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2019 AQR Insight Award Call for Papers

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AQR Capital Management, LLC ("AQR") is now accepting submissions for the
eighth annual AQR Insight Award.

The AQR Insight Award recognizes and rewards exceptional academic
working papers that offer original, intelligent approaches to practical
issues in the investment world. Up to three papers share a $100,000
annual prize.

Winners are chosen by the AQR Insight Award Committee, a panel of senior
members of the firm, many of whom are leading academic finance experts
from top universities.

AQR will consider papers on any investment-related topic as long as they
deliver clear, significant insights. The deadline for entries is
November 1, 2018 and papers must not be published before that date.
Finalists will be invited to present their research at AQR in May, and
winners will be announced in June 2019.

The AQR Insight Award counts many esteemed academics among its
recipients. In addition, since the award's inception in 2012, 26 of the
30 finalist papers* have been published in one of the following
economics or finance journals: Journal of Finance, Journal of
Financial Economics
, Review of Financial Studies, American
Economic Review
, Journal of Political Economy, and Quarterly
Journal of Economics
.

Past First Prize winners include:

2018
"International Currencies and Capital Allocation"
by Matteo Maggiori, Harvard University, NBER and CEPR; Brent Neiman,
University of Chicago Booth School of Business and NBER; and Jesse
Schreger, Columbia University Graduate School of Business and NBER.

"Taming the Factor Zoo" by Guanhao Feng, City University of Hong
Kong College of Business; Stefano Giglio, Yale School of Management,
NBER and CEPR; and Dacheng Xiu, University of Chicago Booth School of
Business.

2017
"Deviations from Covered Interest Rate Parity"
by Wenxin Du, Federal Reserve Board; Alexander Tepper, Columbia
University; and Adrien Verdelhan, MIT Sloan School of Management
(published in the Journal of Finance, February 2018).

2016
"A Tough Act to Follow: Contrast Effects in
Financial Markets
" by Samuel M. Hartzmark, University of Chicago
Booth School of Business, and Kelly Shue, University of Chicago Booth
School of Business and NBER (Published in the Journal of Finance,
April 2018).

"Size Discovery" by Darrell Duffie, Graduate School of Business,
Stanford University, and Haoxiang Zhu, MIT Sloan School of Management
(Published in the Review of Financial Studies, April 2017).

2015
"Commodity Trade and the Carry Trade: A Tale of Two
Countries
" by Robert Ready, Simon School of Business, University of
Rochester; Nikolai Roussanov, Wharton School, University of
Pennsylvania, and NBER; and Colin Ward, Carlson School of Management,
University of Minnesota (Published in the Journal of Finance,
August 2017).

"Option-Based Credit Spreads" by Christopher L. Culp, Johns
Hopkins University and Swiss Finance Institute; Yoshio Nozawa, Federal
Reserve Board; and Pietro Veronesi, University of Chicago Booth School
of Business, NBER and CEPR (Published in the American Economic
Review,
February 2018).

2014
"The High-Frequency Trading Arms Race: Frequent
Batch Auctions as a Market Design Response
" by Eric Budish,
University of Chicago; Peter Cramton, University of Maryland, College
Park; and John J. Shim, University of Chicago (Published in the Quarterly
Journal of Economics
, July 2015).

2013
"Conditional Risk Premia in Currency Markets and
Other Asset Classes
" by Martin Lettau, University of California at
Berkeley; Matteo Maggiori, New York University; and Michael Weber,
University of California at Berkeley (Published in the Journal of
Financial Economics
, November 2014).

2012
"Market Expectations in the Cross Section of Present
Values
" by Bryan Kelly, University of Chicago Booth School of
Business, and Seth Pruitt, Federal Reserve Board of Governors (Published
in the Journal of Finance, October 2013).

More information and instructions for submitting papers online may be
found at
www.aqr.com/insightaward.

About AQR

AQR is a global investment management firm dedicated to delivering
results for our clients. At the nexus of economics, behavioral finance,
data and technology, AQR's evolution over two decades has been a
continuous exploration of what drives markets and how it can be applied
to client portfolios. The firm is headquartered in Greenwich,
Connecticut, with offices in Boston, Chicago, Hong Kong, London, Los
Angeles, and Sydney. As of June 30, 2018, AQR and its affiliates had
approximately $226 billion in assets under management.

*Includes Insight Award finalists from 2012 through 2017.

This is being provided solely for information purposes and does not
constitute an offer or solicitation of an offer, or any advice or
recommendation, to purchase securities or financial instruments, and may
not be construed as such or serve as the basis of any investment
decision.

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