Susan Ford Dorsey Faculty Fellow, 2018-2019
Susan Ford Dorsey Faculty Fellow, 2017-2018
Stephen A. Ross Prize in Financial Economics, 2015
Fellow, Society for Financial Econometrics, 2014
All Star Paper, Journal of Financial Economics, 2001
Smith-Breeden Distinguished Paper Prize, Journal of Finance, 2000
Fellow of the Journal of Econometrics, 1998
Smith-Breeden Distinguished Paper Prize, Journal of Finance, 1997
Fellow of the Econometric Society, 1988
Frisch Prize from the Econometric Society, 1984
Irving Fisher Award, 1978