Congratulations to Markus Pelger, Assistant Professor of MS&E, and Jason Zhu, MS&E PhD candidate!
Prof. Pelger and Zhu received the Best Paper in Asset Pricing award at SFS Cavalcade North America 2020.
Their paper, Forest through the Trees: Building Cross-Sections of Stock Returns, is co-authored with Svetlana Bryzgalova, Assistant Professor of Finance at London Business School and formerly of the Stanford Graduate School of Business. Their research was partly funded by the MS&E Lillie Fund to support collaboration between MS&E and Stanford GSB.
The Society for Financial Studies (SFS) Cavalcade is a major finance conference. The 2020 Cavalcade received 1231 submissions and the final program included 135 papers. 1,700 people registered to attend.