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Economist on "AQR Insight Award"

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A Tough Act to Follow:
Contrast Effects in Financial Markets
Kelly Shue
Samuel Hartzmark

Excess Volatility:
Beyond Discount Rates

Bryan Kelly
Stefano Giglio

Macroeconomic-Driven Prepayment Risk
and the Valuation of Mortgage-Backed Securities

Francis Longstaff
Mikhail Chernov
Brett Dunn

Replicating Private Equity with Value Investing,
Homemade Leverage, and Hold-to-Maturity Accounting

Erik Stafford

Size Discovery

Darrell Duffie
Haoxiang Zhu


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