Fama-DFA Prizes for the Best Papers Published
in the Journal of Financial Economics
in the Areas of Capital Markets and Asset Pricing, 2006

Paper

Author(s)


First Place Winners

The conditional CAPM does not explain asset-pricing anomalies

Volume 82, Issue 2, November 2006, pages 289-314

Jonathan Lewellen and Stefan Nagel


Second Place Winners

Was there a Nasdaq bubble in the last 1990s?

Volume 81, Issue 1, July 2006, pages 61-100

 

Lubos Pastor and
Pietro Veronesi

The other January effect

Volume 82, Issue 2, November 2006, pages 315-341

 

Michael J. Cooper,
John J. McConnell, and

Alexei V. Ovtcinnikov

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Last Updated on 6/3/2007