Mendoza College finance faculty win ‘Q’ research awards

Four finance professors at the
University of Notre Dame’s Mendoza College of Business were named as recipients
of the prestigious Q Group awards, which are given annually to a select group
of researchers. The Q Group provides financial support for superior academic
research projects with potential applications in the field of investment
management.

The faculty members were Robert Battalio, Shane Corwin, Martijn Cremers and Pengjie (Paul) Gao. All told, their
papers collectively claimed three of the total five awards given from the total
of 54 proposals received.

The list of 2013 Q-award papers and
authors are as follows:

“Can Brokers Have
It All? On the Relation between Make Take Fees and Limit Order Execution
Quality”

• Robert Battalio, University of Notre
  Dame

• Shane Corwin, University of Notre Dame
• Robert Jennings, Indiana University

“Patient Investor
Outperformance” 

• K. J. Martijn Cremers, University of
  Notre Dame
• Ankur Pareek, Rutgers University

“Do Hedge Funds
Exploit Rare Disaster Concerns?”           

• George Gao, Cornell University
• Pengjie Gao, University of Notre
  Dame
• Zhaogang Song, Federal Reserve Board

“Information
Flows across Firms”

• Anna Scherbina, University of
  California, Davis

“Asset Pricing in
Production Networks”      

• Bryan Kelly, University of Chicago
• Brian Weller, Northwestern
  University

The Q Group seeks to advance the practice of global investment
management by connecting investment professionals with rigorous research and
ideas at the frontier of the industry. Judges select winning proposals based on
whether the research is deemed to represent significant contributions to the
field of finance when completed.

Founded in 1966, the Q
Group currently has 140 sponsor members in North America which include banks,
insurance companies, securities firms, investment consultants, investment
advisors, mutual fund managers, state and private pension fund managers,
foundations and university endowment funds. Q Group conducts seminars twice a
year, funds research projects of interest to the members, and distributes
research papers and summaries of its seminars, as well as those of its sister
organizations (Inquire Europe and Inquire UK), to its sponsors.

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