Fama-DFA Prizes for the Best Papers Published in the Journal of Financial Economics
in the Areas of Capital Markets and Asset Pricing, 2016

First Place Winner

Paper Author(s)

Systemic risk and the macroeconomy: An empirical evaluation

Volume 119, Issue 3, March 2016, Pages 457-471

Stefano Giglio, Bryan T. Kelly, and Seth Pruitt

Second Place Winner

Momentum crashes

Volume 122, Issue 2, November 2016, Pages 221-247

Kent D. Daniel and Tobias J. Moskowitz


Journal of Financial Economics

Simon Business School
University of Rochester
Rochester, New York 14627
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