Professor Betermier’s paper awarded by NFA

Congratulations to Sebastien Betermier, Associate Professor of Finance, whose paper “What Do the Portfolios of Individual Investors Reveal About the Cross-Section of Equity Returns” is the Winner of Best Paper in Asset Pricing and Market Microstructure at the 2021 Northern Finance Association (NFA) Meeting.

Professor Sebastien Betermier’s paper with co-authors Laurent Calvet (EDHEC Business School), Samuli Knupfer (BI Norwegian Business School), and Jens Kvaerner (Tilburg University), was chosen by the NFA Awards Committee as the Winner of the 2021 Best Paper in Asset Pricing and Market Microstructure.

The NFA is Canada’s premier international finance research conference. This year 1,256 papers were submitted and 138 were accepted on the program. Three awards were given: one for Asset Pricing and Market Microstructure, one for Corporate Finance, and one for PhD submissions. The winners were announced preceding the Keynote Speech at the 33rd NFA Annual Meeting held virtually on September 18th, 2021.

The NFA has had a quarter century of fall forums at which finance academics, professionals, and PhD students from throughout North America and around the world gather to hear and present the latest research in all areas of finance. These areas include: asset pricing, arbitrage, behavioural finance, corporate finance, corporate governance, derivatives, emerging markets, financial development, financial institutions, finance theory, financial regulation, international finance, market efficiency, market microstructure, mathematical finance, real estate finance, and other papers of general interest.