Christina Dan Wang

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 in the Department of Statistics at Columbia University and a Postdoctoral Researcher in the Operations Research and Financial Engineering department and at the Bendheim Center for Finance at Princeton University. 


Select 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



  • PhD, Statistics
    University of Chicago

Research Interests

  • Financial Econometrics
  • High Frequency Analysis
  • Microstructure Noise
  • Asset Pricing
  • Risk Management 

Courses Taught

  • Statistics for Business and Economics