Call for Papers

Submit an electronic version of the paper in PDF format no later than June 15, 2018. Paper selection will be finalized by July 31, 2018.

Papers are invited for submission on this broad theme, including:

  • Which characteristics provide incremental information for expected returns?
  • How can we tame the factor zoo?
  • What are the key factors explaining cross-sectional variation in expected returns?
  • How many factors do we need to explain the cross section?
  • How can we distinguish between competing factor models?
  • Do anomaly returns correspond to new factors? 

Authors must submit papers by June 15, 2018. Co-sponsorship with the Review of Financial Studies means that authors have a chance to submit to the journal via a dual-submission option: one submission type is for the conference program only, the other allows for possible invitation by the editors.  The co-chairs for the conference are University of Chicago’s Michael Weber and EDHEC’s Raman Uppal and the sponsoring editors representing the RFS are Stijn van Nieuwerburgh and Andrew Karolyi.

Review of Financial Studies Dual Submission Option

Submissions to the conference can also be submitted to the Review of Financial Studies under its dual review system, with the same submission deadline of June 15, 2018. Authors must indicate on the conference submission website whether they are interested to have their paper considered under this dual review option with the RFS that works as follows:

  • There is no charge for submissions under this program.
  • Dual submissions will be reviewed by the conference program committee and will be made available for consideration by the sponsoring RFS editors.
  • Papers submitted for dual consideration must not be under review at another journal or the RFS, including as a dual-submission at another journal, nor can they be considered for dual submission if previously rejected by the RFS.
  • At the discretion of the conference’s sponsoring editors of the RFS, dual submissions will be sent out for a formal referee report. If such a report is sought, then the paper's author will receive a copy of the RFS reviewer's report.
  • Papers rejected at any stage of the dual review process are not considered to have been "rejected" at the RFS. This also applies to articles sent out for formal review. Thus authors are permitted to submit a future version of their paper (unchanged, if they wish) to the RFS without prejudice.

While under consideration by the conference and the RFS, a paper may not be submitted to another journal (or the RFS) until the author has been notified.