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Mendoza College finance faculty win ‘Q’ research awards

by Carol Elliott

November 19, 2013


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.