WINNERS of the Philip Brown Prize 2013

The Philip Brown Prize for Best Published Paper is awarded to the best paper published in an A* journal in the previous calendar year using Sirca data. This prize is to recognise the significant contribution of Philip Brown in the establishment of Sirca and the work he did in developing databases to be used for finance and accounting research. The Philip Brown Prize is awarded annually through recommendation from senior scholars around Australia and New Zealand.

Sirca would like to congratulate this year’s joint winners on their successful publications from 2013:

Terrence Hendershott and Ryan Riordan for their co-authored paper ‘Algorithmic Trading on the Market for Liquidity’, Journal of Financial and Quantitative Analysis, Vol. 48, No. 4, Aug. 2013.

Michael Souček and Neda Todorova for their co-authored paper ‘Realised volatility transmission between crude oil and equity futures market: A multivariable HAR approach’, Energy Economics, Vol. 40, Nov. 2013.