|Xiaotong (Vivian) Wang
Ph.D. Yale University
Smeal College of Business
336 Business Building
Penn State University
University Park, PA 16803
Xiaotong (Vivian) Wang's research ranges from asset pricing,
financial accounting and market microstructure to financial econometrics.
Her current research focuses on understanding pricing anomalies and the
intertemporal dynamics of the return volatility process.
Prior to joining Smeal College of Business, she studied Finance at Yale
School of Management and Economics department at Brown University.
Yale University, New Haven, CT.
in Financial Economics, 2006
in Statistics, 2006.
in Finance, 2005.
Brown University,Providence RI.
M.A. in Economics, 2000.
Wuhan University,Wuhan, China
B.A. in Economics, 1997.
Pricing: pricing anomalies and intertemporal models.
Accounting: dissemination of accounting information into asset
Microstructure: liquidity, volatility estimation using high
and Statistics: stochastic control, quadratic variation measures and realized volatility.
Fixed Income, Financial Engineering, Financial Accounting, Investments, International
Time Asset Pricing, Discrete Time Asset Pricing, Time Series Financial
Econometrics, Market Microstructure.
Investments, Microeconomics, Econometrics.