535:
580:
897:
600:
1471:
818:
743:
719:
436:
1430:
735:
522:
432:
350:
950:
889:
839:
711:
309:
116:
area or the capital markets and asset pricing areas. Each subscriber may use one vote for each category. Currently the first prize in each category is
1008:
822:
814:
739:
694:
653:
649:
604:
572:
559:
497:
440:
419:
337:
292:
1247:
1243:
1094:
1033:
1029:
1012:
781:
657:
518:
456:
1263:
1098:
1090:
1025:
801:
785:
625:
473:
391:
374:
370:
321:
288:
108:
vote for the best paper in each of two categories after the journal's editorial office has enumerated all articles and assigned them to either the
1226:
1135:
621:
514:
510:
296:
1267:
946:
596:
539:
81:
760:
698:
678:
576:
477:
378:
1172:
633:
1476:
1366:"Fama-DFA Prizes for the Best Papers Published in the Journal of Financial Economics in the Areas of Capital Markets and Asset Pricing"
1456:
1423:
1315:
93:
1416:
1340:
1365:
1219:"Alternative factor specifications, security characteristics, and the cross-section of expected stock returns"
48:
17:
1538:
61:
1461:
1260:"Detecting long-run abnormal stock returns: The empirical power and specification of test statistics"
1543:
1222:
128:
The following table is a complete list of past first and second-place winners of the Fama–DFA Prize:
89:
1442:
1294:
1230:
1143:
65:
1512:
1108:"Forecasting crashes: Trading volume, past returns and conditional skewness in stock prices"
543:
85:
1517:
732:"Inter-firm linkages and the wealth effects of financial distress along the supply chain"
8:
1497:
1466:
1439:
1280:
1193:
1074:
917:
481:
415:
317:
313:
186:
57:
43:
1390:
1319:
811:"Does industry-wide distress affect defaulted firms? Evidence from creditor recoveries"
232:
96:. The prize is also named for the investment advisory firm, Dimensional Fund Advisors.
984:"The great reversals: The politics of financial development in the twentieth century"
1022:"Voting with their feet: Institutional ownership changes around forced CEO turnover"
971:
893:
855:
768:
670:
460:
236:
109:
1180:
1004:
930:
629:
284:
954:
1119:
1057:
876:
756:
715:
608:
354:
267:
263:
32:
1169:"Bank entry, competition, and the market for corporate securities underwriting"
618:"Do hedge funds trade on private information? Evidence from syndicated lending"
991:
987:
967:
395:
200:
69:
470:"Limited partner performance and the maturing of the private equity industry"
1532:
1492:
1408:
1115:
1053:
913:
36:
168:
Marco Di Maggio, Amir
Kermani, Rodney Ramcharan, Vincent Yao, and Edison Yu
1502:
1139:
1087:"Following the leader: a study of individual analysts' earnings forecasts"
1070:
872:
859:
674:
411:
218:
182:
113:
1209:
1111:
1049:
764:
117:
53:
1344:
1369:
1176:
835:
778:"Dumb money: mutual fund flows and the cross-section of stock returns"
429:
Juicing the dividend yield: Mutual funds and the demand for dividends
1156:
229:
Betting against correlation: Testing theories of the low-risk effect
73:
249:
Characteristics are covariances: A unified model of risk and return
39:
753:"Venture capital investment cycles: the impact of public markets"
334:
Information networks: Evidence from illegal insider trading tips
77:
852:"The conditional CAPM does not explain asset-pricing anomalies"
1206:"Market efficiency, long-term returns, and behavioral finance"
1343:. Journal of Financial Economics. 2007-06-03. Archived from
367:
Systemic risk and the macroeconomy: An empirical evaluation
494:"The other side of value: The gross profitability premium"
1277:"Analyzing investments whose histories differ in length"
1067:"Mutual fund performance and seemingly unrelated assets"
56:, who is a co-founding advisory editor of the journal, a
943:"Why are foreign firms listed in the U.S. worth more?"
1341:"The Journal of Financial Economics Best Paper Prizes"
593:"Corporate bond default risk: A 150-year perspective"
1391:
https://www.jfinec.com/news/jensen-and-fama-dfa-prize
1001:"A multivariate model of strategic asset allocation"
165:
The pass-through of uncertainty shocks to households
1240:"An empirical analysis of NYSE specialist trading"
104:Each year personal and student subscribers to the
31:is an annual prize given to authors with the best
1472:Morgan Stanley-American Finance Association Award
281:An intertemporal CAPM with stochastic volatility
1530:
1368:. Journal of Financial Economics. Archived from
869:"Was there a Nasdaq bubble in the last 1990s?"
667:"A skeptical appraisal of asset-pricing tests"
1438:
235:, Andrea Frazzini, Niels Joachim Gormsen, and
1424:
964:"New lists: Fundamentals and survival rates"
347:Skill and luck in private equity performance
1318:. The New York Times Company. Archived from
708:"Do liquidity measures measure liquidity?"
1477:Deutsche Bank Prize in Financial Economics
1431:
1417:
252:Bryan T. Kelly, Seth Pruitt, and Yinan Su
1457:Nobel Memorial Prize in Economic Sciences
1313:
1046:"Breadth of ownership and stock returns"
927:"The risk and return of venture capital"
798:"Laddering in initial public offerings"
94:Center for Research in Securities Prices
154:Why does the Fed move markets so much?
120:5,000 and the second prize is $ 2,500.
14:
1531:
157:Carolin Pflueger and Gianluca Rinaldi
1412:
1333:
408:Scale and skill in active management
179:Sustainable investing in equilibrium
910:"Asset pricing with liquidity risk"
1316:"About.com:Economics - Eugene Fama"
507:"Anomalies and financial distress"
24:
1389:[ Journal of Financial Economics
1153:"Herding among security analysts"
646:"The good news in short interest"
25:
1555:
832:"Optimism and economic choice"
556:"Is momentum really momentum?"
1396:
1383:
1358:
1307:
106:Journal of Financial Economics
88:, and a research director for
49:Journal of Financial Economics
13:
1:
214:Shrinking the cross section
52:. The award is named after
7:
1288:
1132:"Commonality in liquidity"
886:"The other January effect"
532:"Legislating stock prices"
62:efficient-market hypothesis
10:
1560:
123:
99:
60:who helped to develop the
1485:
1449:
1253:
1199:
1190:"Predictive regressions"
1162:
1125:
1080:
1039:
977:
936:
903:
845:
791:
725:
684:
639:
586:
549:
487:
446:
401:
360:
327:
274:
242:
207:
172:
147:
142:
139:
90:Dimensional Fund Advisors
68:in asset pricing, a 2013
1300:
1295:List of economics awards
197:Robust benchmark design
136:
133:
82:Booth School of Business
453:"Betting against beta"
221:, and Shrihari Santosh
189:, and Lucian A. Taylor
1231:Avanidhar Subrahmanyam
1144:Avanidhar Subrahmanyam
581:Christopher A. Parsons
66:random walk hypothesis
1513:Michael Brennan Award
1462:Germán Bernácer Prize
898:Alexei V. Ovtcinnikov
691:"Why is PIN priced?"
569:"Friends with money"
544:Christopher J. Malloy
86:University of Chicago
1518:William Sharpe Award
601:Francis A. Longstaff
1498:Smith Breeden Prize
1467:Fischer Black Prize
1440:Financial economics
1281:Robert F. Stambaugh
1194:Robert F. Stambaugh
1075:Robert F. Stambaugh
918:Lasse Heje Pedersen
819:Sreedhar T. Bharath
744:Kimberly J. Rodgers
720:Charles A. Trzcinka
482:Michael S. Weisbach
437:Samuel M. Hartzmark
416:Robert F. Stambaugh
396:Tobias J. Moskowitz
318:Lasse Heje Pedersen
314:Tobias J. Moskowitz
203:and Piotr Dworczak
187:Robert F. Stambaugh
58:financial economist
1539:Economics journals
1223:Michael J. Brennan
736:Michael G. Hertzel
609:Ilya A. Strebulaev
523:Alexander Philipov
433:Lawrence E. Harris
351:Arthur G. Korteweg
233:Clifford S. Asness
1526:
1525:
1286:
1285:
988:Raghuram G. Rajan
972:Kenneth R. French
951:G. Andrew Karolyi
894:John J. McConnell
890:Michael J. Cooper
856:Jonathan Lewellen
840:David T. Robinson
769:David Scharfstein
712:Ruslan Y. Goyenko
671:Jonathan Lewellen
461:Lasse H. Pedersen
388:Momentum crashes
310:Ralph S.J. Koijen
260:Bubbles for Fama
237:Lasse H. Pedersen
110:corporate finance
16:(Redirected from
1551:
1544:Economics awards
1433:
1426:
1419:
1410:
1409:
1400:
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1381:
1380:
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1377:
1362:
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1328:
1327:
1311:
1181:Anthony Saunders
1009:Yeung Lewis Chan
1005:John Y. Campbell
931:John H. Cochrane
914:Viral V. Acharya
823:Anand Srinivasan
815:Viral V. Acharya
740:Micah S. Officer
695:Jefferson Duarte
654:Zsuzsa R. Huszar
650:Ekkehart Boehmer
630:Anthony Saunders
605:Stephen Schaefer
573:Joseph Engelberg
560:Robert Novy-Marx
498:Robert Novy-Marx
441:David H. Solomon
420:Lucian A. Taylor
338:Kenneth R. Ahern
293:Christopher Polk
285:John Y. Campbell
131:
130:
72:in Economics, a
21:
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1558:
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1486:Research awards
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1314:Moffatt, Mike.
1312:
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1291:
1248:George Sofianos
1244:Ananth Madhavan
1120:Jeremy C. Stein
1095:Theodore E. Day
1058:Jeremy C. Stein
1034:Laura T. Starks
1030:Richard W. Sias
1013:Luis M. Viceira
877:Pietro Veronesi
782:Andrea Frazzini
757:Paul A. Gompers
716:Craig W. Holden
658:Bradford Jordan
519:Gergana Jostova
457:Andrea Frazzini
355:Morten Sorensen
270:, and Yang You
268:Andrei Shleifer
264:Robin Greenwood
126:
102:
33:capital markets
23:
22:
15:
12:
11:
5:
1557:
1547:
1546:
1541:
1524:
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1508:Fama–DFA Prize
1505:
1500:
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1489:
1487:
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1474:
1469:
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1264:Brad M. Barber
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1255:
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1250:
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1234:
1233:
1220:
1217:
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1212:
1210:Eugene F. Fama
1207:
1204:
1201:
1197:
1196:
1191:
1188:
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1183:
1170:
1167:
1164:
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1147:
1146:
1133:
1130:
1127:
1123:
1122:
1109:
1106:
1102:
1101:
1099:Craig M. Lewis
1091:Rick A. Cooper
1088:
1085:
1082:
1078:
1077:
1068:
1065:
1061:
1060:
1047:
1044:
1041:
1037:
1036:
1026:Robert Parrino
1023:
1020:
1016:
1015:
1002:
999:
995:
994:
992:Luigi Zingales
985:
982:
979:
975:
974:
968:Eugene F. Fama
965:
962:
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957:
944:
941:
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802:Grace Qing Hao
799:
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789:
788:
786:Owen A. Lamont
779:
776:
772:
771:
754:
751:
747:
746:
733:
730:
727:
723:
722:
709:
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692:
689:
686:
682:
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661:
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647:
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641:
637:
636:
626:Debarshi Nandy
619:
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588:
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570:
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474:Berk A. Sensoy
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430:
427:
423:
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409:
406:
403:
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392:Kent D. Daniel
389:
386:
382:
381:
375:Bryan T. Kelly
371:Stefano Giglio
368:
365:
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348:
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341:
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329:
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322:Evert B. Vrugt
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289:Stefano Giglio
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70:Nobel laureate
29:Fama–DFA Prize
18:Fama-DFA Prize
9:
6:
4:
3:
2:
1556:
1545:
1542:
1540:
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1519:
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1493:Brattle Prize
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1450:Career awards
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1399:
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1372:on 2011-09-27
1371:
1367:
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1347:on 2018-04-07
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1322:on 2007-09-22
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1227:Tarun Chordia
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1116:Harrison Hong
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955:René M. Stulz
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37:asset pricing
34:
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1507:
1503:Jensen Prize
1405:
1398:
1385:
1374:. Retrieved
1370:the original
1360:
1349:. Retrieved
1345:the original
1335:
1324:. Retrieved
1320:the original
1309:
1268:John D. Lyon
1140:Richard Roll
1071:Lubos Pastor
947:Craig Doidge
873:Lubos Pastor
860:Stefan Nagel
675:Stefan Nagel
597:Kay Giesecke
540:Karl Diether
536:Lauren Cohen
412:Lubos Pastor
219:Stefan Nagel
183:Ľuboš Pástor
127:
105:
103:
47:
28:
26:
1112:Joseph Chen
1050:Joseph Chen
765:Josh Lerner
761:Anna Kovner
699:Lance Young
679:Jay Shanken
577:Pengjie Gao
478:Yingdi Wang
379:Seth Pruitt
54:Eugene Fama
1533:Categories
1376:2015-10-27
1351:2007-09-11
1326:2007-09-15
1177:Manju Puri
1173:Amar Gande
836:Manju Puri
738:, Zhi Li,
143:Author(s)
1157:Ivo Welch
634:Keke Song
74:professor
44:published
1289:See also
92:and the
40:research
1274:Second
1237:Second
1216:Second
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194:Second
162:Second
124:Winners
100:Details
84:at the
80:at the
78:finance
46:in the
42:papers
1443:awards
1257:First
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1129:First
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940:First
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896:, and
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767:, and
742:, and
729:First
718:, and
688:First
677:, and
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632:, and
607:, and
590:First
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521:, and
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480:, and
450:First
439:, and
418:, and
405:First
377:, and
364:First
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306:Carry
278:First
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176:First
151:First
140:Paper
137:Place
1301:Notes
1254:1997
1200:1998
1163:1999
1126:2000
1081:2001
1040:2002
978:2003
937:2004
904:2005
846:2006
792:2007
726:2008
685:2009
640:2010
587:2011
550:2012
488:2013
447:2014
402:2015
361:2016
328:2017
275:2018
243:2019
208:2020
173:2021
148:2022
134:Year
1266:and
1246:and
1229:and
1179:and
1142:and
1118:and
1097:and
1073:and
1056:and
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1011:and
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1379:.
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1329:.
20:)
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