Dr. Jeffrey Russell

Professor

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Biography

Jeffrey Russell conducts research in financial econometrics, time series, applied econometrics, empirical market microstructure, and high-frequency financial data. His recent work focuses on using intraday price data to measure and predict financial asset volatility. His research has been published in notable journals such as the Review of Economic Studies, Journal of Financial Economics, and Econometrica. He received support from the Morgan Stanley Equity Microstructure Grant and the Alfred P. Sloan Doctoral Dissertation Fellowship. In addition to teaching and research, Russell serves as an associate editor for the Journal of Business & Economic Statistics and has been a member of the NASDAQ Board of Economic Advisors. He has also worked as a consultant for various legal and financial companies, including Citadel, where he modeled and forecasted intraday financial returns. His presentations at conferences include the 2006 North American Econometric Society Meetings and the 2005 American Finance Association Annual Meetings. He joined the Chicago Booth faculty in 1996 after earning both a Bachelor's of Arts and a Bachelor's of Science degree in 1991 and receiving his PhD in economics from the University of California at San Diego in 1996, where he was awarded the Econometric Analysis Fellowship and the Academic Excellence Award.

Research Interests

Courses

Business Statistics Financial Econometrics Statistics Time-series Analysis Forecasting Model Building

Requirements for University of Chicago Booth School of Business

Doctorate Program
Requirements
GMAT
GRE General
TOEFL
Total
Required:100
IELTS
Listening
Required:7
Reading
Required:7
Writing
Required:7
Speaking
Required:7
Overall
Required:7
Prerequisites
Undergraduate degree or equivalent
Application Checklist
  • Online application
  • Application fee ($80)
  • Transcripts from all post-secondary institutions
  • Two to four letters of recommendation
  • Resume/CV
  • Statement of Purpose (2-4 pages)
  • Optional writing sample (up to 30 pages)
  • Standardized test scores (GMAT or GRE)
Specialization Notes

The doctoral program at Booth is organized into 'dissertation areas' which include Accounting, Behavioral Science, Econometrics and Statistics, Finance, Marketing, and Operations Management.