Christina Dan Wang

Christina Dan Wang
Assistant Professor of Finance, NYU Shanghai; Global Network Assistant Professor, Leonard N. Stern School of Business, NYU

Christina Dan Wang is an Assistant Professor of Finance at NYU Shanghai and a Global Network Assistant Professor at the Leonard N. Stern School of Business at 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