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 anomaliesVolume 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?
|
Lubos Pastor and
|
The other January effect
|
Michael J. Cooper,
|