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Fama-DFA Prizes for the Best Papers Published in the Journal of Financial Economics in the Areas of Capital Markets and Asset Pricing, 2020 |
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First Place Winner |
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| Paper | Author(s) |
Shrinking the cross sectionVolume 135, Issue 2, February 2020, Pages 271-292. |
Serhiy Kozak, Stefan Nagel, and Shrihari Santosh |
Second Place Winner |
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Betting against correlation: Testing theories of the low-risk effectVolume 135, Issue 3, March 2020, Pages 629-652. |
Clifford S. Asness, Andrea Frazzini, Niels Joachim Gormsen, and Lasse H. Pedersen |