Journal of Financial Economics
Jensen / Fama-DFA Best Paper Prizes Contest

Fama-DFA Prizes for Capital Markets and Asset Pricing

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Did you publish a paper in the JFE in 2018?
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Did you referee three or more JFE papers in 2018? Yes No



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Financial market frictions and diversification Gregor Matvos; Amit Seru; Rui C. Silva
Carry Ralph S.J. Koijen; Tobias J. Moskowitz; Lasse H. Pedersen; Evert Vrugt
Four centuries of return predictability Benjamin Golez; Peter Koudijs
Leverage constraints and asset prices: Insights from mutual fund risk taking Oliver Boguth; Mikhail Simutin
Belief-free price formation Johannes Horner; Stefano Lovo; Tristan Tomala
Determinants and consequences of information processing delay: Evidence from the Thomson Reuters Institutional Brokersí Estimate System Ferhat Akbas; Stanimir Markov; Musa Subasi ; Eric Weisbrod
Alpha or beta in the eye of the beholder: What drives hedge fund flows? Vikas Agarwal; T. Clifton Green; Honglin Ren
The (dis)advantages of clearinghouses before the Fed Matthew Jaremski
Disagreement about inflation and the yield curve Paul Ehling; Michael F. Gallmeyer; Christian Heyerdahl-Larsen; Philipp Illeditsch
The structure of information release and the factor structure of returns Thomas Gilbert; Christopher Hrdlicka; Avraham Kamara
Management sub-advising in the mutual fund industry David Moreno; Rosa Rodriguez; Rafael Zambrana-Galacho
Absolving beta of volatilityís effects Jianan Liu; Robert F. Stambaugh; Yu Yuan
Tradability of output, business cycles and asset prices Mary Tian
Quantitative easing auctions of Treasury bonds Zhaogang Song; Haoxiang Zhu
Agnostic fundamental analysis works Sohnke M. Bartram; Mark Grinblatt
The 52-week high, q-theory, and the cross section of stock returns Thomas J. George; Chuan-Yang Hwang; Yuan Li
The customer knows best: The investment value of consumer opinions Jiekun Huang
Network centrality and delegated investment performance Alberto Rossi; David Blake; Allan Timmermann; Ian Tonks; Russ Wermers
An intertemporal CAPM with stochastic volatility John Y. Campbell; Stefano Giglio; Christopher Polk; Robert Turley
Choosing factors Eugene F. Fama; Kenneth R. French
High frequency trading and extreme price movements Jonathan A. Brogaard; Allen Carrion; Thibaut Moyaert; Ryan Riordan; Andiry Shkilko; Konstantin Sokolov
Interest rate volatility, the yield curve, and the macroeconomy Scott Joslin; Yaniv Konchitchki
Time varying risk aversion Luigi Guiso; Paola Sapienza; Luigi Zingales
Cash flow duration and the term structure of equity returns Michael Weber
Asset pricing with beliefs-dependent risk aversion and learning Tony Berrada; Jerome Detemple; Marcel Rindisbacher
The unintended consequences of divestment Shaun William Davies; Edward D. Van Wesep
Term structures of asset prices and returns David Backus; Nina Boyarchenko; Mikhail Chernov
When saving is gambling J. Anthony Cookson
Downside risks and the cross-section of asset returns Adam Farago; Romeo Tedongap
Competition, reach for yield, and money market funds Gabriele La Spada
How does the stock market absorb shocks? Murray Frank; Ali Sanati
Exploring the sources of default clustering S. Azizpour; Kay Giesecke; Gustavo Schwenkler
Extrapolation and bubbles Nicholas C. Barberis; Robin Greenwood; Lawrence Jin; Andrei Shleifer
Financial intermediation in private equity: How well do funds of funds perform? Robert S. Harris; Tim Jenkinson; Steven Kaplan; Ruediger Stucke
What makes the bonding stick? A natural experiment of the legal bonding hypothesis for U.S. stock listing Amir N. Licht; Christopher Poliquin; Jordan Siegel; Xi Li
Non-myopic betas Semyon Malamud; Grigory Vilkov
Market intraday momentum Lei Gao; Yufeng Han; Sophia Zhengzi Li; Guofu Zhou
Do stocks outperform Treasury Bills? Hank Bessembinder
Stocks with extreme past returns: Lotteries or insurance? Alexander Barinov
Size matters, if you control your junk Clifford S. Asness; Andrea Frazzini; Ronen Israel; Tobias J. Moskowitz; Lasse H. Pedersen
Micro(structure) before macro? The predictive power of aggregate illiquidity for stock returns and economic activity Yong Chen; Gregory W. Eaton; Bradley S. Paye
The Volcker rule and corporate bond market-making in times of stress Jack Bao; Maureen O'Hara; Xing (Alex) Zhou
Informative fund size, managerial skill and investor rationality Min Zhu
Do an insiderís wealth and income matter in the decision to engage in insider trading? Juha-Pekka Kallunki; Jenni Mikkonen; Henrik Nilsson; Mikko Puhakka
Day of the week and the cross-section of returns Justin Birru
The execution quality of corporate bonds Maureen O'Hara; Yihui Wang; Xing (Alex) Zhou
Regulating dark trading: Order flow segmentation and market quality Carole Comerton-Forde; Katya Malinova; Andreas Park
Data abundance and asset price informativeness Jerome Dugast; Thierry Foucault
Company stock price reactions to the 2016 election shock: Trump, taxes, and trade Alexander F. Wagner; Richard Zeckhauser; Alexandre Ziegler
Asset pricing and ambiguity: Empirical evidence Menachem Brenner; Yehuda Izhakian
Home away from home? Foreign demand and London house prices Christian Badarinza; Tarun Ramadorai
When do CDS spreads lead? Rating events, private entities, and firm-specific information flows Jongsub Lee; Andy Naranjo; Guner Velioglu
Momentum in Imperial Russia William N. Goetzmann; Simon Huang
One fundamental and two taxes: When does a Tobin tax reduce financial price volatility? Yongheng Deng; Xin Liu; Shang-Jin Wei

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