Editor, Review of Financial Studies, 2000- Associate Editor, Journal of Finance, 2000-
Associate Editor, Journal of Econometrics, 1985-2000
Associate Editor, Journal of Japanese and International Economics, 1990-
Associate Editor, Journal of Fixed Income, 1991-
Associate Editor, Journal of Computational Finance, 1997-
Associate Editor, Financial Analysts Journal, 1998-2000
Associate Editor, Econometrica, 1987-1993
Associate Editor, Review of Economic Studies, 1986 - 1989
Associate Editor, Review of Financial Studies, 1987-1990