The jury of the Crowell Prize lauded Tham’s paper and presentation which were “truly outstanding and deserving this recognition. It’s quality of research such as yours, which contributes so much to the field of quantitative asset management.” Tham receives a second prize of $ 3,000 for the Crowell award. The Crowell Prize is awarded by the Quantitative Research Group at PanAgora Asset Management to the best paper in the field of quantitative investment and is named after the late Richard A. Crowell, the founder of PanAgora and a pioneer in the field of quantitative investing.
Wing Wah Tham is an assistant professor of financial econometrics and a Marie Curie fellow at the Erasmus School of Economics (EUR). His research interests include asset pricing, finnacial econometrics and market microstructure.