Prix William F. Sharpe
Le prix William F. Sharpe de bourses d'études en recherche financière est un prix créé en 1999 décerné chaque année à l'auteur de l'article de recherche publié dans le Journal of Financial and Quantitative Analysis (en) (JFQA) qui a apporté la contribution la plus importante à l'économie financière.
Les candidats au prix William F. Sharpe sont élus par les lecteurs de la JFQA (en) et les éditeurs associés de la revue, qui choisissent ensuite un lauréat parmi les nominés.
Le prix est dédié à William F. Sharpe, économiste financier à l'université Stanford et lauréat du prix Nobel 1990 des sciences économiques.
Lauréats
| Article | Auteur(s) | Année | Numéro |
|---|---|---|---|
| "A Trading Volume Benchmark: Theory and Evidence" | Paula A. Tkac | 1999[1] | |
| "Behavorial Portfolio Theory" | Hersh Shefrin, Meir Statman | 2000 (split) | |
| "The Long-Run Performance of Global Equity Offerings" | Stephen R. Foerster, G. Andrew Karolyi | 2000 (split) | |
| "Long-Run Performance and Insider Trading in Completed and Canceled Seasoned Equity Offerings" | Jonathan Clarke, Craig Dunbar, Kathleen M. Kahle | 2001 | |
| "The Determinants of the Flow of Funds of Managed Portfolios: Mutual Funds vs. Pension Funds" | Diane Del Guercio, Paula A. Tkac | 2002 | |
| "Corporate Governance and the Home Bias" | Magnus Dahlquist, Lee Pinkowitz, René M. Stulz (en), Rohan Williamson | 2003 | |
| "Abnormal Returns from the Common Stock Investments of the U.S. Senate" | Alan J. Ziobrowski, Ping Cheng, James W. Boyd, Brigitte J. Ziobrowski | 2004 | |
| "Determinants of Board Size and Composition: A Theory of Corporate Boards" | Charu G. Raheja | 2005 | |
| "Top Management Incentives and the Pricing of Corporate Public Debt" | Hernan Ortiz-Molina | 2006 | |
| "Characterizing World Market Integration through Time" | Francesca Carrieri, Vihang Errunza, Ked Hogan | 2007 | |
| "The Cost to Firms of Cooking Books" | Jonathan Karpoff, D. Scott Lee, Gerald S. Martin | 2008 | |
| "Testing Theories of Capital Structure and Estimating the Speed of Adjustment" | Rongbing Huang, Jay R. Ritter | 2009 | |
| "Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements" | Malcolm Baker, Lubomir Litov, Jessica A. Wachter, Jeffrey Wurgler | 2010 | |
| "Shareholders' Say on Pay: Does It Create Value?" | Jie Cai, Ralph A. Walkling | 2011 | |
| "Aggregate Idiosyncratic Volatility" | Geert Bekaert, Robert J. Hodrick, Xiaoyan Zhang | 2012 | |
| "Where Have All the IPOs Gone?" | Xiaohui Gao, Jay R. Ritter, Zhongyan Zhu | 2013 | |
| “How Does the Market Value Toxic Assets?” | Francis A. Longstaff, Brett W. Myers | 2014 | |
| “Taxes and Capital Structure” | Mara Faccio, Jin Xu | 2015 | |
| “Differential Access to Price Information in Financial Markets” | David Easley, Maureen O'Hara, Liyan Yang | 2016 |
Références
- (en) Besides the main prize, honorable mentions were awarded to Stephen Ross' "Adding Risks: Samuelson's Fallacy of Large Numbers Revisited" and William N. Goetzmann and Philippe Jorion's "Re-Emerging Markets" in 1999.
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