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.
“Firm Characteristics, Cross-Sectional Regression Estimates, and Asset Pricing Tests” by Chris Kirby
The Australian National University Conference on Asset Pricing 2020 will feature a dual submission option with RAPS. The RAPS sponsoring editor is Jeffrey Pontiff. The deadline for submissions is September 30, 2019. The conference will take place March 26-28, 2020, at the QT hotel in Canberra, Australia. The Call for Papers may be viewed here.