I am an Assistant Professor in the Department of Economics at Rutgers, the State University of New Jersey.
Prior to coming to Rutgers, I received my Ph.D. from the University of Amsterdam (2015) and M.Phil. from Tinbergen Institute (2011). In 2009, I graduated with B.A. in Economics and B.Sc. in Mathematics and Applied Mathematics from Peking University, China.
Broadly, my research interests lie in the areas of econometric theory, financial econometrics, asset pricing and empirical finance. My goal is to create a tight connection of econometrics and finance theories: econometric analysis discovers new features from data, and hence stimulates the development of new theories; theoretical analysis develops models with testable implications that may require new econometric tools.
Prior to coming to Rutgers, I received my Ph.D. from the University of Amsterdam (2015) and M.Phil. from Tinbergen Institute (2011). In 2009, I graduated with B.A. in Economics and B.Sc. in Mathematics and Applied Mathematics from Peking University, China.
Broadly, my research interests lie in the areas of econometric theory, financial econometrics, asset pricing and empirical finance. My goal is to create a tight connection of econometrics and finance theories: econometric analysis discovers new features from data, and hence stimulates the development of new theories; theoretical analysis develops models with testable implications that may require new econometric tools.
Contact me at: xiyeyang@econ.rutgers.edu
