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Birkbeck social scientist wins prestigious Abacus Manuscript Award

A paper jointly authored by Dr Qian Guo, Lecturer in Accounting and Financial Management at the Department of Management at Birkbeck has received the 2012 Abacus Manuscript Award.

A paper jointly authored by Dr Qian Guo, Lecturer in Accounting and Financial Management at the Department of Management at Birkbeck has received the 2012 Abacus Manuscript Award.  The award is based on the recommendation of an expert panel of academics and practitioners and was announced on 5 August at the Annual Conference of the American Accounting Association in Anaheim, California.  The paper for which the award was given is entitled “Constructing Asset Pricing Models With Specific Factor Loadings” and is jointly written with Ian Davidson of the University of Sussex,  Xiaojing Song of the University of East Anglia and Mark Tippett of the University of Sydney.

The paper identifies serious deficiencies in the procedures traditionally used by empirical researchers to assess the sensitivity of risky asset returns to commonly employed risk factors.

Dr Quo said: “I am delighted to be awarded the Manuscript Award from Abacus. It represents a milestone in the development of my academic career. My co-authors and I feel very grateful to the Editors of Abacus for the prize. Our paper points out serious problems in the procedures adopted by researchers when evaluating the response of returns of risky assets to some commonly used risk measures.”

Since 1965 Abacus has consistently provided a vehicle for the expression of independent and critical thought on matters of current academic and professional interest in accounting, finance and business.

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