Winner of a National Science Foundation Faculty Early Career Development (CAREER) Award for 2009-2014.
Won the 2007 Smith Breeden Distinguished Paper Prize for the Best Paper in the Journal of Finance for his paper with Karl Diether and Christopher Malloy, “Supply and Demand Shifts in the Shorting Market” (October 2007).
Won the 2008 Smith Breeden Prize for a distinguished paper in the Journal of Finance for his paper with Andrea Frazzini, “Economic Links and Predictable Returns” (Journal of Finance, August 2008).
Won the 2010 Smith Breeden Distinguished Paper Honor for the Best Paper in the Journal of Finance for his paper with Christopher Malloy and Andrea Frazzini, “Sell-Side School Ties” (August 2010).
Presented testimony on the “Impacts of Government Spending” to the Committee on Transportation and Infrastructure, United States House of Representatives, Sept 29, 2010.
Won the 2007 Society of Quantitative Analysts Award for Best Paper in Quantitative Investments from the Western Finance Association for the paper with Breno Schmidt, “Attracting Flows by Attracting Big Clients” (Journal of Finance, October 2009).
Won the 2006 Barclays Global Investors Best Paper Prize, Asset Allocation Symposium, European Finance Association, for the paper with Breno Schmidt, “Attracting Flows by Attracting Big Clients” (Journal of Finance, October 2009).
Won the 2007 Barclays Global Investors Best Paper Prize, Asset Allocation Symposium, European Finance Association, for the paper with Andrea Frazzini and Christopher Malloy, “The Small World of Investing: Board Connections and Mutual Fund Returns” (Journal of Political Economy, October 2008).
Winner of the 2010 Best Paper Prize from the Center for Research in Security Prices Forum for "Complicated Firms" (with Dong Lou, Journal of Financial Economics, May 2012).
Won the 2011 Richard A. Crowell Memorial Award, First Prize, from PanAgora Asset Management’s Quantitative Research Institute for the best paper in the field of quantitative investment for his paper with Dong Lou, “Complicated Firms” (Journal of Financial Economics, May 2012).
Winner of the 2010 First Prize in the Istanbul Stock Exchange 25th Anniversary Best Paper Competition for "Complicated Firms" (with Dong Lou, Journal of Financial Economics, May 2012).
Won the 2006 First Prize in the Chicago Quantitative Alliance Academic Paper Competition for the paper (with Andrea Frazzini) "Economic Links and Predictable Returns" (Journal of Finance, August 2008).
Won the 2010 First Prize Chicago Quantitative Alliance Academic Paper Competition with Christopher Malloy for their paper with Lukasz Pomorski, "Decoding Inside Information" (NBER Working Paper Series, No. 16454, October 2010).
Winner of an Institute for Quantitative Investment Research (INQUIRE) Grant in 2009 for "Decoding Inside Information" (NBER Working Paper Series, No. 16454, October 2010) with Christopher Malloy and Lukasz Pomorski.
Winner of an Institute for Quantitative Investment Research (INQUIRE) Grant in 2010 for "Complicated Firms" (with Dong Lou, Journal of Financial Economics, May 2012).
Winner of a Paul Woolley Centre Academic Grant in 2010 for "Complicated Firms" (with Dong Lou, Journal of Financial Economics, May 2012).
Won the 2006 BSI Gamma Foundation Grant, Firm Characteristics and Investment Management for the paper (with Andrea Frazzini) "Economic Links and Predictable Returns" (Journal of Finance, August 2008).
Won a 2006 Whitebox Grant for Research in the Behavioral Sciences.
Received a 2009 Emerald Management Reviews Citation of Excellence Award for his paper with Andrea Frazzini, “Economic Links and Predictable Returns” (Journal of Finance, August 2008).
Winner of a Simon Kuznets Fellowship, Outstanding Undergraduate in Economics, Penn Institute for Economic Research, 2000.
Winner of the 2014 Crowell Memorial Prize for Best Paper on Quantitative Investing from PanAgora Asset Management for "Playing Favorites: How Firms Prevent the Revelation of Bad News" (with Dong Lou and Christopher J. Malloy, 2014).
Winner of the 2013 Fama-DFA Second Place Prize for the Best Paper Published in the Journal of Financial Economics in the Areas of Capital Markets and Asset Pricing for "Legislating Stock Prices" (with Karl Diether and Christopher Malloy, December 2013).
Winner of the 2016 First Prize in the Chicago Quantitative Alliance Academic Paper Competition for "Lazy Prices" with Christopher J. Malloy and Quoc Nguyen.
Winner of the 2016 Jack Treynor Prize from The Institute for Quantitative Research in Finance (Q-Group) for "Lazy Prices" with Christopher J. Malloy and Quoc Nguyen.
Winner of the 2016 Hillcrest Behavioral Finance Award for "Lazy Prices" with Christopher J. Malloy and Quoc Nguyen.
Winner of the 2016 Best Paper Prize of the Journal of Investment Consulting Academic Paper Competition for "Cloaked Trading" with Dong Lou and Christopher J. Malloy.
Winner of the 2020 Best Paper Prize at the University of Cambridge Consortium on Asset Management with Huaizhi Chen and Umit Gurun for "Don't Take Their Word for It: The Misclassification of Bond Mutual Funds" (Journal of Finance, forthcoming).
Winner of the 2020 Best Paper Prize in Quantitative Investments at the Annual Meeting of the Financial Management Association with Huaizhi Chen and Umit Gurun for "Don't Take Their Word for It: The Misclassification of Bond Mutual Funds" (Journal of Finance, forthcoming).