JENSEN Prizes for Corporate Finance and Organizations
	Author(s)	Title
2004 No. 1	Harry DeAngelo, Linda DeAngelo and Douglas J. Skinner	Are dividends disappearing? Dividend concentration and the consolidation of earnings	[abstract]
2004 No. 2	Michelle Lowry and G. William Schwert	Is the IPO pricing process efficient?	[abstract]
2003 No. 1	Andrei Shleifer and Robert W. Vishny	Stock market driven acquisitions	[abstract]
2003 No. 2	Murray Z. Frank and Vidhan K. Goyal	Testing the pecking order theory of capital structure	[abstract]
2002 No.1	Owen A. Lamont and Christopher Polk	Does diversification destroy value? Evidence from industry shocks	[abstract]
2002 No.2	Andrei Shleifer and Daniel Wolfenzon	Investor protection and equity markets	[abstract]
2001 No. 1	John R. Graham and Campbell R. Harvey	The theory and practice of corporate finance: Evidence from the field	[abstract]
2001 No. 2	Eugene F. Fama and Kenneth R. French	Disappearing dividends: changing firm characteristics or lower propensity to pay?	[abstract]
2000 No. 1	Viral V. Acharya, Kose John and Rangarajan Sundaram	On the optimality of resetting executive stock options	[abstract]
2000 No. 2	Rafael La Porta, Florencio Lopez-de-Silanes, Andrei Shleifer, and Robert Vishny	Investor protection and corporate governance	[abstract]
1999 No. 1	Tim Opler, René M. Stulz, Lee Pinkowitz and Rohan Williamson	The determinants and implications of corporate cash holdings	[abstract]
1999 No. 2	Robert Parrino and Michael Weisbach	Measuring investment distortions arising from stockholder-bondholder conflicts	[abstract]
1999 No. 2	Stacey Kole and Kenneth Lehn	Deregulation and the adaptation of governance structure: The case of the U.S. airline industry	[abstract]
1998 No. 1	Kenneth A. Froot and Jeremy C. Stein	Risk management, capital budgeting and capital structure policy for financial institutions: an integrated approach	[abstract]
1998 No. 2	David Mayers	Why firms issue convertible bonds: the matching of financial and real investment options	[abstract]
1997 No. 1	Wayne H. Mikkelson and Megan M. Partch	The decline of takeovers and disciplinary managerial turnover	[abstract]
1997 No. 1	Stacey R. Kole	The complexity of compensation contracts	[abstract]
FAMA-DFA Prizes for Capital Markets and Asset Pricing
	Author(s)	Title
2004 No. 1	Craig Doidge, G. Andrew Karolyi and René M. Stulz	Why are foreign firms listed in the U.S. worth more?	[abstract]
2004 No. 2	Eugene F. Fama and Kenneth R. French	New lists: Fundamentals and survival rates	[abstract]
2003 No. 1	Raghuram G. Rajan and Luigi Zingales	The great reversals: The politics of financial development in the twentieth century	[abstract]
2003 No. 2	John Y. Campbell Yeung Lewis Chan and Luis M. Viceira	A multivariate model of strategic asset allocation	[abstract]
2002 No.1	Joseph Chen, Harrison Hong, and Jeremy C. Stein	Breadth of ownership and stock returns	[abstract]
2002 No.2	Lubos Pastor and Robert F. Stambaugh	Mutual fund performance and seemingly unrelated assets	[abstract]
2001 No. 1	Rick A. Cooper, Theodore E. Day and Craig M. Lewis	Following the leader: a study of individual analysts earnings forecasts	[abstract]
2001 No. 2	Joseph Chen, Harrison Hong and Jeremy C. Stein	Forecasting crashes: trading volume, past returns and conditional skewness in stock prices	[abstract]
2000 No. 1	Tarun Chordia, Richard Roll, Avanidhar Subrahmanyam	Commonality in liquidity	[abstract]
2000 No. 2	Ivo Welch	Herding among security analysts	[abstract]
1999 No. 1	Amar Gande, Manju Puri and Anthony Saunders	Bank entry, competition and the market for corporate securities underwriting	[abstract]
1999 No. 2	Robert Stambaugh	Predictive regressions	[abstract]
1998 No. 1	Eugene F. Fama	Market efficiency, long-term returns and behavioral finance	[abstract]
1998 No. 2	Ananth Madhavan and George Sofianos	An empirical analysis of NYSE specialist trading	[abstract]
1998 No. 2	Michael J. Brennan and A. Subrahmanyam	Alternative factor specifications, security characteristics and the cross-section of expected stock returns	[abstract]
1997 No. 1	Robert F. Stambaugh	Analyzing the investments whose histories differ in length	[abstract]
1997 No. 1	Brad M Barber and Johan D. Lyon	Detecting long-run abnormal stock returns: The empirical power and specification of test-statistics	[abstract]

---