Review of Asset Pricing Studies

Executive Editor Wayne Ferson with Award Winners Redouane Elkamhi and Mikhail Simutin

Andrew Patton presents the RAPS Keynote Paper

More photos from Cavalcade 2016 are now available online here!

The Editor’s Choice article for June 2016 (issue 6/1) is “Macro Disagreement and the Cross-Section of Stock Returns by Frank Weikai Li. You can read the article free online here.

Cavalcade 2016 will feature a special presentation from the Review of Asset Pricing Studies on Monday, May 16, at 3:45pm. The presented paper will be “The Impact of Hedge Funds on Asset Markets” by Mathias S. Kruttli, Andrew J. Patton, and Tarun Ramadorai.

Best Paper 

“Managerial Activeness and Mutual Fund Performance”

Hitesh Doshi, Redouane Elkamhi and Mikhail Simutin

$10,000

Referee of the Year 

Sang Byung

$1000

RAPS Editor Jeffrey Pontiff was interviewed for a piece in the Boston Globe titled, “As stocks fall, what should investors do?” Read the article online here.

A new working paper titled “Do Acceptance and Publication Times Differ Across Finance Journals?” by Craig Holden examines the time that eventually-published articles take from first-round submission to final-round acceptance for the top-20 finance journals and top-tier business journals. He finds that the two fastest finance journals are the Review of Corporate Finance Studies and the Review of Asset Pricing Studies, with median acceptance times of 7.3 months and 7.8 months, respectively. For the top-three finance journals, he finds that the median acceptance time at the Journal of Financial Economics is 9.9 months, at the Review of Financial Studies is 15.3 months, and at the Journal of Finance is 19.8 months. See his paper on SSRN.

The Editor’s Choice article for December 2015 (issue 5/2) is “Managerial Activeness and Mutual Fund Performance” by Hitesh Doshi, Redouane Elkamhi, and Mikhail Simutin. You can read the article free online here.

We are pleased to announce that the upcoming SFS Finance Cavalcade conference will again offer a dual submission option with RAPS. The Cavalcade submission period opens November 9, 2015, and closes December 7, 2015. For details, visit Cavalcade 2016.

The Editor’s Choice article for June 2015 (issue 5/1) is “Price-Dividend Ratio Factor Proxies for Long-Run Risks” by Ravi Jagannathan and Srikant Marakani. You can read the article free online here.