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Outside Activities

Managing Editor

  • Journal of Finance (July, 2012-)

Editor

  • Review of Financial Studies (2000-2003)

Associate Editor

  • Review of Asset Pricing Studies (2011-)
  • Journal of the Japanese and International Economies (1990-)
  • Journal of Fixed Income (1991-)
  • Journal of Computational Finance (1997-)
  • Journal of Finance (2000-2003)
  • Journal of Econometrics (1985-2000)
  • Financial Analysts Journal (1998-2000)
  • Econometrica (1987- 1993)
  • Review of Economic Studies (1986-1989)
  • Review of Financial Studies (1987-90)

Other Activities

  • Member, Consortium on Financial Systems and Poverty, 2010-
  • President, Society for Financial Studies, 2011-12
  • Research Associate, National Bureau of Economic Research, since 1982
  • Vice-President, Society for Financial Studies, 2008-2011
  • Board of Directors, American Finance Association, 1994-1997, 2004-2007
  • Advisory Board, Graduate School of Industrial Administration, Carnegie Mellon University, 1992-1996, 1999, 2005 (Co-chair, 1999 and 2005)
  • Vice-President, Western Finance Association, 1990-1993
  • President, Western Finance Association, 1993-1994
  • Editorial Board, American Economic Review, 1987-90
  • Economics Panel, National Science Foundation, 1986-1988
  • Various Program Committees for Summer Meetings of the Econometric Society, Winter Meetings of the Econometric Society, and Western Finance Association Meetings