Longxuan Wang Email & Phone Number

New York, Ny, Us

Greater New York City Area

Chapel Hill, Nc

▪ Examined the causal relationship and volatility spillover between Chinese CSI 300 stock index and index futures using high-frequency data ▪ Found significant evidence for Granger causality from futures returns to stock returns, as well as bidirectional volatility spillover between the two markets using VECM and GARCH models.▪ Coded on Matlab a dependent wild bootstrap method for robustness test

Chapel Hill, Nc

▪ Worked on a team with another research fellow investigating a topic in financial econometrics: the performance of mean-semivariance optimization method in asset allocation under different asset return distribution settings▪ Used Constant Conditional Correlation GJR-GARCH model in Monte Carlo simulation▪ Found statistically significant out-performance of mean-semivariance optimization over traditional mean-variance optimization in terms of a variety of performance measurements

Shanghai City, China

▪ Worked on a team with experienced analysts, responsible for collecting and analyzing the latest market news in China's futures market▪ Involved in developing algorithmic trading for the expected launch of China's option market▪ Wrote weekly reports on the fundamental trends in China's financial market▪ Helped organize training sessions for interns

Chapel Hill, Nc

▪ Worked in a team environment whose members jointly take charge of interlibrary loan requests from state, national, and international libraries for loans and copies from the University Library▪ Responsible for processing loans in Millennium system and updating request status in the ILLiad database▪ Retrieved, scanned, and sent requested materials electronically through OCLC system

Master Of Arts (M.A.), Economics

Bachelor Of Science (B.S.), Mathematical Decision Science, Economics, And Ppe, 3.83

Activities and Societies: International Leadership Association, Cultural Competency Leadership Institute