The January issue of RFS, 29(1), contains a special section on meta-analysis of market anomalies. The section features:
“… and the Cross-Section of Expected Returns” by Campbell R. Harvey, Yan Liu, and Heqing Zhu
“Dissecting Anomalies with a Five-Factor Model” by Eugene F. Fama and Kenneth R. French
“A Taxonomy of Anomalies and Their Trading Costs” by Robert Novy-Marx and Mihail Velikov
The issue is available to read online here.
RFS Editor Itay Goldstein was interviewed by The Wall Street Journal for a piece titled, “Worried About Your High-Yield Bond Fund? Devise an Exit Strategy.” Read the article online here.
If you requested dual submission with RFS for your submission to the 2015 Miami Behavioral Finance Conference, you should have received a decision email on December 10. If you have not received your decision email, please contact Jaclyn Einstein.
The RFS congratulates Professor Stefan Nagel, who has been appointed as the new Editor of the Journal of Finance. We thank Professor Nagel for his service as a co-editor of the Review and we wish him the best in his new role.
Professor Nagel will no longer be taking on new submissions beginning yesterday, December 1, 2015. He will continue to handle submissions that are currently in process. If you have any questions about the transition, please contact the editorial office.
The 18th Annual Texas Finance Festival will feature a dual submission option with RFS. The RFS sponsoring editor is Itay Goldstein. The deadline for paper submission is January 15, 2016. The conference will take place April 28-30, 2016. The Call for Papers may be viewed here.
The RFS is pleased to announce the appointment of Stijn van Nieuwerburgh as an editor of the Review, beginning January 1, 2016. Stijn is Professor of Finance, Yamaichi Faculty Fellow, and Director of the Stern Center for Real Estate Finance Research at the Stern School of Business at NYU. Please join us in welcoming Stijn to his new role.
The RFS would like to thank Professor Leonid Kogan, whose term as editor of the Review is ending December 31, 2015. We wish Leonid all the best with his new endeavors.
The Editor’s Choice article for December 2015 (issue 28/12) is “Active Ownership” by Elroy Dimson, Oğuzhan Karakaş, and Xi Li. You can read the article free online here.
The Eleventh NYU Stern/ New York Fed Conference on Financial Intermediation will feature a dual submission option with RFS. The RFS sponsoring editor is Philip Strahan. The deadline for paper submission is January 8, 2016. The conference will take place May 6, 2016. The Call for Papers may be viewed here.
The RFS editorial team is saddened by the passing of former RFS Co-Editor Rick Green. We would like to share the sentiments expressed in the tribute that the SFS has written; the tribute may be viewed here. Rick served as an RFS Co-Editor from 1990-1994. He will be missed.