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

Fama-DFA Prizes for Capital Markets and Asset Pricing

Full Name
Did you publish a paper in the JFE in 2017?
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Did you referee three or more JFE papers in 2017? Yes No



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The unintended consequences of the zero lower bound policy Marco DiMaggio; Marcin Kacperczyk
News implied volatility and disaster concerns Asaf Manela; Alan Moreira
Portfolio concentration and performance of institutional investors worldwide Nicole Choi; Mark Fedenia; Hilla Skiba; Tatyana Sokolyk
The price of variance risk Ian Dew-Becker; Stefano Giglio; Anh Le; Marius Rodriguez
How persistent is private equity performance? Evidence from deal-level data Reiner Braun; Tim Jenkinson; Ingo Stoff
WSJ category kings: The impact of media attention on consumer and mutual fund investment decisions Ron Kaniel; Robert Parham
The effect of asymmetric information on product market outcomes Matthew T. Billett; Jon Garfinkel; Miaomiao Yu
Reference-dependent preferences and the risk-return trade-off Huijun Wang; Jinghua Yan; Jianfeng Yu
Information disclosure, firm growth, and the cost of capital Sunil Dutta; Alexander Nezlobin
International Tests of a Five-Factor Asset Pricing Model Eugene F. Fama; Kenneth R. French
Limited disclosure and hidden orders in asset markets Cyril Monnet; Erwan Quintin
Information percolation, momentum and reversal Daniel Andrei; Julien Cujean
Well-connected short-sellers pay lower loan fees: A market-wide analysis Fernando Chague; Alan De Genaro; Rodrigo De-Losso; Bruno Giovannetti
The term structure of returns: Facts and theory Jules van Binsbergen; Ralph S.J. Koijen
High frequency trading and the 2008 short sale ban Jonathan A. Brogaard; Terrance Hendershott; Ryan Riordan
Information shocks and short-term market underreaction George Jiang; Kevin X. Zhu
Who is internationally diversified? Evidence from the 401(k) plans of 296 firms Geert Bekaert; Kenton Hoyem; Wei-Yin Hu; Enrichetta Ravina
Efficiency and stability of a financial architecture with too-interconnected-to-fail institutions Michael Gofman
The term structure of credit spreads, firm fundamentals, and expected stock returns Bing Han; Avanidhar Subrahmanyam; Yi Zhou
Interim fund performance and fundraising in private equity Brad Barber; Ayako Yasuda
Dark pool trading strategies, market quality and welfare Sabrina Buti; Barbara Rindi; Ingrid M. Werner
The value of trading relationships in turbulent times Marco Di Maggio; Amir Kermani; Zhaogang Song
Uncovering expected returns: Information in analyst coverage proxies Charles M. C. Lee; Eric So
Socioeconomic status and learning from financial information Camelia M. Kuhnen; Andrei C. Miu
Variance risk premiums and the forward premium puzzle Juan M. Londono; Hao Zhou
Stock liquidity and default risk Jonathan A. Brogaard; Dan Li; Ying Xia
Shades of darkness: A pecking order of trading venues Albert J. Menkveld; Bart Zhou Yueshen; Haoxiang Zhu
Skill and luck in private equity performance Arthur G. Korteweg; Morten Sorensen
Debt maturity and the liquidity of secondary debt markets Max Bruche; Anatoli Segura
Banking integration and house price comovement Augustin Landier; David Sraer; David Thesmar
Information networks: Evidence from illegal insider trading tips Kenneth R. Ahern
Explaining the negative returns to volatility claims: An equilibrium approach Bjorn Eraker; Yue Wu
The bright side of financial derivatives: Options trading and firm innovation Ivan Blanco; David Wehrheim
What do measures of real-time corporate sales tell us about earnings surprises and post-announcement returns? Kenneth Froot; Namho Kang; Gideon Ozik; Ronnie Sadka
The advantages of using excess returns to model the term structure Adam Golinski; Peter D. Spencer
Endogenous intermediation in over-the-counter markets Ana Babus; Tai-Wei Hu
The impacts of political uncertainty on asset prices: Evidence from the Bo scandal in China Liu, Laura Xiaolei; Shu, Haibing; Wei, K.C. John
Moral hazard in active asset management David C. Brown; Shaun William Davies
Firm characteristics, consumption risk, and firm-level risk exposures Robert Dittmar; Christian Lundblad
Volatility of aggregate volatility and hedge fund returns Vikas Agarwal ; Yakup Eser Arisoy; Narayan Naik
Systemic risk in clearing houses: Evidence from the European repo market Charles Boissel; Francois Derrien; Evren Ors; David Thesmar
The impact of innovation: Evidence from corporate bond exchange traded funds (ETFs) Caitlin Dillon Dannhauser
Informed trading and price discovery before corporate events Shmuel Baruch; Marios Panayides; Kumar Venkataraman
Maximum likelihood estimation of the equity premium Efstathios Avdis; Jessica A. Wachter
Tail risk in hedge funds: A unique view from portfolio holdings Vikas Agarwal; Stefan Ruenzi ; Florian Weigert
Intermediary asset pricing: New evidence from many asset classes Zhiguo He; Bryan T. Kelly; Asaf Manela
The impact of portfolio disclosure on hedge fund performance Zhen Shi
An extrapolative model of house price dynamics Edward L. Glaeser; Charles G. Nathanson
International correlation risk Philippe Mueller; Andreas Stathopoulos; Andrea Vedolin
Precautionary savings, retirement planning and misperceptions of financial literacy Anders Anderson; Forest Baker; David T. Robinson
Early peek advantage? Efficient price discovery with tiered information disclosure Grace Xing Hu; Jun Pan; Jiang Wang
Is economic uncertainty priced in the cross-section of stock returns? Turan G. Bali; Stephen J. Brown; Yi Tang
Opportunism as a firm and managerial trait: Predicting insider trading profits and misconduct Usman Ali; David Hirshleifer
Systemic co-jumps Massimiliano Caporin; A. Kolokolov; Roberto Reno
Investor flows and fragility in corporate bond funds Itay Goldstein; Hao Jiang; David T. Ng
Bank rescues and bailout expectations: The erosion of market discipline during the financial crisis Florian Hett; Alexander Schmidt
Designated market makers still matter: Evidence from two natural experiments Adam Daniel Clark-Joseph; Mao Ye; Chao Zi
Confidence, bond risks, and equity returns Guihai Zhao
Tax uncertainty and retirement savings diversification David C. Brown; Scott Cederburg; Michael S. O'Doherty

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