“Factor Timing with Portfolio Characteristics” by Anastasios Kagkadis, Ingmar Nolte, Sandra Nolte, and Nikolaos Vasilas
RAPS & RCFS Keynote Speaker
We are pleased to announce that Deborah Lucas (MIT Sloan) will be the RAPS & RCFS Keynote Speaker at SFS Cavalcade North America 2023 on Tuesday, May 23, at 3:30pm. For more details, please see the program on the Cavalcade web site.
SFS Cavalcade 2023 Dual Submissions
The RAPS dual submission decisions for SFS Cavalcade North America 2023 have been sent. If you submitted your paper as a dual submission to RAPS and did not receive your decision email, please contact us.
Upcoming SFS Cavalcade Hosts
We are pleased to announce the hosts for the upcoming SFS Cavalcade North America conferences!
2024: Georgia State University
2025: Stevens Institute of Technology
Details will be posted to the Cavalcade website as soon as they are available.
Forthcoming Paper
“Short Interest and Aggregate Stock Returns: International Evidence” by Arseny Gorbenko
Program and Registration: SFS Cavalcade North America 2023
The program and registration for SFS Cavalcade North America 2023 are now available on the conference website. The Cavalcade will take place May 22-25 at the University of Texas at Austin.
Register by April 7 to pay the discounted registration fee. The registration fee is waived for PhD students.
Forthcoming Papers
“Never a Dull Moment: Entropy Risk in Commodity Markets” by Fousseni Damien Chabi-Yo, Hitesh Doshi, and Virgilio Zurita
New Issue: March 13(1)
The March issue of RAPS has published!
The Editor’s Choice paper is:
“Investor Information Choice with Macro and Micro Information” by Paul Glasserman and Harry Mamaysky
Forthcoming Paper
“Mutual fund proliferation and entry deterrence” by Sebastien Betermier, David Schumacher, and Ali Shahrad
Forthcoming Papers
“Idiosyncratic Volatility, Growth Options, and the Cross-Section of Returns” by Alexander Barinov and Georgy Chabakauri
“Investor Demand for Leverage: Evidence from Equity Closed-End Funds” by Robert Dam, Shaun William Davies, and S. Katie Moon
