The bidding period to host SFS Cavalcade Asia-Pacific is open. Bids must be received by August 15, 2019. For details, please visit the Cavalcade A-P 2020 web site.
The winners of the RAPS Awards were announced at the Awards Reception at SFS Cavalcade North America on May 21. We are pleased to share the winners:
Best Paper Award
Petri Jylhä, Matti Suominen, and Tuomas Tomunen
Referee of the Year
Congratulations to all our award winners!
RAPS is pleased to announce that Thierry Foucault has been renewed for another 3-year term as Editor.
The following Associate Editors have been renewed for 3-year terms: Roger Edelen, Sydney Ludvigson, Jun Pan, and Andrew Patton.
We thank our Editors and Associate Editors for their continued service.
“First to ‘Read’ the News: News Analytics and Algorithmic Trading” by Bastian von Beschwitz, Donald B. Keim, and Massimo Massa
RAPS is pleased to announce that Campbell Harvey (Duke University) will be the RAPS Keynote Speaker at Cavalcade North America 2020. Professor Harvey’s speech will take place Wednesday, May 27, 2020, at 3:45pm.
“Learning Fast or Slow” by Brad Barber, Yi-Tsung Lee, Yu-Jane Liu, Terrance Odean, and Ke Zhang
The Editor’s Choice article for June 2019 (issue 9/1) is “A Fresh Look at Return Predictability Using a More Efficient Estimator” by Travis L Johnson. You can read the article free online here.
The SFS Cavalcade Asia-Pacific 2019 submission period is now open. To submit, please visit SFS Cavalcade Asia-Pacific 2019. The deadline for submission is June 15, 2019.
Reminder for doctoral students: For papers in which ALL co-authors are doctoral students, the submission fee is waived.
“Firm Characteristics, Cross-Sectional Regression Estimates, and Asset Pricing Tests” by Chris Kirby