey Pontiff, who is retiring as Executive Editor of RAPS on December 31. Jeffrey has been with RAPS since the beginning, serving first as an Editor and then as Executive Editor. We thank him for his long-term dedication to RAPS.

Please join us in welcoming Zhiguo He as the next Executive Editor of RAPS. Zhiguo is currently an Editor and will move to the Executive Editor role on January 1.

RAPS is also pleased to welcome Clemens Sialm as an Editor, beginning January 1. Clemens is a Professor of Finance and Economics at the University of Texas at Austin and a research associate at NBER, and previously served as an Associate Editor at RAPS and RFS.

“Short Selling ETFs” by Frank Weikai Li and Qifei Zhu

“The Cross-Section of Cryptocurrency Returns” by Nicola Borri and Kirill Shakhnov

“Equity Risk Premium Predictability from Cross-Sectoral Downturns” by Jose Afonso Faias and Juan Carlos Arismendi-Zambrano

The Review of Asset Pricing Studies is enacting a Code Sharing Policy for papers accepted for publication, which will be effective on January 1, 2022. The policy is available here.

The Editor’s Choice paper for 11(4) is “A Panel Regression Approach to Holdings-Based Fund Performance Measures” by Wayne Ferson and Junbo L. Wang. You can read the paper free online.