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Education

Ph.D. Finance, University of Chicago, 1999.
Ph.D. Philosophy, University of Pittsburgh, 1995.
M.S. Physics, University of Pittsburgh, 1992.
M.A. Philosophy, University of Pittsburgh, 1990.
B.A. Physics and Philosophy, Yale University, 1987.

Positions

Associate Professor, University of Illinois, 2005 - 2009
Assistant Professor of Finance, University of Illinois, 2001 - 2005
Lecturer, University of Illinois, 1999 - 2000

Research Interests

Honors and Awards


University of Chicago Graduate School Fellowship , 1995-1999


First Place Award for "The Information in Option Volume for Future Stock Price Movements" co-authored with Jun Pan, Chicago Quantitative Alliance, September , 2004


List of Teachers Rated as Excellent by Their Students, UIUC , 2001-2005


First Prize Geewax, Terker & Company Prize in Investment Research for 2006, Rodney L. White Center for Financial Research , 2006


Referee of the Year, Review of Financial Studies , 2006


List of Teachers Rated as Excellent by Their Students with a Special Designation as "Outstanding" for Spring 2006 Fin 593, UIUC , 2006

Biographical Sketch

 

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