Australian Securities Exchange
Awarded for the best paper presented on Derivatives/Quantitative Finance
Textual Opinion in Analyst Reports
- Kotaro Miwa, Tokio Marine Asset Management
BlackRock Prize
$10,000 awarded for the best paper presented on Capital Markets/Funds Management/Mutual Funds
Empirical Asset Pricing via Machine Learning
- Shihao Gu, University of Chicago
- Bryan Kelly, Yale University
- Dacheng Xiu, University of Chicago
Bureau van Dijk
Awarded for the best paper presented on Banking
Bank Network and International Trade
- Yue Fang, University of Michigan
Bureau van Dijk
Awarded for the best paper presented on Corporate Finance
Toxic Emissions and Executive Migration
- Ross Levine, University of California Berkeley
- Chen Lin, The University of Hong Kong
- Zigan Wang, The University of Hong Kong
SIRCA Prize
Awarded for the best paper presented using data generated by SIRCA
Asymmetric Relationship between Order Imbalance and Realised Volatility: Evidence from the Australian Market
- Banita Bissoondoyal-Bheenick, Monash University
- Robert Brooks, Monash University
- Hung Xuan Do, Massey University