One prize of 1.500€ for the best paper using EUROFIDAI Daily data
One prize of 1.500€ for the best paper using EUROFIDAI High Frequency data
Conditions to be considered for the 2023 award
- We consider publications or accepted papers (with a forthcoming decision) in international scientific journals between October 1st, 2022 and October 1st, 2023.
- Empirical research based on EUROFIDAI Daily data or EUROFIDAI High Frequency data (BEDOFIH).
- Explicit mention of the use of EUROFIDAI data in the article.
- The Best Paper Award is based on two criteria:
- the ranking of the journal in which the paper is published and
- the extent to which the EUROFIDAI data is used for the research.
Deadline for applications: December 4, 2023
Previous award winners
Vesa PURSIAINEN (University of St. Gallen) - "Cultural Biases in Equity Analysis" - Journal of Finance (2021)
Catherine D’HONDT (Louvain Finance (LIDAM), Louvain School of Management); Rudy DE WINNE (Louvain Finance (LIDAM), Louvain School of Management) and Maxime MERLI (LaRGE Research Center, EM Strasbourg Business School, University of Strasbourg) - "Do retail investors bite offmore than they can chew? A close look at their return objectives" - Journal of Economic Behavior & Organization (2021)
Carole METAIS (Université de Strasbourg, LaRGE Research Center) and Tristan ROGER (ICN Business School, CEREFIGE, Université de Lorraine) - "Are retail investors less aggressive on small price stocks?" - Journal of Financial Markets (2021)
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), ULB) and Iryna VERYZHENKO (CNAM Paris) - "Intraday volatility smile: Effects of fragmentation and High-Frequency trading on price efficiency" - Journal of International Financial Markets, Institutions & Money (2021)
- no award was given in 2020
- Jean-Noël BARROT (HEC Paris and CEPR); Erik LOUALICHE (University of Minnesota, Carlson School of Management) and Julien SAUVAGNAT (Bocconi University and CEPR) - "The Globalization Risk Premium" - Journal of Finance (2019)
- Catherine D'HONDT (Louvain Finance (IMMAQ), Louvain School of Management, Catholic University of Louvain) and Patrick ROGER (LaRGE Research Center, EM Strasbourg Business School, University of Strasbourg) - "Investor Sentiment and Stock Return Predictability: the Power of Ignorance" - Finance (2017)
Christophe J. GODLEWSKI (Université de Strasbourg) and Bulat SANDITOV (Telecom Ecole de Management, Institut Mines-Telecom) - "Financial Institutions Network and the Certification Value of Bank Loans" - Financial Management (2018)
Jean-Edouard COLLIARD (HEC Paris) and Peter HOFFMANN (European Central Bank) - "Financial Transaction Taxes, Market Composition, and Liquidity" - Journal of Finance (2017)
Thomas DAVID et Edith GINGLINGER (Université Paris-Dauphine, PSL Research University) - "When cutting dividends is not bad news: The case of optional stock dividends" - Journal of Corporate Finance (2016)
Jean-Noël BARROT (MIT and Centre for Economic Policy Research); Ron KANIEL (Centre for Economic Policy Research, University of Rochester and Interdisciplinary Center Herzliya); David SRAER (University of California Berkeley, National Bureau of Economic Research) - "Are retail traders compensated for providing liquidity?" - Journal of Financial Economics (2016)
- Patrick ROGER (LaRGE Research Center, EM Strasbourg Business School, University of Strasbourg) - "The 99% Market Sentiment Index" - Finance (2014)
- Nicolas AUBERT, Guillaume GARNOTEL, André LAPIED and Patrick ROUSSEAU - "Employee Ownership: a Theoretical and Empirical Investigation of Management Entrenchment vs. Reward Management" - Economic Modelling (2014)
- Maxime MERLI and Tristan ROGER - "What Drives the Herding Behavior of Individual Investors?" - Finance (2013)
- Thierry FOUCAULT, David SRAER and David J. THESMAR - "Individual Investors and Volatility" - Journal of Finance (2011)