This page summarizes my resume. Please click [here] for a complete, printer-friendly version.
Education
2002: Erasmus University. PhD in Economics.
1996: Erasmus University. Master in Econometrics.
Academic Affiliations
2002-Today: Vrije Universiteit Amsterdam. Professor of Finance.
2023-Today: Royal Netherlands Academy of Arts and Sciences (KNAW). Member. Membership is awarded on the basis of scientific and scholarly achievement. Members are appointed for life.
2017-Today: Centre for Economic Policy Research (CEPR).
2008-2011: New York University. Visiting scholar at Stern first then moved to the Economics Department, faculty sponsors Robert Engle and Boyan Jovanovic, respectively.
2004-2005. New York University. Visiting scholar Stern, faculty sponsor Joel Hasbrouck.
2002: Tsinghua University Beijing. Visiting scholar, faculty sponsor Yang Zhishu.
2001: Stanford University. Visiting researcher at GSB, faculty sponsor Peter Reiss.
2000: University of Pennsylvania. Visiting doctoral fellow at Wharton, faculty sponsor Marshall Blume.
Honors and Fellowships
2023: Auckland Centre for Financial Research. “Who Knows? Information Differences Between Trader Types” received Best Paper Award at Derivative Markets Conference 2023.
2023: Financial Management Association. “Who Knows? Information Differences Between Trader Types” received Best Paper Award in Investments and Asset Pricing at FMA Aalborg conference.
2019: Asia-Pacific Association of Derivatives. Paper “Central Counterparty Exposure in Stressed Markets” received “KRX Outstanding Paper Award” at 15th Annual Conference ($1,500).
2018: Review of Asset Pricing Studies (RAPS). “Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties” received “RAPS Best Paper Award” ($20,000).
2018: Netherlands Organization for Scientific Research (NWO). VICI grant (€1,500,000) to fund five-year research program.
2017: Norwegian Finance Initiative. Norges Bank Investment Management grant ($860,000) to fund three-year research program on “Transparency and Financial Market Quality,” proposed jointly with Carole Comerton-Forde (UNSW), Terrence Hendershott (UC Berkeley), Charles Jones (Columbia U), and Christine Parlour (UC Berkeley).
2017: Netherlands Organization for Scientific Research (NWO). Research Talent grant (€200,000) for PhD candidate Shihao Yu to fund four-year research program. Competitive selection. Top 10% awarded.
2015: China International Conference in Finance. Paper “Shades of Darkness: A Pecking Order of Trading Venues” received “TCW Best Paper Award” ($2,500).
2015: European Financial Management Association. Paper “Should Fast-Moving Capital in Crowded Trades be Avoided?” received “Euronext Capital Markets Best Paper Award” (EUR 1,500).
2015: Finance Down Under (U of Melbourne). Paper “Shades of Darkness: A Pecking Order of Trading Venues” received “Best Paper Award” (AUD 4,000).
2014: Eastern Finance Association (EFA). Paper “Need for Speed? Exchange Latency and Market Quality” awarded outstanding paper in investments award.
2012: American Finance Association (AFA). Paper “Does Algorithmic Trading Improve Liquidity?” finalist for 2011 Smith Breeden Prize.
2010: Netherlands Organization for Scientific Research (NWO). VIDI grant (€800,000) to fund five-year research program.
2008: Western Finance Association. NYSE Euronext award for the best paper in equity trading (€5,000) received at the WFA 2008 meeting in Waikoloa, Hawaii.
2008: Vrije Universiteit Amsterdam. VU talent grant (€1,000,000) received after reaching the final round of the EU ERC starting grant competition. Personal grant to fund 5 year research program.
2007: Royal Dutch Economic Association. Pierson medal, i.e., “Dutch Bates Clark” (€5,000) as “promising young Dutch economist.”
2004: Netherlands Organization for Scientific Research (NWO). VENI Grant (€200,000) to fund three-year research program.
2003: European Central Bank. Lamfalussy Scholarship (€10,000) to fund research on European government bond markets.
2001: Federation of European Exchanges. Josseph de la Vega Prize (€8,000), annual award for “outstanding research on securities markets in Europe.”
2000: Institute of International Education. Fulbright scholarship ($12,000) to fund research and study at Wharton and Stanford.
Non-Academic Affiliations
2012-2016: Autorité des Marchés Financiers (“French SEC”). Member of the academic board.
2011-2014: European Securities and Markets Authority (ESMA). One of the twelve members of the Group of Economic Advisors of the Committee of Economic and Markets Analysis (CEMA).
Professional Service
2023-Today: Netherlands Organization for Scientific Research (NWO). Member of Scientific Advisory Board for Social Sciences and Humanities.
2021-Today: European Finance Association. Conference Chair EFA 2023 (semi-centennial edition).
2021-Today: Journal of Financial Economics. Associate Editor.
2021-Today: Netherlands Authority for the Financial Markets (AFM). Member of the Capital Market Committee.
2014-Today: Market Microstructure and Liquidity. Associate Editor.
2011-Today: Journal of Derivatives. Advisory Board Member.
2015-2021: Review of Asset Pricing Studies. Associate Editor.
2014-2016: European Finance Association (EFA). Elected Member of the Executive Board.
2011: UK Government. Wrote commissioned report on “Electronic Trading and Market Structure” for the Foresight project “The Future of Computer Trading in Financial Markets.”
