Education
Ph.D., Economics (Financial Economics), University of California, San Diego, 2004
B.A., Economics, Washington and Lee University, Lexington, VA,
1996
Academic Appointment
Assistant Professor
of Management, Jones Graduate School of
Management, Rice University, July
2004-Present
Research Interests
Asset pricing, empirical corporate finance, time
series econometrics, forecasting
Publications
in Refereed Journals
Conference
Proceedings and Other Non-Refereed Publications
- The Impact of Microstructure Noise on the
Distributional Properties of Daily Stock Returns Standardized by Realized
Volatility. Proceedings of the
American Statistical Association (2006). (with Jeff Fleming)
Working
Papers
Under
first-round review, Journal of
Econometrics
Awards and Honors
- San Diego Fellowship; University
of California, San Diego, 1997
- Teaching Assistant Excellence Award; University of California, San Diego, 2001-2
- Honorable Mention, Department of Economics
Teaching Assistant Excellence Award; University of California,
San Diego, 2002-3
- Phi Beta Kappa
Teaching Experience
Jones Graduate School of Management, Rice University,
August 2004-Present.
- Managerial Economics (MBA/EMBA MGMT 540/840)
Professional Service
Ad
hoc Referee
- Management Science,
Journal of Econometrics, Journal of Banking and Finance, Journal of
Forecasting, Journal of Business and Economic Statistics, Handbook of
Economic Forecasting, Journal of Applied Econometrics, Journal of
Financial Econometrics
Affiliations
- American Finance Association, American Economic
Association
Rice University Service
- Finance Seminar Organizer 2006-2007