Christina Dan Wang

Assistant Professor of Finance, NYU Shanghai

Global Network Assistant Professor, NYU



Christina Dan Wang is Assistant Professor of Finance, NYU Shanghai; Global Network Assistant Professor, NYU. Prior to joining NYU Shanghai, Wang was an Assistant Professor at in the Department of Statistics at Columbia University and a Postdoctoral Researcher in the Operations Research and Financial Engineering department and Bendheim Center for Finance at Princeton University. Wang is the recipient of numerous awards and honors including: the Provost's Grants Program for Junior Faculty, Columbia University; the Stevanovich Fellowship in Quantitative Finance, and the Oxford-Man Institute Scholarship. 

Research interests: Financial Econometrics, High Frequency Analysis, Microstructure Noise, Asset Pricing, Risk Management 


Selected Publications

Christina Dan Wang, and Per A.Mykland, “The Estimation of Leverage Effect with High Frequency Data”, Journal of the American Statistical Association, Volume 109, Issue 505, January 2014

Yacine A ̈ıt-Sahalia, Jianqing Fan, Christina Dan Wang, and Xiye Yang, “The Estimation of Leverage Effects in Jump Processes”, Journal of the American Statistical Association. Volume 112, Issue 520, Page 1744-1758, 2017



Ph.D., Statistics
University of Chicago