Fama-DFA Prizes for the Best Papers Published in the Journal of Financial Economics
in the Areas of Capital Markets and Asset Pricing, 2020

First Place Winner

Paper Author(s)

Shrinking the cross section

Volume 135, Issue 2, February 2020, Pages 271-292.

Serhiy Kozak, Stefan Nagel, and Shrihari Santosh

Second Place Winner

Betting against correlation: Testing theories of the low-risk effect

Volume 135, Issue 3, March 2020, Pages 629-652.

Clifford S. Asness, Andrea Frazzini, Niels Joachim Gormsen, and Lasse H. Pedersen

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