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