Managing Editor: Journal of Finance (July 2012–June 2016)
Editor: Review of Financial Studies (2000–2003)
Associate Editor:
- Econometrica (1987–1993)
- Financial Analysts Journal (1998–2000)
- Journal of Computational Finance (1997–)
- Journal of Econometrics (1985–2000)
- Journal of Finance (2000–2003)
- Journal of Fixed Income (1991–)
- Journal of the Japanese and International Economies (1990–)
- Review of Asset Pricing Studies (2011–2016)
- Review of Economic Studies (1986–1989)
- Review of Financial Studies (1987–1990)