Xiaotong (Vivian) Wang


Xiaotong (Vivian) Wang
Ph.D. Yale University

Web Page:

Office Address:
  Smeal College of Business
  336 Business Building
  Penn State University
  University Park, PA 16803

Phone: (814)8670068
Fax: (814)865-3362


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.
  Ph.D. in Financial Economics, 2006
  M.S. in Statistics, 2006.
  M.A. in Finance, 2005.

Brown University,Providence RI.
  M.A. in Economics, 2000.

Wuhan University,Wuhan, China
  B.A. in Economics, 1997.

Research Interests:

  Asset Pricing: pricing anomalies and intertemporal models.
  Financial Accounting: dissemination of accounting information into asset prices.
  Market Microstructure: liquidity, volatility estimation using high frequency data.
  Probability and Statistics: stochastic control, quadratic variation measures and realized volatility.

Teaching Interests:

  MBA level: Fixed Income, Financial Engineering, Financial Accounting, Investments, International Finance, Statistics.
  Ph.D. level:Continuous Time Asset Pricing, Discrete Time Asset Pricing, Time Series Financial Econometrics, Market Microstructure.
  Undergraduate level: Investments, Microeconomics, Econometrics.

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