其他
金融Top刊JOF近20万大奖, 有哪些论文获得了?
凡是搞计量经济的,都关注这个号了
邮箱:econometrics666@126.com
之前,咱们圈子引荐了一些数据库,比如以下:
1. Dimensional Fund Advisor Prizes
The Dimensional Fund Advisor Prizes are generously funded by Dimensional Fund. The Dimensional Fund Advisor Prize for the best paper in The Journal of Finance is $25,000 and the two prizes for distinguished papers are $10,000 each. The Journal of Finance and the American Finance Association are grateful to Dimensional Fund for supporting these prizes.
Administration of the Brattle Group Prize is the responsibility of the Editor of The Journal of Finance and is carried out in conjunction with the selection of the Amundi Smith Breeden Prizes. Associate Editors vote for the best three corporate finance papers (for the Brattle Group Prizes) and the best three other papers (for the Amundi Smith Breeden Prizes). The papers receiving the most votes in their categories receive the prizes; however, a paper may not win in both categories. If a paper should be selected in both the Brattle and Amundi Smith Breeden categories, the editor can call for a second round of voting in which papers are allocated by him or her to one category.
First Prize to Wenxin Du, Alexander Tepper, and Adrien Verdelhan for Deviations from Covered Interest Rate Parityin the June issue. Distinguished Paper to Itamar Drechsler, Alexi Savov, and Philipp Schnabl for A Model of Monetary Policy and Risk Premia in the February 2018 issue. Distinguished Paper to Petri Jylha for Margin Requirements and the Security Market Line in the June issue.
First Prize to Darrell Duffie, Piotr Dworczak, and Haoxiang Zhu for Benchmarks in Search Markets in the October issue. Distinguished Paper to Jaroslav Borovička, Lars Peter Hansen, and José A. Scheinkman for Misspecified Recoveryin the December 2016 issue. Distinguished Paper to Stephen Foerster, Juhani T. Linnainmaa, Brian T. Melzer, and Alessandro Previtero for Retail Financial Advice: Does One Size Fit All? in the August issue.
First Prize to R. David McLean and Jeffrey Pontiff for Does Academic Research Destroy Stock Return Predictability? in the February issue. Distinguished Paper to Peter Koudijs for The Boats That Did Not Sail: Asset Price Volatility in a Natural Experimentin the June issue. Distinguished Paper to Pavel Savor and Mungo Wilson for Earnings Announcements and Systematic Risk in the February issue.
First Prize to David O. Lucca and Emanuel Moench for The Pre-FOMC Announcement Drift in the February issue. Distinguished Paper to Tobias Adrian, Erkko Etula, and Tyler Muir for Financial Intermediaries and the Cross-Section of Asset Returns in the December 2014 issue. Distinguished Paper to Pierre Collin-Dufresne and Vyacheslav Fos for Do Prices Reveal the Presence of Informed Trading? in the August issue.
First Prize to Leonid Kogan and Dimitris Papanikolaou for Growth Opportunities, Technology Shocks, and Asset Prices in the April issue. Distinguished Paper to Ralph S.J. Koijen for The Cross-Section of Managerial Ability, Incentives, and Risk Preferences in the June issue. Distinguished Paper to Matthias Fleckenstein, Francis A. Longstaff, and Hanno Lustig for The TIPS-Treasury Bond Puzzle in the October issue.
First Prize to Andrea L. Eisfeldt and Dimitris Papanikolaou for Organization Capital and the Cross-Section of Expected Returns in the August issue. Distinguished Paper to Itamar Drechsler for Uncertainty, Time-Varying Fear, and Asset Prices in the October issue. Distinguished Paper to Pierre Collin-Dufresne, Robert S. Goldstein and Fan Yang for On the Relative Pricing of Long-Maturity Index Options and Collateralized Debt Obligations in the December 2012 issue.
First Prize to Zhiguo He and Wei Xiong for Rollover Risk and Credit Risk in the April issue. First Prize to Nicolae Gârleanu, Stavros Panageas, and Jianfeng Yu for Technological Growth and Asset Pricing in the August issue. Distinguished Paper to Ľuboš Pástor and Pietro Veronesi for Uncertainty about Government Policy and Stock Prices in the August issue.
First Prize to Robert Novy-Marx and Joshua Rauh for Public Pension Promises: How Big Are They and What Are They Worth? in the August issue. Distinguished Paper to Alexi Savov for Asset Pricing with Garbage in the February issue. Distinguished Paper to Hui Chen for Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure in the December issue.
First Prize to Joao F. Gomes and Lukas Schmid for Levered Returns in the April issue. Distinguished Paper to Joel Peress for Product Market Competition, Insider Trading, and Stock Market Efficiency in the February issue. Distinguished Paper to Lauren Cohen, Andrea Frazinni, and Christopher Malloy for Sell-Side School Ties in the August issue. Distinguished Paper to Richard C. Green, Dan Li, and Norman Schürhoff for Price Discovery in Illiquid Markets: Do Financial Asset Prices Rise Faster Than They Fall? in the October issue.
First Prize to Péter Kondor for Risk in Dynamic Arbitrage: The Price Effects of Convergence Trading in the April issue. Distinguished Paper to Luigi Guiso, Paola Sapienza, and Luigi Zingales for Trusting the Stock Market in the December 2008 issue. Distinguished Paper to Lily Fang and Joel Peress for Media Coverage and the Cross-section of Stock Returns in the October issue.
First Prize to Ricardo J. Caballero and Arvind Krishnamurthy for Collective Risk Management in a Flight to Quality Episode in the October issue. Distinguished Paper to Lauren Cohen and Andrea Frazzini for Economic Links and Predictable Returns in the August issue. Distinguished Paper to Rui Albuquerque and Neng Wang for Agency Conflicts, Investment, and Asset Pricing in the February issue.
First Prize to Paul C. Tetlock for Giving Content to Investor Sentiment: The Role of Media in the Stock Market in the June issue. Distinguished Paper to Lauren Cohen, Karl B. Diether, and Christopher J. Malloy for Supply and Demand Shifts in the Shorting Market in the October issue. Distinguished Paper to Andrew W. Lo and Jiang Wang for Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model in the December 2006 issue.
First Prize to Leonid Kogan, Stephen A. Ross, Jiang Wang, and Mark M. Westerfield for The Price Impact and Survival of Irrational Traders in the February issue. Distinguished Paper to Mark Loewenstein and Gregory A. Willard for The Limits of Investor Behavior in the February issue. Distinguished Paper to Gur Huberman and Wei Jiang for Offering versus Choice in 401(k) Plans: Equity Exposure and Number of Funds in the April issue.
First Prize to Joshua D. Coval and Tyler Shumway for Do Behavioral Biases Affect Prices? in the February issue. First Prize to Lu Zhang for The Value Premium in the February issue. Distinguished Paper to Murray Carlson, Adlai Fisher, and Ron Giammarino for Corporate Investment and Asset Price Dynamics: Implications for the Cross-Section of Returns in the December 2004 issue.
First Prize to Markus K. Brunnermeier and Stefan Nagel for Hedge Funds and the Technology Bubble in the October issue. Distinguished Paper to Andrea L. Eisfeldt for Endogenous Liquidity in Asset Markets in the February issue. Distinguished Paper to Ravi Bansal and Amir Yaron for Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles in the August issue.
First Prize to Luboš Pástor and Pietro Veronesi for Stock Valuation and Learning about Profitability in the October issue. Distinguished Paper to Eli Ofek and Matthew Richardson for DotCom Mania: The Rise and Fall of Internet Stock Prices in the June issue. Distinguished Paper to Maureen O’Hara for Presidential Address: Liquidity and Price Discovery in the August issue.
First Prize to Mark Mitchell, Todd Pulvino and Erik Stafford for Limited Arbitrage in Equity Markets in the April issue. Distinguished Paper to Timothy C. Johnson for Rational Momentum Effects in the April issue. Distinguished Paper to David Easley, Soeren Hvidkjaer and Maureen O’Hara for Is Information Risk a Determinant of Asset Returns? in the October issue.
First Prize to John Y. Campbell, Martin Lettau, Burton G. Malkiel and Yexiao Xu for Have Individual Stocks Become More Volatile: An Empirical Exploration of Idiosyncratic Risk in the February issue. Distinguished Paper to Mark Grinblatt and Matti Keloharju for What Makes Investors Trade? in the April issue. Distinguished Paper to Bengt Holmström and Jean Tirole for LAPM: A Liquidity-Based Asset Pricing Model in the October issue.
First Prize to Joshua D. Coval and Tobias J. Moskowitz for Home Bias at Home: Local Equity Preference in Domestic Portfolios in the December 1999 issue. Distinguished Paper to Qiang Dai and Kenneth J. Singelton for Specification Analysis of Affine Term Structure Models in the October issue. Distinguished Paper to Katrina Ellis, Roni Michaely and Maureen O’Hara for When the Underwriter is the Market Maker: An Examination of Trading in the IPO Aftermarket in the June issue.
First Prize to Kent Daniel, David Hirshleifer, and Avanidhar Subrahmanyam for Investor Psychology and Security Market Under – and Overreaction in the December issue. Distinguished Paper to Jonathan B. Berk, Richard C. Green, and Vasant Naik for Optimal Investment, Growth Options, and Security Returns in the October issue. Distinguished Paper to Philippe Jorion and William N. Goetzmann for Global Stock Markets in the Twentieth Century in the June issue.
First Prize to Gregor Andrade and Steven N. Kaplan for How Costly is Financial (not Economic) Distress? Evidence from Highly Leveraged Transactions that Became Distressed in the October issue. Distinguished Paper to Todd C. Pulvino for Do Asset Fire-Sales Exist? An Empirical Investigation of Commercial Aircraft Transactions in the June issue. Distinguished Paper to Alon Brav and Paul A.Gompers for Myth or Reality? The Long-Run Underperformance of Initial Public Offerings: Evidence from Venture and Nonventure Capital-Backed Companies in the December issue.
First Prize to Kent Daniel and Sheridan Titman for Evidence on the Characteristics of the Cross Sectional Variation in Stock Returns in the March issue. Distinguished Paper to Owen Lamont forCash Flow and Investment: Evidence from Internal Capital Markets in the March issue. Distinguished Paper to Darrell Duffie and Kenneth J. Singleton for An Econometric Model of the Term Structure of Interest-Rate Swap Yields in the September issue.
First Prize (tie) to Shmuel Kandel and Robert F. Stambaugh for On the Predictability of Stock Returns: An Asset-Allocation Perspective in the June issue. First Prize (tie) to Peter Tufano for Who Manages Risk? An Empirical Examination of Risk Management Practices in the Gold Mining Industry in the September issue. Distinguished Paper to Keith C. Brown, W.V. Harlow, and Laura Starks for Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry in the March issue.
First Prize to William G. Christie and Paul Schultz for Why Do NASDAQ Market Makers Avoid Odd-Eighth Quotes? in the December issue. Distinguished Paper to Josef Lakonishok, Andrei Shleifer, and Robert W. Vishny for Contrarian Investment, Extrapolation, and Risk in the December issue. Distinguished Paper to Judith A. Chevalier for Do LBO Supermarkets Charge more? An Empirical Analysis of the Effects of LBOs on Supermarket Pricing in the September issue.
First Prize to Mitchell A. Petersen and Raghuram G. Rajan for The Benefits of Lending Relationships: Evidence from Small Business Data in the March issue. Distinguished Paper to Lawrence R. Glosten forIs the Electronic Open Limit Order Book Inevitable? in the September issue. Distinguished Paper to William L. Megginson, Robert C. Nash, and Matthias van Randenborgh for The Financial and Operating Performance of Newly Privatized Firms: An International Empirical Analysis in the June issue.
First Prize to Lisa K. Meulbroek for An Empirical Analysis of Illegal Insider Trading in the December issue. Distinguished Paper to John Y. Campbell and John Ammer for What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns in the March issue. Distinguished Paper to Lucy F. Ackert and Brian F. Smith forStock Price Volatility, Ordinary Dividends, and Other Cash Flows to Shareholders in the September issue.
First Prize to Eugene F. Fama and Kenneth R. French for The Cross-Section of Expected Stock Returns in the June issue. Distinguished Paper to Laurie Simon Bagwell for Dutch Auction Repurchases: An Analysis of Shareholder Heterogeneity in the March issue. Distinguished Paper to Raghuram G. Rajan for Insiders and Outsiders: The Choice Between Informed and Arm’s Length Debt in the September issue. Distinguished Paper to Ivo Welch for Sequential Sales, Learning, and Cascades in the June issue.
First Prize to Jay R. Ritter for The Long-Run Performance of Initial Public Offerings in the March issue. Distinguished Paper to Robert Gertner and David Scharfstein for A Theory of Workouts and the Effects of Reorganization Law in the September issue. Distinguished Paper to Campbell R. Harvey for The World Price of Covariance Risk in the March issue.
First Prize to David A. Hsieh and Merton H. Miller for Margin Regulation and Stock Market Volatility in the March issue. Distinguished Paper to Milton Harris and Artur Raviv for Capital Structure and the Informational Role of Debt in the June issue. Distinguished Paper to Deborah J. Lucas and Robert L. McDonald for Equity Issues and Stock Price Dynamics in the September issue. Distinguished Paper to G. William Schwert for Why Does Stock Market Volatility Change Over Time? in the December 1989 issue.
First Prize to Paul Asquith, David W. Mullins, Jr., and Eric D. Wolff for Original Issue High yield Bonds: Aging Analyses of Defaults, Exchanges, and Calls in the September issue. Distinguished Paper to Michael J. Fishman for Preemptive Bidding and the Role of the Medium of Exchange in Acquisitions in the March issue. Distinguished Paper to Marshall E. Blume, A. Craig MacKinlay, and Bruce Terker for Order Imbalances and Stock Price Movements on October 19 and 20, 1987 in the September issue.
Brattle Group Prize Winners since 1999:
First Prize to Anthony A. DeFusco for Homeowner Borrowing and Housing Collateral: New Evidence from Expiring Price Controls in the April issue. Distinguished Paper to Nicolae Garleanu and Lasse Heje Pedersen for Efficiently Inefficient Markets for Assets and Asset Management in the August issue. Distinguished Paper to James Dow and Jungsuk Han for The Paradox of Financial Fire Sales: The Role of Arbitrage Capital in Determining Liquidity in the February issue.
First Prize to Emily Breza and Andres Liberman for Financial Contracting and Organizational Form: Evidence from the Regulation of Trade Credit in the February issue. Distinguished Paper to Brian T. Melzer for Mortgage Debt Overhang: Reduced Investment by Homeowners at Risk of Default in the April issue. Distinguished Paper to Martin C. Schmalz, David A. Sraer, and David Thesmar for Housing Collateral and Entrepreneurship in the February issue.
First Prize to Johannes Stroebel for Asymmetric Information about Collateral Values in the June issue. Distinguished Paper to Jean-Noel Barrot for Trade Credit and Industry Dynamics: Evidence from Trucking Firms in the October issue. Distinguished Paper to Brendan Daley and Brett Green for An Information-Based Theory of Time-Varying Liquidityin the April issue.
First Prize to Shai Bernstein for Does Going Public Affect Innovation? in the August issue. Distinguished Paper to Ulf Axelson and Philip Bond for Wall Street Occupations in the October issue. Distinguished Paper to Robin Greenwood, Samuel G. Hanson, and Jeremy C. Stein for A Comparative-Advantage Approach to Government Debt Maturity in the August issue.
First Prize to Douglas W. Diamond and Zhiguo He for A Theory of Debt Maturity: The Long and Short of Debt Overhang in the April issue. Distinguished Paper to Ulf Axelson, Tim Jenkinson, Per Strömberg, and Michael S. Weisbach for Borrow Cheap, Buy High? The Determinants of Leverage and Pricing in Buyouts in the December 2013 issue. Distinguished Paper to Ricardo J. Caballero and Alp Simsek for Fire Sales in a Model of Complexity in the December 2013 issue.
First Prize to Francisco Pérez-González and Hayong Yun for Risk Management and Firm Value: Evidence from Weather Derivatives in the October issue. Distinguished Paper to Maxim Mironov for Taxes, Theft, and Firm Performance in the August issue. Distinguished Paper to Markus K. Brunnermeier and Martin Oehmke for The Maturity Rat Race in the April issue.
First Prize to Marianne Bertrand and Adair Morse for Information Disclosure, Cognitive Biases, and Payday Borrowing in the December issue. First Prize to Philipp Schnabl for The International Transmission of Bank Liquidity Shocks: Evidence from an Emerging Market in the June issue. Distinguished Paper to Vicente Cuñat, Mireia Gine, and Maria Guadalupe for The Vote Is Cast: The Effect of Corporate Governance on Shareholder Value in the October issue.
First Prize to Efraim Benmelech and Nittai K. Bergman for Bankruptcy and Collateral Channel in the April issue. Distinguished Paper to Arthur Korteweg for The Net Benefits to Leverage in the December issue. Distinguished Paper to Andrew Hertzberg, José Mariá Liberti and Daniel Paravisini for Public Information and Coordination: Evidence from a Credit Registry Expansion in the April issue.
First Prize to Andrew Hertzberg, José M. Liberti, and Daniel Paravisini for Information and Incentives Inside the Firm: Evidence from Loan Officer Rotation in the June issue. Distinguished Paper to Thorsten Beck, Ross Levine, and Alexey Levkov for Big Bad Banks? The Winners and Losers from Bank Deregulation in the United States in the October issue. Distinguished Paper to José M. Liberti and Atif R. Mian for Collateral Spread and Financial Development in the February issue.
First Prize to Ulf Axelson, Per Strömberg, and Michael S. Weisbach for Why Are Buyouts Levered? The Financial Structure of Private Equity Funds in the August issue. Distinguished Paper to Paul Oyer for The Making of an Investment Banker: Stock Market Shocks, Career Choice, and Lifetime Income in the December 2008 issue. Distinguished Paper to Mark T. Leary for Bank Loan Supply, Lender Choice, and Corporate Capital Structure in the June issue.
First Prize to Heitor Almeida and Thomas Philippon for The Risk-Adjusted Cost of Financial Distress in the December 2007 issue. Distinguished Paper to Michael L. Lemmon, Michael R. Roberts, and Jaime F. Zender for Back to the Beginning: Persistence and the Cross-Section of Corporate Capital Structure in the August issue. Distinguished Paper to Daniel Paravisini forLocal Bank Financial Constraints and Firm Access to External Finance in the October issue.
First Prize to Ilya A. Strebulaev for Do Tests of Capital Structure Theory Mean What They Say? in the August issue. Distinguished Paper to Christopher A. Hennessy and Toni M. Whited for How Costly Is External Financing? Evidence from a Structural Estimation in the August issue. Distinguished Paper to Amir Sufi for Information Asymmetry and Financing Arrangements: Evidence from Syndicated Loans in the April issue.
First Prize to Joshua D. Rauh for Investment and Financing Constraints: Evidence from the Funding of Corporate Pension Plans in the February issue. Distinguished Paper to Mark T. Leary and Michael R. Roberts for Do Firms Rebalance Their Capital Structures? in the December 2005 issue. Distinguished Paper to Aydogan Alti for How Persistent Is the Impact of Market Timing on Capital Structure? in the August issue.
First Prize to Christopher A. Hennessy and Toni M. Whited for Debt Dynamics in the June issue. Distinguished Paper to Marianne P. Bitler, Tobias J. Moskowitz, and Annette Vissing-Jørgensen for Testing Agency Theory with Entrepreneur Effort and Wealth in the April issue.
First Prize to Belen Villalonga for Diversification Discount or Premium? New Evidence from the Business Information Tracking Series in the April issue. Distinguished Paper to Christopher A. Hennessy for Tobin’s Q, Debt Overhang, and Investment in the August issue.
First Prize to Antoinette Schoar for Effects of Corporate Diversification on Productivity in the December 2002 issue. Distinguished Paper to Aydogan Alti for How Sensitive is Investment to Cash Flow When Financing is Frictionless?in the April issue.
First Prize to Malcolm Baker and Jeffrey Wurgler for Market Timing and Capital Structure in the February issue. Distinguished Paper to Anil K. Kashyap, Raghuram Rajan and Jeremy C. Stein forBanks as Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit-Taking in the February issue.
First Prize to Per Strömberg for Conflicts of Interest and Market Illiquidity in Bankruptcy Auctions: Theory and Tests in the December 2000 issue. Distinguished Paper to Douglas Diamond Raghuram Rajan for A Theory of Bank Capital in the December 2000 issue.
First Prize to John R. Graham for How Big Are the Tax Benefits of Debt? in the October issue. Distinguished Paper to Raghuram Rajan, Henri Servaes and Luigi Zingales for The Cost of Diversity: The Diversification Discount and Inefficient Investment in the February issue.
First Prize to Clifford G. Holderness, Randall S.Kroszner, and Dennis P.Sheehan for Were the Good Old Days That Good? Changes in Managerial Stock Ownership Since the Great Depression in the April issue. Distinguished Paper to Rafael La Porta, Florencio Lopez-de-Silanes, and Andrei Shleifer for Corporate Ownership Around the World in the April issue.
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7.这40个微观数据库够你博士毕业了, 反正凭着这些库成了教授
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下面这些短链接文章属于合集,可以收藏起来阅读,不然以后都找不到了。
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