“Limits of Arbitrage and Primary Risk Taking in Derivative Securities” by Meng Tian and Liuren Wu
Category: News
Forthcoming Paper
“Which Factors for Corporate Bond Returns?” by Thuy Duong Dang, Fabian Hollstein, and Marcel Prokopczuk
Forthcoming Paper
“Stochastic Interest Rates, Heterogeneous Valuations, and the Volatility-Volume Relation with Search Frictions” by Sheen Liu, Junbo Wang, and Chunchi Wu
“Product market competition, labor mobility, and the cross-section of stock returns” by Shamim Ahmed, Ziwen Bu, and Xiaoxia Ye
Dual Submission Decisions
The dual submission decisions for SFS Cavalcade Asia-Pacific 2022 and the Jackson Hole Finance Conference 2023 have been sent. If you submitted your paper as a dual submission and did not receive your decision email, please contact us.
New Issue: December 12(4)
The December issue of RAPS has published!
The Editor’s Choice paper is:
“What Drives the Size and Value Factors?” by Jiacui Li
Editorial Team Update
RAPS is also pleased to welcome Norman Schürhoff as an Editor, beginning November 1. Norman is a Professor of Finance at the Swiss Finance Institute and previously served as an Associate Editor for RAPS.
Forthcoming Paper
“Predicting Returns Out of Sample: A Naïve Model Averaging Approach” by Huafeng (Jason) Chen, Liang Jiang, and Weiwei Liu
Forthcoming Paper
“The Geography of Sub-advisors, Managerial Structure, and the Performance of International Equity Mutual Funds” by Markus Sebastian Broman, Michael Densmore, and Pauline M. Shum Nolan
Forthcoming Paper
“Small Rebalanced Portfolios Often Beat the Market Over Long Horizons” by Adam Farago and Erik Hjalmarsson
Forthcoming Paper
“In Search of Habitat” by Xuanjuan Chen, Zhenzhen Sun, Tong Yao, and Tong Yu
