词条 | Fama-DFA Prize | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
释义 |
The Fama-DFA Prize is an annual prize given to authors with the best capital markets and asset pricing research papers published in the Journal of Financial Economics. The award is named after Eugene Fama who is a co-founding advisory editor of the journal, a financial economist, a 2013 Nobel laureate in Economics,[1][2][3] a finance professor at the University of Chicago Booth School of Business, and a research director for both the Dimensional Fund Advisors and the Center for Research in Securities Prices.[4] Fama studied efficient markets in the efficient market hypothesis, which arose from his 1960 Ph.D. dissertation, The Behavior of Stock Market Prices.[5] This dissertation led to publications on random walk hypothesis theory. He is said by some as the best known financial economist in the world.[6] In the areas of portfolio theory and asset pricing the Three-factor model he developed with Kenneth French in "The Cross-Section of Expected Stock Returns." in the June 1992 Journal of Finance is sometimes used.[7] The prize is also co-named for the investment advisory firm, Dimensional Fund Advisors. DetailsEach year personal and student subscribers to the Journal of Financial Economics vote for the best paper in each of two categories after the journal's editorial office has enumerated all articles and assigned them to either the corporate finance and organizations area or the capital markets and asset pricing areas. Each subscriber may use one vote for each category. Currently the first prize in each category is $5,000 and the second prize is $2,500. WinnersThe following table is a complete list of past first and second place winners of the Fama-DFA Prize:[8]
Notes1. ^{{cite web|url=http://economics.about.com/cs/nobelwinners/p/fama.htm|accessdate=2007-09-15|title=About.com:Economics - Eugene Fama|publisher=The New York Times Company.|author=Moffatt, Mike}} 2. ^{{cite web|url=http://gregmankiw.blogspot.com/2006/09/predicting-nobel-prize.html|accessdate=2007-09-15|title= Predicting the Nobel Prize|publisher=Greg Mankiw's Blog|author=Greg Mankiw}} 3. ^{{cite web|url=http://www.boston.com/globe/search/stories/nobel/1995/1995h.html|title=ECONOMIC-EXPECTATIONS PIONEER EARNS NOBEL PRIZE|publisher=Globe Newspaper Company|work=The Boston Globe|accessdate=2007-09-15}} 4. ^{{cite web|url=http://jfe.rochester.edu/jfeprize.htm|accessdate=2007-09-11|title=The Journal of Financial Economics Best Paper Prizes|publisher=Journal of Financial Economics|date=2007-06-03}} 5. ^{{cite web|url=http://www.investorhome.com/emh.htm|accessdate=2007-09-15|title=The Efficient Market Hypothesis & The Random Walk Theory|publisher=Investor Home|date=1999-03-03}} 6. ^{{cite web|url=http://enews.tufts.edu/stories/021502Fama.htm|accessdate=2007-09-15|title=Eugene Fama: economist, professor|publisher=Tufts University|date=2001}} 7. ^{{cite web|url=http://www-news.uchicago.edu/releases/07/070416.fama.shtml|accessdate=2007-09-15|publisher=University of Chicago News Office|title=Professor Eugene Fama wins 2007 Fred Arditti Award|date=2007-04-16|author=Friedman, Allan}} 8. ^{{cite web|url=http://jfe.rochester.edu/winners.htm|accessdate=2015-10-27|title=Fama-DFA Prizes for the Best Papers Published in the Journal of Financial Economics in the Areas of Capital Markets and Asset Pricing|publisher=Journal of Financial Economics}} {{Econ-stub}}{{journal-stub}->{{Financial economics awards}} 2 : Economics journals|Economics awards |
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