BEST PAPER OF THE CONFERENCE | AEFIN
“Overlapping Momentum Portfolios“
Álvaro Remesal (CUNEF)
BEST PAPER ON BANKING | SANFI
“Information Technology and Bank Competition”
- Xavier Vives (IESE Business School)
- Zhiqiang Ye, (IESE Business School
BEST PAPER ON STOCK MARKETS | BME
“The Conduits of Price Discovery: a Machine Learning Approach”
- Amy Kwan and Richard Philip (University of Sydney, Australia)
- Andriy Shkilko (Wilfrid Laurier University, Canada)
– BEST PAPER ON FIXED INCOME | BME
“Price elasticity of demand and risk-bearing capacity in sovereign bond auctions”
- Rui Albuquerque(Boston College, ECGI, and CEPR)
- José Miguel Cardoso-Costa (Banco de Portugal and Nova School of Business and Economics)
- José Afonso Faias (Católica Lisbon School of Business & Economics)
– BEST PAPER ON DERIVATIVES | BME
“The Stock Markets impact of Volatility Hedging: Evidence from End of Day Trading by VIX ETPs”
- Christine Dieckmann Bangsgaard (Aarhus BSS, Aarhus University, Denmark)
- Thomas Kokholm. (Aarhus BSS, Aarhus University and Danish Finance Institute, Denmark)
BEST PAPER ON REGULATION | CNMV
“Growth-at-risk and macroprudential policy design”
Javier Suárez (CEMFI)
BEST PAPER ON ASSET MANAGEMENT | INVERCO
“Fund trading divergence and performance contribution”
- Ruth Gimeno (Universidad de Zaragoza)
- Laura Andreu (Universidad de Zaragoza)
- José Luis Sarto (Universidad de Zaragoza)