Distinguished Paper Prize for Pr. Collin-Dufresne at the AFA meeting

© 2016 EPFL

© 2016 EPFL

Professors Collin-Dufresne (SFI@EPFL) and Fos (Boston College) win one of the 2015 Amundi Smith Breeden Prizes at the American Finance Association meeting in January 2016.

Pierre Collin-Dufresne et Vyacheslav Fos receive this Distinguished Paper Prize for their paper “Do Prices Reveal the Presence of Informed Trading?" published in 2015 in The Journal of Finance.

The Smith Breeden Prizes are awarded annually for the top three papers in The Journal of Finance in any area other than corporate finance.The winning papers are chosen by the Associate Editors of this journal. The papers eligible for the prizes for a given year are all those that appeared in the first five issues of that year and in the December issue from the previous year.*

In 2013, Professor Collin-Dufresne also received this prize with Robert Goldstein and Fan Yang for their paper "On the Relative Pricing of Long-Maturity Index Options and Collateralized Debt Obligations" published in 2012.

*AFA.org website