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Federal ID: 91-6001537         
ISSN: 0022-1090 (Print) | 1756-6916 (Online)

JFQA

Sharpe Award Winners!

  • June 7, 2018

Congratulations to

Zhi Da, Dayong Huang, and
Hayong Yun 

Winners of the 2017 William F. Sharpe award for Scholarship in Financial Research

For their article

“Industrial Electricity Usage and Stock Returns”

JFQA, February 2017, Volume 52, Number 1, pp. 37–69

  • Decoding Momentum Spillover Effects
  • Mispricing and Risk Compensation in Cryptocurrency Returns
  • Capital Allocation and the Market for Mutual Funds: Inspecting the Mechanism
  • Three Common Factors
  • Is the Value Premium Dead? Forecasting Value-Growth Cycles with the Implied Value Premium

Journal of Financial and Quantitative Analysis
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