2016

The 2016 Josseph de la Vega Prize was awarded to Marlene D. Haas and Marius A. Zoican for their paper "Discrete or continuous trading? HFT competition and liquidity on batch auction markets". In this edition, the De la Vega Advisory Jury agreed to also assign a 'special mention' for its merits to the paper "BackRunning: Seeking and Hiding Fundamental Information in Order Flows" of Liyan Yang and Haoxiang Zhu.


2015

The 2015 Josseph de la Vega Prize was awarded to Dion Bongaerts and Mark Van Achter for their paper "High Frequency Trading and Market Stability"


2014  The 2014 Josseph de la Vega Prize was awarded to Kai Zimmermann for his paper
" Price Discovery in European Volatility Interruptions"
2013 The 2013 Josseph de la Vega Prize was awarded to Laurence Lescourret and Sophie Moinas for their paper “Liquidity Supply across Multiple Trading Venues”

2011 The 2011 Josseph de la Vega Prize was awarded to Peter Hoffmann for his paper «Adverse selection, transaction fees, and multi-market trading».
2009 The 2009 Josseph de la Vega Prize was awarded to Ryan Riordan and Andreas Storkenmaier for their paper “Latency, Liquidity and Price Discovery”.
2008 The 2008 Josseph de la Vega Prize was awarded to Alexandra Schaller for her work “Continuous Linked Settlement: An Empirical Approach”.

2007 The 2007 Josseph de la Vega Prize was awarded to Ulf Nielsson for his paper "Stock Exchange Merger and Liquidity".
2006

The seventh Josseph de la Vega Prize was awarded to Arman Khachaturyan for his paper “The one-share-one-vote controversy in the EU”.

A Honourable Mention has been awarded to Benjamin Moldenhauer for his paper “Insider Ownership, Corporate Performance and the German Entrepreneurial Index (GEX) – Practical and Academic Evidence from Germany"


2005

The sixth Josseph de la Vega Prize was awarded in equal parts to Professor Charlotte Christiansen for her paper “Decomposing European Bond and Equity Volatility” and

Helena Beltran, Professor Alain Durré and Professor Pierre Giot for their paper “Volatility Regimes and the Provision of Liquidity in Order Book Markets”.


2004

The fifth Josseph de la Vega Prize was to Angel Pardo and Roberto Pascual for their research paper “On the Hidden Side of Liquidity

An Honourable Mention was given to Björn Bartling and Andreas Park for their paper “IPO Pricing and Informational Efficiency: The Role of Aftermarket Short Covering


2003

The fourth Josseph de la Vega Prize was awarded to Söhnke Bartram and Frank Fehle for their research paper "Competition among Alternative Option Market Structures: Evidence from Eurex vs. Euwax"

An Honourable mention was given to Carole Gresse for her paper "Crossing Network Trading and the Liquidity of a Dealer Market: Cream-Skimming or Risk Sharing?"

The Josseph de la Vega Special Prize for a paper on Emerging Markets issues went to Aleksandra Gregoric and Cristina Vespro for their paper "Block Trades and The Benefits from Control in Slovenia"


2002

The third Josseph de la Vega Prize was awarded to Peter-Jan Engelen for his research paper "An Empirical Assessment of the Efficiency of Trading Halts to Disseminate Price-Sensitive Information during the Opening Hours of a Stock Exchange - the Case of Brussels"

The Josseph de la Vega Special Prize for a paper on Emerging Markets issues went to Ibolya Schindele and Enrico Perotti, for their paper "Pricing Initial Public Offerings in Premature Capital Markets: the Case of Hungary"


2001

The Federation of European Securities Exchanges has awarded the Josseph de la Vega Prize 2001 to Albert J. Menkveld for his research paper "Splitting Orders in Fragmented Markets – Evidence from Cross-Listed Stocks".

The Josseph de la Vega Special Prize for a paper on Emerging Markets issues went to Nóra Szeles and Gábor Marosi, Budapest, for their paper "Isolation or Association: A Difficult Choice for a Regional Exchange – the Example of the Budapest Stock Exchange"


2000 The first Josseph de la Vega Prize was awarded in June 2000 to Professor Harald Hau for his research paper "Information and Geography: Evidence from the German Stock Market"