Xiaotong (Vivian) Wang
Ph.D. Candidate in Financial Economics
E-mail:
xiaotong.wang@yale.edu
Web Page:
http://students.som.yale.edu/phd/xw63/vivian.htm
Office Address:
Yale School of Management
135 Prospect Street
P.O. Box 208200
New Haven, CT
Home Address:
420 Temple Street
New Haven, CT 06511
Cell: (203)645-6745
Fax: (203)432-8931
BIOGRAPHICAL SKETCH:
Xiaotong (Vivian) Wang is a fourth year Ph.D. student at
Yale School of Management. Her 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.
Her job market paper examines managers' smoothing of reported earnings
via real economic activities and the impact of this behavior on
asset prices and return volatility. Her other paper, joint with
Matthew Spiegel, analyzes the impact of liquidity and idiosyncratic
risk on the cross sectional variation of stock returns.
Prior to joining Yale School of Management, she studied Economics
at Brown University and did her undergraduate work at Wuhan University,
China. She was ranked number one in Wuhan University out of 230 students
majoring in finance for four years and she won the best student
award for being ranked number 9 in China's National College Entrance
Exam out of millions of high school students.
Education:
Yale University, New Haven, CT.
 Ph.D.
in Financial Economics September 2002-Present
Expected May 2006.
M.S.
in Statistics Expected May 2006.
M.A.
in Finance December 2005.
Brown University,Providence RI.
M.A. in Economics, , June 2000.
Wuhan University,Wuhan, China
B.A. in Economics, , June 1997.
(Ranked No. 1 over 230 finance students)
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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