MENU

David S. Bates

David S. Bates

Finance

Professor
Henry B. Tippie Research Professor of Finance

  319-353-2288
  S336  Pappajohn Business Building
The University of Iowa, Iowa City, IA 52242-1994

Academic History

  • PhD in Economics, Princeton University, 1988
  • MA in Economics, Princeton University, 1985
  • MPA in Economics and Public Policy, Princeton University, 1981
  • BS in Mathematics, Massachusetts Institute of Technology, 1978

Expertise

  • Asset pricing
  • Derivatives
  • Estimation of latent-variable models of volatility and jump risk
  • Informational content of currency and stock index option prices
  • Options

Awards

  • Career Development Award, 2003

Selected Publications

Working Papers

  • How Crashes Develop: Intradaily Volatility and Crash Evolution, David S. Bates

Other Work

  • The Bates and Scott Models, David S. Bates, Encyclopedia of Quantitative Finance/Wiley, 2010
  • Derivatives: Models on Models, Espen Gaardner Haug, David S. Bates, John Wiley & Sons Ltd, 2007, 335-342

Current & Prior Positions

  • Professor, Department of Finance, Henry B. Tippie College of Business, The University of Iowa, August 2006 - Present
  • Associate Professor, Department of Finance, Henry B. Tippie College of Business, The University of Iowa, August 1996 - July 2006
  • Visiting Professor, Humboldt University, Berlin, June 1999 - July 1999
  • Assistant Professor of Finance, The Wharton School, University of Pennsylvania, September 1988 - June 1996
  • Visiting Scholar, Federal Reserve Bank, Philadelphia, May 1994 - August 1994
  • Lecturer, Princeton University, September 1987 - June 1988
  • Teaching Assistant, Princeton University, September 1985 - May 1987
  • Economist, International Monetary Fund, June 1984 - August 1984
  • International Economist, First National Bank of Chicago, June 1981 - August 1983
  • Intern, U.S. Mission to the European Communities, June 1980 - August 1980
  • Research Assistant, Brookings Institution, August 1978 - August 1979

Review and Editorial Work

  • Referee, various journals, 1990 - current

Professional Affiliations

  • Associate Editor, Journal of Financial Econometrics, 2001 - current

Presentations

Committees and Professional Service

  • Finance recruiting committee, 2014-current
  • Society for Financial Econometrics Program Committee, 2014-current
  • European Finance Association Program Committee, 2011-current
  • Western Finance Association Program Committee, 2006-current
  • Ph.D-level Finance comprehensive exams, 1997-current
  • Finance recruiting committee, 2013-2014
  • Midwest Finance Association, 2010-2013
  • American Finance Association Program Committee, 2012-2013
  • Promotion and Tenure Committee, 2010-2012
  • Finance recruiting committee, 2008-2009
  • Society for Financial Econometrics Program Committee, 2009
  • Promotion and Tenure Committee, 2006-2008
  • American Finance Association Program Committee, 2007-2008
  • Library Committee, 2006-2007
  • Nominating Committee, American Finance Association, 2006