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.
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