This page summarizes my resume. Please click [here] for a complete, printer-friendly version.
2002: Erasmus University. PhD in Economics.
1996: Erasmus University. Master in Econometrics.
2002-Today: Vrije Universiteit Amsterdam. Currently URC Professor of Finance.
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
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).