Other Scholarly Activities:
- Member of the Scientific Editorial Board at Business, Management, and Education,
- Ad-hoc referee at:
- Journal of Finance,
- Review of Financial Studies,
- Management Science,
- Journal of Financial and Quantitative Analysis,
- Journal of Financial Markets,
- Journal of Empirical Finance,
- Journal of Banking and Finance,
- Journal of Corporate Finance,
- Review of Economics and Statistics,
- Journal of Futures Markets,
- Quantitative Finance,
- Journal of Macroeconomics,
- Review of Financial Economics,
- Journal of Financial Research,
- Journal of Business,
- The Financial Review.
- Reviewer of book prospecti and chapters for:
- Pearson Education,
- Elsevier,
- Academic Press (A Division of Elsevier Science),
- John Wiley & Sons, Inc.
- Visiting Scholar at:
- Federal Reserve Bank of St. Louis, 03/2007,
- Federal Reserve Bank of St. Louis, 07/2006,
- Federal Reserve Bank of St. Louis, 07/2005,
- Federal Reserve Bank of St. Louis, 08/2004,
- Federal Reserve Bank of St. Louis, 09/2003.
- Member of:
- American Finance Association,
- Financial Management Association,
- Society for Financial Studies,
- Midwest Finance Association.
- Member of the Program Committee for
- August 2007 European Finance Association conference in Ljubljana, Slovenia;
- August 2006 European Finance Association conference in Zurich, Switzerland.
- Program Co-Director (with Arthur J. Wilson) for
- April 2008 Washington Area Finance Association conference in Washington, D.C.
- March 2006 Washington Area Finance Association conference in Washington, D.C.
- April 2002 Washington Area Finance Association conference in Washington, D.C.
- Chairman of 3/15/2013 10:15 session ``Dividend Policy''
at the March 2013 Midwest Finance Association meeting in Chicago, Illinois.
- Chairman of session VII ``Corporate Governance and Management Compensation''
at the May 2007 Washington Area Finance Association meeting at George Mason University in Arlington, Virginia.
- Chairman of session V ``Asset Pricing Models and Firm Value''
at the May 2007 Washington Area Finance Association meeting at George Mason University in Arlington, Virginia.
- Chairman of session A2 ``Asset Pricing''
at the March 2006 Washington Area Finance Association meeting at George Washington University in Washington, D.C.
- Chairman of session B2 ``Derivative Instruments''
at the March 2006 Washington Area Finance Association meeting at George Washington University in Washington, D.C.
- Chairman of session IV ``Measuring and Analyzing Risk in Finance''
at the April 2005 Washington Area Finance Association meeting at George Mason University in Arlington, Virginia.
- Chairman of session 186 ``The Nature of Risk''
at the October 2000 Financial Management Association meeting in
Seattle, Washington.
- Discussant of:
- ``Learning Banks' Exposure to Systematic Risk: Evidence from the Financial Crisis of 2008'' by Ariel Marcelo Viale (Florida Atlantic University) and Jeff Madura (Florida Atlantic University), at the October 2013 Financial Management Association meeting in Chicago, Illinois.
- ``CEO Interviews on CNBC'' by Young Han Kim (Nanyang Business School) and Felix Meschke, (University of Kansas), at the July 2012 China International Conference in Finance meeting in Chongqing, China.
- ``CEO Interviews on CNBC'' by Young Han Kim (Nanyang Business School) and Felix Meschke, (University of Kansas), at the July 2012 China International Conference in Finance meeting in Chongqing, China.
- ``Are Capital Controls Effective in the Foreign Exchange Market?'' by Roald J. Versteeg, Stefan T.M. Straetmans, and Christian C.P Wolff (Maastricht University) at the July 2007 Asian Finance Association meeting in Hong Kong, China.
- ``Black's simple discounting rule: A simple implementation'' by Lukas Roth (Pennsylvania State University) at the May 2007 Washington Area Finance Association meeting at the George Washington University in Washington, D.C.,
- ``Dynamic Hedging of Complex Option Positions With Transaction Costs'' by Valeri I. Zakamouline (Agder University College) at the June 2006 European Financial Management Association meeting in Stockholm, Sweden.
- ``Inflation Risk and International Asset Returns'' by Mathijs A. van Dijk (Ohio State University) and Gerard A. Moerman (AEGON Asset Management and RSM Erasmus University)
at the March 2006 Washington Area Finance Association meeting at the George Washington University in Washington, D.C.
- ``Exotic Options'' by Ilya Gikhman
at the March 2006 Washington Area Finance Association meeting at the George Washington University in Washington, D.C.
- ``Relative Efficiency of Return- and Range-Based Volatility Estimators'' by Celso Brunetti (John Hopkins
University) and Peter Lindholdt (Bank of England and University of Aarhus) at the April 2005 Washington Area Finance Association meeting at George Mason University in Arlington, Virginia.
- ``Bayesian Analysis of Stochastic Betas'' by
Gergana Jostova (George Washington University) and
Alexander Philipov (Boston College) at the
November 2002 Washington Area Finance Association meeting at the Catholic University of America in
Washington, D.C.
- ``Capacity Constrained Learning and Asset Price Comovement'' by Lin Peng (Duke University) and Wei Xiong (Princeton University) at the April 2002 Washington Area Finance Association meeting at the George Washington University in Washington, D.C.
- ``An alternative approach to American currency option
valuation'' by Seungmook Choi and Michael D. Marcozzi (Unversity of Nevada - Las Vegas)
at the October 2000 Financial Management Association meeting in
Seattle, Washington.
- ``The fear and exuberance from implied volatility of S&P 100 index options'' by Cheekiat Low (Yale University)
at the October 2000 Financial Management Association meeting in
Seattle, Washington.