2015 Roger F. Murray Prize Winners

The Institute for Quantitative Research in Finance (The Q Group) is pleased to announce the 2015 winners of its annual Roger F. Murray Prizes, awarded to individuals who present outstanding research at the Q Group’s semi-annual seminars.

The 2015 winners are:


Forced Liquidations, Fire Sales and the Cost of Illiquidity
Presenter: Andrew B. Weisman, Janus Liquid Alternative Investments
Co-Author: Richard R. Lindsey, Janus Liquid Alternative Investments
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Purchasing Power Parities with Online Data
Author: Alberto Cavallo, Cecil & Ida Green Associate Professor of Applied Economics, MIT Sloan School of Management, Faculty Research Fellow, NBER
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Systemic Risk and the Macroeconomy
Presenter: Bryan T. Kelly, Associate Professor of Finance and Richard N. Rosett Faculty Fellow, Booth School of Business, University of Chicago
Co-Authors: Stefano Giglio, University of Chicago Booth School of Business; Seth Pruitt, Arizona State University, W.P. Carey School of Business
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