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Presenters

Academic Competition Winners

2021 Awards

First Place

William Mullins, University of California - San Diego - “Echo Chambers”

Second Place

Dat Mai, University of Missouri - “Economic Narratives and Market Outcomes: A Semi-Supervised Topic Modeling Approach"

Third Place

Tengjia Shu, University of Iowa - “Identifying Signals of the Cross Section of Stock Returns”

2019 Awards

First Place

Johnathan Loudis University at Notre Dame - “Expectations in the Cross Section: Stock Price Reactions to the Information and Bias in Analyst-Expected Returns”

Second Place

Xi Wu at University of Rochester - “Labor Links and Shock Transmissions”

Third Place

Ai He University at South Carolina - “More Factors are Needed: Evidence from a Simple Test”

2018 Awards

First Place

Mamdouh Medhat at Cass Business School (London) - "Short Term Momentum"

Second Place

Quan Wen at Georgetown University - "Crowdsourced Employer Reviews and Stock Returns"

Third Place

Dacheng Xiu at University of Chicago -"Empirlcal Asset Pricing Via Machine Learning"

2017 Awards

First Place

Kevin Mullaly at University of Alabama - "Prime (Information) Brokerage"

Second Place

Chen Xue at University of Cincinnati - "Replicating Anomalies"

Third Place

Xintong Zhan at Erasmus University of Rotterdam - "How Do Smart Beta ETF's Affect the Asset Management Industry? Evidence from Mutual Fund Flows"

2016 Awards

First Place

Quoc Nguyen at University of Illinois at Chicago - "Lazy Prices"

Second Place

Jongsub Lee at University of Florida - "Related Securities and the Cross-Section of Stock Return Momentum: Evidence From Credit Default Swaps"

Third Place

Linghang Zeng at Georgia Tech - "Does History Repeat Itself? Business Cycle and Industry Returns"

European Finance Association Doctoral Tutorial Winner
Sehoon Kim at Ohio State University - "Cash, Financial Flexibility, and Product Prices: Evidence from a Natural Experiment in the Airline Industry"

2015 Awards

First Place

Joseph Gerakos at Tuck School of Business - "Accruals, Cash Flows and Operating Profitability in the Cross-Section of Stock Returns"

Second Place

Kewei Hou at Ohio State University - "A Comparison of New Factor Models"

Third Place

Denys Glushkov at University of Pennsylvania - "How Smart are Smart Beta ETF's? Analysis of Relative Performance and Factor Timing"

European Finance Association Doctoral Tutorial Winner
Elisabeth Kempf at Tilburg University - "The Job Rating Game: The Effects of Revolving Doors on Analyst Incentives"

2014 Awards

First Place

Li An at Tsinghua University - "Asset Pricing When Traders Sell Extreme Winners and Losers"

Second Place

Jiasun Li at UCLA - "Slow Price Adjustment to Public News in After-hours Trading"

Third Place

Huijun Wang at University of Delaware - "Prospect Theory and the Risk = Return Trade Off"

European Finance Association Doctoral Tutorial Winner

Vincent Bogousslavsky, EPFL, Swiss Finance Institute - Infrequent Rebalancing and Short-term Return Predictability

2013 Awards

First Place

Qingzhong Ma at Cornell University - "Momentum and Insider Trading"

Second Place

Andrea Yinjia Lu at Northwestern University - "Slow Diffusion of Information and Price Momentum in Stocks: Evidence from Options Markets"

Third Place

Jerimiah Green at Penn State - "The Remarkable Multidimensionality in the Cross-Section of Expected U.S. Stock Returns"

2012 Awards

First Place

Jianfeng Yu at University of Minnesota - "Investor Sentiment and Economic Forces"

Second Place

Joseph Gerakos at University of Chicago - "Decomposing Value"

Third Place

Jake Thornock at University of Washington - "The Informativeness of Stale Financial Disclosures"

2011 Awards

First Place

Nitish Ranjan Sinha at University of Illinois at Chicago - "Under Reaction to News in the U.S. Stock Market"

Tied for Second Place

Buhui Qui at Erasmus University - "Options-Implied Variance and Future Stock Returns"

Sandhya Vallapuzha at Georgia State University - "Agency Problems in Target-Date Funds"

2010 Awards

First Place

Lukasz Pomorski at University of Toronto - "Decoding Inside Information"

Second Place

Ankur Pareek at Rutgers University - "Institutional Investors' Investment Durations and Stock Return Anomalies: Momentum, Reversal, Accruals, Share Issuance and R&D Increases"

Third Place

Yuehua Tang at Georgia State University - "Do Institutional Investors Have an Ace Up Their Sleeves? Evidence from Confidential Filings of Portfolio Holdings"

2009 Awards

First Place

Zhi Da at Notre Dame - "In Search of Attention"

Second Place

Jeffrey Ng at MIT - "Market Pricing of Banks' Fair Value Assets Reported under SFAS 157 During the 2008 Financial Crisis"

Third Place

Hao Zhou at Federal Reserve Board - "Variance Risk Premia Asset Predictability Puzzles"

2008 Awards

First Place

Itzhak Ben-David at Fisher College of Business at Ohio State University - "Manipulation of Collateral Values by Borrowers and Intermediaries"

Second Place

Usman Ali at Yale University - "Analysts' Use of Public Information and Profitability of their Recommendation Revisions"

Third Place

Buhui Qiu at University of Cincinnati - "The Return Predictive Power of Institutional Ownership"

2007 Awards

First Place

David McLean at University of Alberta - "Costly Arbitrage and Idiosyncratic Risk: Evidence from Short Sellers"

Second Place

Wei Jiang at Columbia Business School - "Hedge Fund activism, Corporate Governance, and Firm Performance"

Third Place

Sonya Lim at Depaul University - "Driven to Distraction: Extraneous News and Underreaction to Earnings News"

2006 Awards

First Place

Lauren Cohen at Yale University - "Economic Links and Predictable Returns"

Second Place

Feng Li at University of Michigan - "Do Stock Market Investors Understand the Risk Sentiment of Corporate Annual Reports"

Third Place

Steven Heston at University of Maryland - "Seasonality in the Cross-Section of Stock Returns"

2005 Awards

First Place

Weili Ge at University of Michigan - "Off-Balance-Sheet Activities Earnings Persistence and Stock Prices: Evidence From Operation Leases"

Second Place

Gergana Jostova at George Washington University - "Momentum and Credit Rating"

Third Place

Karl Diether at Ohio State University - "Supply and Demand Shifts in the Shorting Markets"

2004 Awards

First Place

Andrea Frazzini at Yale University - "The Disposition Effect and Under-reaction to News"

Second Place

Zoran Ivkovich at University of Illinois - "Portfolio Concentration and Performance of Individual Investors"

Third Place

Cheol Eun at Georgia Tech University - "International Diversification with Large- and Small-Cap Stocks"

2003 Awards

First Place

Allen Poteshman at University of Illinois - "The Information in Option Volume for Future Stock Prices"

Second Place

Malcolm Baker at Harvard Business School - "Investor Sentiment and the Cross-Section of Stock Returns"

Third Place

Doron Avramov - at University of Maryland - "Stock Returns are Predictable: A Firm Level Analysis"

2002 Awards

First Place

Christo Pirinsky at Texas A&M University - "Time-Series Versus Cross-Sectional Momentum: What's the Difference?"

Second Place

David Ng at Cornell University - "Corruption and International Valuation: Does Virtue Pay?"

Third Place

Xi Li at University of Miami - "Will Past Leaders Still Lead? Performance Persistence of Financial Analysts"

2000 Awards

First Place

Sundaresh Ramnath at Rice University - "Under-reaction to Self-Selected News Events: The Case of Stock Splits"

Second Place

Charles Jones at Columbia University - "A Century of Stock Market Liquidity and Trading Costs"

Third Place

Hsui-Lang Chen at University of Illinois - Chicago - "On Characteristics Momentum"

1999 Awards

First Place

David Robinson at University of Chicago - "Industry Concentration and Industry Average Returns"

Second Place

Richard Warr at Kansas State University - "The Decline of Inflation and the Bull Market of 1982-1997"

Third Place

Christopher Geczy at University of Pennsylvania - "Is the Abnormal Return Following Equity Issuances Anomalous?"

1998 Awards

First Place

Bhaskran Swaminathan at Cornell University - "PriceMomentum and Trading Volume"

Tied for Second Place

Richard Sloan at University of Michigan - "Using Cash Flow Data for New Insight into Form Earnings Performance"

Douglas Skinner at University of Michigan - "Earnings Surprises, Growth Expectations, and Stock Returns or Don’t Let an Earnings Torpedo Sink Your Portfolio"

1997 Awards

First Place

John Nofsinger at Marquette University - "Herding by Institutional and Individual Investors"

Second Place

Christopher Polk at University of Chicago - "Financial Constraints and Stock Returns"

Third Place

Albert Wang at Columbia University - "Overconfidence, Delegated Fund Management, and Survival"