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- Editor, Review
of Financial Studies, 2003-2006
- Co-Editor, Journal
of Econometrics, 2012-present
- Associate Editor: Annals of Statistics
(2003-2006),
Econometrica (2007-present),
Journal of Finance
(2007-2010),
Finance and Stochastics (1996-2011),
Journal
of Econometrics (1999-2012),
Journal of Financial Econometrics
(2001-2011).
-
John Simon
Guggenheim Memorial Foundation Fellow, 2008-09
- Fellow of the
Journal of Econometrics, 2008
- Fellow of the
American Statistical
Association, elected 2008
- Fellow of the Institute of Mathematical Statistics, elected 2004
- Western Finance Association, Director, 2003-2006
- Dennis J. Aigner Award, Journal of Econometrics, 2003
- Fellow
of the Econometric Society, elected 2002
- FAME Annual Research Prize, 2001
- Alfred P.
Sloan Research Fellow, 1998-2000
- Cornerstone Research Award, 1998
- Michael J. Brennan Award, 1997
- Research Associate, National Bureau of Economic Research
- Emory Williams Award for Excellence in Teaching, University
of Chicago, 1995
- Review of Economic Studies 1993 European Tour
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CV
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