JFQA Admin

JFQA Admin

Predictability Puzzles

Bjorn Eraker ♦ Dynamic equilibrium models based on present value computation imply that returns are predictable but also generate particular short-term patterns of predictability in asset returns. I take advantage of this to construct a set of tests of Equilibrium…

– Welcome New Associate Editors

JFQA Managing Editors are happy to welcome Alice Bonaimé (University of Arizona), Jiekun Huang (University of Illinois), Po-Hsuan Hsu (National Tsing Hua University), and Denis Sosyura (Arizona State University) as Associate Editors.

– 2022 Sharpe Award winners announced!

Congratulations to Bing Han, David Hirshleifer, and Johan Walden Winners of the 2022 William F. Sharpe Award for Scholarship in Financial Research for their article Social Transmission Bias and Investor Behavior JFQA, February 2022, Vol. 57, No. 1, pp. 390–412