Christina Dan Wang

While a PhD student at the University of Chicago, Christina Dan Wang developed and analyzed an 
estimator of leverage effect based on high frequency data.  The leverage 
effect measures the relationship between market returns and volatility,
 and is intimately related to skewness in returns, as well as 
to classical financial leverage and to volatility as a measure of fear.
  While the importance of the leverage effect has been known for a long time, 
this is first time that an estimator has been proposed based on
 rigorous mathematical and econometric considerations.  A substantial
 amount of literature will need to be revisited on the basis of Christina Dan’s work.

Christina Dan Wang received a Stevanovich Fellowship in Quantitative Finance in 2011.  

Dr. Wang completed her PhD in 2012, and took a Postdoctoral Research Associate position at Princeton University until 2015.  She was an Assistant Professor at Columbia University until joining NYU Shanghai as Assistant Professor of Finance,