Category: News

“Interest Rates and Inflation Revisited” by Eugene F Fama

A few spots are open to attend the 2019 RCFS/RAPS Conference at Baha Mar. If you are interested in attending, please inquire via email to RCFS Editor Uday Rajan, indicating whether you wish to attend the RAPS or the RCFS sessions. The program may be viewed here.

The conference will take place Feb 15-17, 2019, at the Grand Hyatt in Baha Mar, Nassau, The Bahamas. For more information, please see the Call for Papers.

The 13th Jackson Hole Finance Conference will take place January 19-21, 2019, in Jackson Hole, WY. The conference features a dual submission option with RAPS and RCFS. For more, visit the conference web site.

The new issue of RAPS 8(2) December 2018 has published online. If you have a subscription, you can view the issue online. If you don’t have a subscription, you can read the Editor’s Choice article for free online.

The Editor’s Choice paper for December 2018 (issue 8/2) is “Option Valuation with Volatility Components, Fat Tails, and Nonmonotonic Pricing Kernels” by Kadir Babaoğlu, Peter Christoffersen, Steven Heston, and Kris Jacobs. You can read the article free online here.

In 2018, RAPS presented their first Rising Scholar Award. The $5000 prize is awarded to a paper that was published in RAPS in which no author on the paper received either their current academic appointment or most recent Ph.D. more than 6 years prior to when the paper was submitted to RAPS. Is your paper eligible? Check the requirements and if you are eligible, remember to select “Rising Scholar” as your paper type when you submit to RAPS.

Congratulations to Professor Amir Yaron, who has been named as the next Bank of Israel governor. Amir served as an Editor of RAPS from 2011-2015 and was also the Chair of the 2018 SFS Cavalcade North America. We wish him the best of luck in his new role.

“The Unexpected Activeness of Passive Investors: A World-Wide Analysis of ETFs” by Si Cheng, Massimo Massa, and Hong Zhang

“Real Exchange Rates and Currency Risk Premia” by Pierluigi Balduzzi and I-Hsuan Ethan Chiang

“A Fresh Look at Return Predictability Using a More Efficient Estimator” by Travis Johnson

Following the success of the first RCFS conference last year, the Society for Financial Studies is hosting a joint RCFS/RAPS conference at Nassau in the Bahamas from February 15 to 17, 2019. The sponsoring editors are: (RCFS) Andrew Ellul, Isil Erel, Gregor Matvos, Uday Rajan, and (RAPS) Jeffrey Pontiff, Hui Chen, Thierry Foucault, and Nikolai Roussanov. The submission period is September 7 – November 1, 2018. The Call for Papers may be viewed here.