Federal ID: 91-6001537
ISSN: 0022-1090 (Print) | 1756-6916 (Online)
The 2023 William F. Sharpe Award goes to:
Do Cross-Sectional Predictors Contain Systematic Information?
Joseph Engelberg, University of California
R. David McLean, Georgetown University
Jeffrey Pontiff, Boston College
Matthew C. Ringgenberg, University of Utah
May 2023, Vol. 58, No. 3, pp. 1172-1201
AND
Zeroing In on the Expected Returns of Anomalies
Andrew Y. Chen, Federal Reserve Board Research and Statistics
Mihail Velikov, Pennsylvania State University
May 2023, Volume 58, No. 3, pp. 968-1004