Annual Meeting of the Swiss Society for Financial Market Research (SGF Conference)
SIX Best Paper Award
The SIX Best Paper Award is presented to the best article presented at the Annual Meeting of the Swiss Society for Financial Market Research (SGF Conference). The award is sponsored by SIX and carries a cash prize of 4'000 CHF.
Award-Winning Papers
SGF Conference 2021: “Necessary Evidence For A Risk Factor’s Relevance”
Max Bruche (University of Chicago)
Samuel Hartzmark (University of Chicago)
Abigail B. Sussman (University of Chicago)
We thank SIX for presenting the SIX Best Paper Award 2021. Our special thanks go to Daniel Schmucki who made this possible.
SGF Conference 2019: “Agency Frictions, Dealer Funding, and Market Liquidity”
Max Bruche (Humboldt-Universität zu Berlin)
John Kuong (INSEAD)
We thank SIX for presenting the SIX Best Paper Award 2019. Our special thanks go to Daniel Schmucki who made this possible.
SGF Conference 2018: “The Quanto Theory of Exchange Rates”
Lukas Kremens (London School of Economics)
Ian Martin (London School of Economics)
We thank SIX for presenting the SIX Best Paper Award 2018. Our special thanks go to Daniel Schmucki who made this possible.
SGF Conference 2017: “Every Cloud Has a Silver Lining: Fast Trading, Microwave Connectivity and Trading Costs”
Andriy Shkilko (Wilfrid Laurier University)
Konstantin Sokolov (Wilfrid Laurier University)
We thank SIX for presenting the SIX Best Paper Award 2017. Our special thanks go to Chris Landis and Dr. Stefan Mäder who made this possible.
SGF Conference 2016: “Irrational Preferences, Asset Prices and Economic Welfare”
Maik Dierkes (Leibniz University Hannover)
Stephan Germer (Leibniz University Hannover)
Vulnet Sejdiu (Leibniz University Hannover)
We thank SIX for presenting the SIX Best Paper Award 2016. Our special thanks go to Dr. Stefan Mäder who made this possible.
SGF Conference 2015: “The Impact of Borrowing Diversity on Firm’s Value, Financial and Real Decisions”
Angel Georgiev Tengulov (Vienna Graduate School of Finance)
We thank SIX Swiss Exchange for sponsoring the Best Paper Award. Our special thanks go to Dr. Christian Katz who made this possible.
SGF Conference 2014: “Time-Varying Momentum Payoffs and Illiquidity”
Doron Avramov (The Hebrew University of Jerusalem)
Si Cheng (Queen's University Belfast)
Allaudeen Hameed (National University of Singapore)
We thank SIX Swiss Exchange for sponsoring the Best Paper Award. Our special thanks go to Dr. Christian Katz who made this possible.
SGF Conference 2013: “Investors’ Attention and Stock Market Volatility”
Daniel Andrei (University of California at Los Angeles, Anderson Graduate School of Management)
Michael Hasler (Swiss Finance Institute, Ecole Polytechnique Fédérale de Lausanne)
We thank SIX Swiss Exchange for sponsoring the Best Paper Award. Our special thanks go to Dr. Christian Katz who made this possible.
SGF Conference 2012: "Credit Spreads Across the Business Cycle”
Mads Stenbo Nielsen (Copenhagen Business School)
We thank SIX Swiss Exchange for sponsoring the Best Paper Award. Our special thanks go to Dr. Christian Katz who made this possible.
SGF Conference 2011: "The Nexus between Monetary Policy, Banking Market Structure and Bank Risk Taking: An Empirical Assessment of the Risk Taking Channel of Monetary Policy"
Tobias C. Michalak (University of Bochum)
We thank SIX Swiss Exchange for sponsoring the Best Paper Award. Our special thanks go to Dr. Christian Katz who made this possible.
SGF Conference 2010: "Predicting and Explaining IPO Underperformance"
Daniel Hoechle (University of Basel and Man Investments)
Markus M. Schmid (University of St. Gallen)
We thank SIX Swiss Exchange for sponsoring the Best Paper Award. Our special thanks go to Dr. Christian Katz who made this possible.
