Curriculum Vitae

                                                        October 2004

                                                University of Pennsylvania

 

Jin (Ginger) Wu

Economics Department                                                              

University of Pennsylvania                                                        

3718 Locust Walk, Room 160                                                              

Philadelphia, PA 19104                                                                            

(215) 417-4321 (H) (215) 620-9250 (M)                                                   

E-Mail: jinw@ssc.upenn.edu

URL: http://www.econ.upenn.edu/~jinw            

 

EDUCATION

Ph.D. in Economics, University of Pennsylvania, May 2005 (Expected)

Dissertation: “Divergence of Opinion and the Cross Section of Stock Returns”

Committee: Francis X. Diebold (Chair), Gregory Kordas, A. Craig MacKinlay, Frank Schorfheide,

Yihong Xia

B.A. in Economics, Peking University, May 2000

 

RESEARCH INTERESTS

Empirical Asset Pricing, Time Series Econometrics, Market Microstructure, Behavioral Finance

 

PUBLICATIONS

"A Framework for Exploring the Macroeconomic Determinants of Systematic Risk," American Economic Review, May 2005, Forthcoming.  With T. Andersen, T. Bollerslev and F. Diebold.

"Realized Beta: Persistence and Predictability," in T. Fomby (ed.) Advances in Econometrics: Econometric Analysis of Economic and Financial Time Series, Volume B, 2005, forthcoming. With T. Andersen, T. Bollerslev and F. Diebold.

UNPUBLISHED RESEARCH PAPERS

“Divergence of Opinion and the Cross Section of Stock Returns” (Job Market Paper)

 

RESEARCH IN PROGRESS

“Macroeconomic Fundamentals and Time-Varying Betas,” with Andersen, T.G., Bollerslev, T., and Diebold, F.X.

“Differences of Opinion and Negative Asymmetries in Returns”

“Varieties of Capital Flight,” with Abiad, A. and Mody, A.

 

HONORS AND AWARDS

Japan-IMF Scholarship, International Monetary Fund, 2000-2002

Outstanding Graduating Senior, Peking University, 2000

Motorola Scholarship Awarded to Distinguished Students, Peking University, 1999

Best Academic Performance Award, Peking University, 1998

 

TEACHING INTERESTS

Econometrics, Asset Pricing, Corporate Finance, Macroeconomics International Finance

 

TEACHING EXPERIENCE

Economics Department – Undergraduate Levels

Recitation Instructor, Introduction to Microeconomics, Professor Rebecca Stein, Fall 2004

Lecturer, Introduction to Microeconomics, Summer 2004

Recitation Instructor, Introduction to Macroeconomics, Professor Gwen Eudey, Spring 2004

Teaching Assistant, Econometrics, Professor Frank Schorfheide, Fall 2003

Recitation Instructor, Introduction to Macroeconomics, Professor Gwen Eudey, Spring 2003

Recitation Instructor, Introduction to Macroeconomics, Professor Gwen Eudey, Fall 2002

 

The Wharton School – Undergraduate, MBA, and Executive Levels

Teaching Assistant, Funding Investments, Professor Gary Gorton, Fall 2003