Midwest Finance Association

2002 Outstanding Paper Award Recipients

 

2002 Outstanding Paper in Investments

Sponsored by:

American Association of Individual Investors (AAII)

Awarded to:

 

James Bennett, University of Massachusetts at Boston

Francis Kerins, Jr., Washington State University-Vancouver

 

Paper Title:

“Spreads and Depths on ETFs”

2002 Outstanding Paper in Investments (practitioner focus)

Sponsored by:

Investment Analysts Society of Chicago

Awarded to:

 

Gergana Jostova, Boston College


Paper Title:

 

 “Predictability in Emerging Sovereign Debt Markets”

2002 Outstanding Paper in Financial Institutions and Regulation

Sponsored by:

New York Stock Exchange (NYSE)


Awarded to:

Camelia Kuhnen – Standford University

 


Paper Title:

Social Networks, Corporate Governance and Contracting in the Mutual Fund Industry

 

2002 Outstanding Paper in Financial Markets and Microstructure

Sponsored by:

The Center for Research in Security Prices (CRSP)


Awarded to:

Frank McGroarty – University of Southampton

Owain ap Gwilym – University of Wales, Aberyswyth

Steve Thomas – University of Southampton

Paper Title:

The Components of Electronic Order-Driven Spot FX Bid-Ask Spreads

Pre- and Post-EMU

2002 Outstanding Paper in International Finance

Sponsored by:

Wharton Research Data Services (WRDS)


Awarded to:

Charles Trzcinka – Indiana University

Andrey Ukhov – Indiana University 


Paper Title:

Financial Globalization and Risk Sharing: Welfare Effects and the Optimality of Open Markets

 

2002 Outstanding Paper in Corporate Finance

Awarded to:

H. Young Baek, Nova Southeastern University

Jose A. Pagan, University of Texas-Pan American

 


Paper Title:

 “Equity-based Compensation, CEO Ownership,

and Corporate Performance:

A Quantile Regression Approach”

 

 

       

          

2002 Outstanding Paper in Derivatives and Risk Management

Awarded to:

Rudiger Fahlenbrach, University of Pennsylvania

Gunther Strobl, University of Pennsylvania


Paper Title:

“Is the Volatility Constrained to Smile?  An Empirical Investigation of Option Pricing

Models Under Portfolio Constraints”

 

 

          

2002 Outstanding Paper in Financial Markets and Institutions

Awarded to:

Dirk Schiereck, Witten-Heidecke University

Patrick Beitel, Witten-Heidecke University


Paper Title:

“Value Creation at the Ongoing Consolidation of

the European Banking Market”

 

 

 

2002 Outstanding Paper in International Finance

Awarded to:

Paolo Pasquariello, New York University

 


Paper Title:

 “Central Bank Intervention and the Intraday Process of Price Formation

in the Currency Markets”