“Multifactor models and their consistency with the APT” by Ilan Cooper, Liang Ma, Paulo F. Maio, and Dennis Philip
The Call for Papers for Stockholm Business School’s 3rd Future of Financial Information Conference is now available. The conference, which features a dual submission option with the Review of Asset Pricing Studies and the Review of Corporate Finance Studies, will take place May 19-21, 2021, both virtually and on campus. The RAPS sponsoring editor is Thierry Foucault and the RCFS sponsoring editor is Andrew Ellul. The submission deadline is December 22, 2020. For more details, please see the conference web site.
The Society of Financial Studies has an opening for a data collection assistant. This is a virtual position, which provides the flexibility to work where you wish. The typical workload is approximately 10 hours per week. Some familiarity with finance journals and papers is preferred. This position pays $20 per hour. Please send CV/resumes to email@example.com by October 31, 2020.
The Editor’s Choice article for RAPS 10(3) is “Do Proxies for Informed Trading Measure Informed Trading? Evidence from Illegal Insider Trades” by Kenneth R.Ahern. You can read the paper free online.
“Economic-state Variation in Uncertainty-Yield Dynamics” by Robert Connolly, David Dubofsky, and Chris Stivers
“A Tale of Two Crises: The 2008 Mortgage Meltdown and the 2020 COVID-19 Crisis” by Chester Spatt
“COVID-19 and the Cross-Section of Equity Returns: Impact and Transmission” by Lorenzo Bretscher, Alex Hsu, Peter Simasek, and Andrea Tamoni
“Earnings Expectations in the COVID Crisis” by Augustin Landier and David Thesmar
“A First Look at the Impact of COVID-19 on Commercial Real Estate Prices: Asset-Level Evidence” by David Ling, Chongyu Wang, and Tingyu Zhou
“Coronavirus: Impact on Stock Prices and Growth Expectations” by Niels J. Gormsen and Ralph S.J. Koijen
“Mutual Fund Performance and Flows During the COVID-19 Crisis” by Lubos Pastor and Matthew Blair Vorsatz