|
|
|
|
|
 |
Bruce LehmannProfessor UCSD, IR/PS, 9500 Gilman Drive, La Jolla, CA 92093-0519 Office #1415 Phone: (858) 534-0945 Fax (858) 534-3939 Email: blehmann@ucsd.edu Professor Lehmann is a specialist in financial economics, with expertise in the pricing of capital assets, their volatility, and the markets in which they trade. His main research interests include empirical tests of asset pricing models, the analysis of short-run stock price fluctuations, and the microstructure of securities markets, with recent emphasis on the behavior of Japanese financial markets. Lehmann is the author of numerous articles in leading scholarly journals, including the Journal of Finance;the Journal of Financial Economics; the Macroeconomic Dynamics; the Quarterly Journal of Economics; and the Journal of Econometrics. He is also the author of the entry "Empirical Testing of Asset Pricing Models" in the New Palgrave Dictionary of Money and Finance.Lehmann is founding co-editor of the Journalof Financial Marketsand has served as associate editor of the Review of Financial Studiesand the Review of Quantitative Finance and Accounting. He has served as a director of the Western Finance Association, a member of the Scientific Advisory Board of Investment Technology Group, Inc. and on the boards of directors of First Boston Investment Funds, Inc. and of BEA Associates, Inc. Lehmann has earned many honors and distinctions: he was appointed Batterymarch Fellow, the most prestigious award given to scholars in finance; an Olin Fellow at the National Bureau of Economic Research; and a National Fellow at the Hoover Institution on War, Revolution and Peace at Stanford University. Prior to joining IR/PS in 1992, Lehmann taught at Columbia University.
|
 |