“Short Selling ETFs” by Frank Weikai Li and Qifei Zhu
Forthcoming Paper
“The Cross-Section of Cryptocurrency Returns” by Nicola Borri and Kirill Shakhnov
Forthcoming Paper
“Equity Risk Premium Predictability from Cross-Sectoral Downturns” by Jose Afonso Faias and Juan Carlos Arismendi-Zambrano
Code Sharing Policy
The Review of Asset Pricing Studies is enacting a Code Sharing Policy for papers accepted for publication, which will be effective on January 1, 2022. The policy is available here.
Editor’s Choice 11(4)
The Editor’s Choice paper for 11(4) is “A Panel Regression Approach to Holdings-Based Fund Performance Measures” by Wayne Ferson and Junbo L. Wang. You can read the paper free online.
Forthcoming Paper
“Is Economic Uncertainty a Valid Intertemporal CAPM State Variable?” by Qi Lin
Submission Period Open for Cavalcade North America
The submission period for SFS Cavalcade North America 2022 is now open. To submit, please visit SFS Cavalcade North America 2022. The deadline for submissions is December 13, 2021.
Dual Submission: The Cavalcade features a dual submission option with the Review of Asset Pricing Studies and the Review of Corporate Finance Studies.
Reminder for doctoral students: For papers in which ALL co-authors are doctoral students, the submission fee is waived.
17th Financial Research Association Conference Decisions
The RAPS dual submission decisions for the 17th Financial Research Association Conference have been sent. If you submitted your paper as a dual submission and did not receive your decision email, please contact us.
Upcoming Cavalcade Locations
We are pleased to share the hosts for the next two SFS Cavalcade North America conferences:
2022: University of North Carolina at Chapel Hill, May 22-25
2023: University of Texas at Austin, dates TBA
The submission period for 2022 opens next week!
Call for Papers: Future of Financial Information Conference
Submissions are open for the 4th Future of Financial Information Conference. The conference, which features a dual submission option with RAPS and RCFS, will take place May 18-20, 2022. The RAPS sponsoring editors are Jeffrey Pontiff and Zhiguo He, and the RCFS sponsoring editor is Andrew Ellul. The submission deadline is December 20, 2021, 23:59 PST. For more details, please see the conference website.
