A new installment of Andrew Karolyi’s Executive Editor blog is now available. This month’s feature, “Understanding the Mechanics of Contagion in Financial Markets” examines “Financing Constraints and the Amplification of Aggregate Downturns” by Daniel Carvalho. Visit the RFS Executive Editor Blog to read the post.
The Fifth Symposium on Emerging Financial Markets: China and Beyond will feature a dual submission option with RFS. The RFS sponsoring editor is Andrew Karolyi. The deadline for paper submission is February 15, 2016. The conference will take place May 25 & 26, 2016, in Hong Kong, China. The Call for Papers may be viewed here.
The Editor’s Choice article for February 2016 (issue 29/2) is “Who Facilitated Misreporting in Securitized Loans?” by and Gonzalo Maturana. You can read the article free online here.
Authors Campbell R. Harvey, Yan Liu, and Heqing Zhu are featured on the Oxford University Press blog in a post titled, “Separating investment facts from flukes,” based on their paper, “…and the Cross-Section of Expected Returns,” which is in the January 2016 issue of RFS. To accompany the post, we’ve made the paper free to read online! Check out the blog post here and read the paper 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 January 2016 (issue 29/1) is “… and the Cross-Section of Expected Returns” by , , and . You can read the article free online here.
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.