Best Paper in Asset Pricing

The Best Paper in Asset Pricing Award is presented at SFS Cavalcade North America and SFS Cavalcade Asia-Pacific.

2019 North America, $1000
“Contracting for Financial Execution”
Markus Baldauf, Christoph Frei, and Joshua Mollner

2018 Asia-Pacific, $1000
“Inferring Equity Durations around FOMC Surprises: Estimates and Implications”
Zhanhui Chen

2018 North America, $1000
“What do fund flows reveal about asset pricing models and investor sophistication?”
Narasimhan Jegadeesh and Chandra Sekhar Mangipudi

2017 Asia-Pacific, $1000
Sponsored by WRDS
“Leverage Network and Market Contagion”
Jiangze Bian, Zhi Da, Dong Lou, and Hao Zhou

2017 North America, $1000
“Risk Preferences and The Macro Announcement Premium”
Hengjie Ai and Ravi Bandal

2016 North America, $1000
“Capital Requirements and Asset Prices”
Georgy Chabakauri and Brandon Yueyang Han

2015 North America, $1000
“Asset Management Contracts and Equilibrium Prices”
Andrea M. Buffa, Dimitri Vayanos, and Paul Woolley

2014 North America, $1000
“How Binding are Limits to Arbitrage?”
Alexander Ljungqvist and Wenlan Qian

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