Fama-DFA Prizes for the Best Papers Published in the Journal of Financial Economics
in the Areas of Capital Markets and Asset Pricing, 2019

First Place Winner

Paper Author(s)

Characteristics are covariances: A united model of risk and return

Volume 134, Issue 3, December 2019, Pages 501-524.

Bryan T. Kelly, Seth Pruitt, and Yinan Su

Second Place Winner

Bubbles for Fama

Volume 131, Issue 1, January 2019, Pages 20-43.

Robin Greenwood, Andrei Shleifer, and Yang You

 

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