Christian Wagner, associate member of the FRIC Center, has won a Journal of Finance Dimensional Fund Advisors Prize 2019 for the paper What Is the Expected Return on a Stock? which he co-authored with Ian W. R. Martin. This is the second year in a row that a FRIC member receives a distinguished paper prize at the AFA Conference.
The seventh FRIC conference will take place at CBS on August 15-16, 2019 and this year's conference will focus on illiquidity, volatility and irrationality in financial markets - sign up before August 6 to participate in this exciting event
The winners of the AQR Top Finance Graduate Award at CBS 2019 came to present their research on Monday June 17, 2019 at the Royal Danish Academy of Sciences and Letters - see pictures from the event here
One of the two Fama-DFA prizes at the Journal of Financial Economics has been awarded to the article ‘Carry’ by Lasse Heje Pedersen, professor at the FRIC Center for Financial Friction at CBS, and his co-authors
Assistant professor at the Department of Finance and FRIC center member Paul Whelan receives DKK 1.67 mill. grant from The Danish Council for Independent Research to study the Foreign Exchange Dynamics Around the Clock