Review of Asset Pricing Studies

The winners of the annual RAPS Awards were announced at the virtual Awards Reception on May 26 as part of the Cavalcade. We are pleased to share the winners:

Best Paper Award
“A Fresh Look at Return Predictability Using a More Efficient Estimator”
Travis Johnson
Prize: $10,000

Referee of the Year
Svetlana Bryzgalova
Prize: $1000

Rising Scholar Award
“Quantitative Easing and Equity Prices: Evidence from the ETF Program of the Bank of Japan”
Andrea Barbon and Virginia Gianinazzi
Prize: $5000

Congratulations to all our award winners!

The editors of the Review of Asset Pricing Studies invite submissions of papers related to the COVID-19 pandemic, financial markets, and asset pricing for a special issue that will be published in 2020. All subscribers to RAPS will receive the special issue at no extra cost. The issue will include an introduction by Lars Peter Hansen.

We seek impactful papers that will provide foundations for future financial COVID-19 research.

The deadline to submit papers is June 6, 2020. The submission fee will be waived. Submitted papers must be unpublished and not currently under review. Please submit your paper via our website, http://sfsraps.org/submit-a-paper/, and select the submission option “Special Issue.” You may select the payment waiver “Paper was “invited” (solicited for submission) by an editor.”

To achieve our goal of publishing a slate of impactful papers on financial markets, selection will be stringent and the desk rejection rate is likely to be high. As such, desk rejected papers for the special issue may be later resubmitted to RAPS for consideration without prejudice.

The Editor’s Choice article for RAPS 10(2) is “An Evaluation of Alternative Multiple Testing Methods for Finance Applications” by Campbell R. Harvey, Yan Liu, and Alessio Saretto. You can read the article free online here.

On Monday, May 11 at 12:30 PM EST, Jeremy Stein will join a webinar, co-hosted by the Princeton Bendheim Center for Finance and the Society for Financial Studies, on the COVID-19 credit programs recently implemented by the Federal Reserve and the U.S. Treasury. Stein is a Professor of Economics at Harvard University and a former Governor of the Federal Reserve.

The event will begin with a brief discussion by Markus Brunnermeier, Director of the Princeton Bendheim Center for Finance. Stein will then present. Both Brunnermeier and Stein will take questions from the audience throughout the event.

Preregistration is required.

RAPS has launched a Twitter account. Follow us @RevOfAssetPric.