2021 EUROFIDAI data award: winners

In 2021, four publications were awarded with the EUROFIDAI data award for using Daily and High frequency EUROFIDAI data for an amount of 1500€ each.

Two papers received the award for the best papers using EUROFIDAI Daily data:

Two papers received the award for the best papers using EUROFIDAI BEDOFIH High frequency data:

  • Carole Métais (Université de Strasbourg, LaRGE Research Center) and Tristan Roger (ICN Business School, CEREFIGE, Université de Lorraine) for their paper "Are retail investors less aggressive on small price stocks?" published in the Journal of Financial Markets (Available online 23 October 2021, 100685)
  • Stephanie Ligot (Sorbonne Management School (PRISM Sorbonne and Labex ReFi), University Paris 1 Panthéon Sorbonne); Roland Gillet (Sorbonne Management School (PRISM Sorbonne and Labex ReFi), University Paris 1 Panthéon Sorbonne and Solvay Brussels School of Economics and Management (CEBRIG), Free University of Brussels) and Iryna Veryzhenko (CNAM Paris) for their paper
    "Intraday volatility smile: Effects of fragmentation and High-Frequency trading on price efficiency" published in the Journal of International Financial Markets, Institutions & Money (Volume 75, November 2021, 101437)
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