2019 Roger F. Murray Prize Winners

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

2019 winners:

First place:
Factors That Fit Time Series and Cross-Section of Stock Returns
Presenter: Martin Lettau

Second place:
Betting Against Betting Against Beta
Presenter: Robert Novy-Marx

Third place:
Global Market Inefficiencies
Presenter: Mark Grinblatt