SelectedWorks - Weijia Peng

Skip to main content

MENU Toggle navigation menu

Sign up
Log in

Sacred Heart University DigitalCommons@SHU Gallery Expert Gallery

Contact

Selected Works of Weijia Peng

Selected Works of Save Cancel

Assistant Professor Finance (Business Analytics)

Title Save Cancel

Weijia Peng, Ph.D. is Assistant Professor of Finance in the Jack Welch College of Business & Technology at Sacred Heart University. Dr. Peng received her Ph.D. in Economics from Rutgers University. Prior to teaching, Dr. Peng worked as an analyst and quantitative researcher. Her research interests are financial econometrics, macroeconometrics, time series analysis and forecasting and empirical asset pricing.

Works
About

×

About Weijia Peng

Weijia Peng, Ph.D. is Assistant Professor of Finance in the Jack Welch College of Business & Technology at Sacred Heart University. Dr. Peng received her Ph.D. in Economics from Rutgers University. Prior to teaching, Dr. Peng worked as an analyst and quantitative researcher. Her research interests are financial econometrics, macroeconometrics, time series analysis and forecasting and empirical asset pricing.

Positions

August 2020 - Present	Assistant Professor Finance, Sacred Heart University ‐ Jack Welch College of Business & Technology
Institution Organization Position Type Position Title Time Period to Options Current Position Affiliate my profile with this Institution
2017 - 2019	Instructor, Rutgers University
Institution Organization Position Type Position Title Time Period to Options Current Position Affiliate my profile with this Institution
2015 - 2018	Teaching Assistant, Rutgers University
Institution Organization Position Type Position Title Time Period to Options Current Position Affiliate my profile with this Institution
September 2013 - December 2013	Analyst, BMO Financial Group
Institution Organization Position Type Position Title Time Period to Options Current Position Affiliate my profile with this Institution

Disciplines

Finance and Financial Management and Business Analytics

Research Interests

financial econometrics, empirical asset pricing, macroeconometrics, and time series analysis and forecasting

Title

URL

Funding Agency

Grant Name

Grant Number

Amount

$

Role

Colleague(s)

Time Period

to

Enter a valid date range.

Current Grant

Position

Affiliation

Time Period

to

Enter a valid date range.

Current Position

URL

Education

Institution

Organization

Student Type

Student Title

Degree

Time Period

to

Options

Currently enrolled

Affiliate my profile with this Institution

2014 - 2020	Ph.D. Econometrics & Quantitative Economics, Rutgers University
Institution Organization Student Type Student Title Degree Time Period to Options Currently enrolled Affiliate my profile with this Institution
2015 - 2017	MS Statistics & Economics, Rutgers University
Institution Organization Student Type Student Title Degree Time Period to Options Currently enrolled Affiliate my profile with this Institution
2010 - 2014	BS Mathematics & Economics, Central University of Finance and Economics ‐ Mathematics, Economics
Institution Organization Student Type Student Title Degree Time Period to Options Currently enrolled Affiliate my profile with this Institution

Links

Weija Peng Personal website
WCBT
Finance Department

Contact Information

Finance

Jack Welch College of Business & Technology

West Campus East Building WCE*E-1124

Email:

View All
Research Works
Dissertation

Research Works (3)

Sector-level equity returns predictability with machine learning and market contagion ...

Empirical Economics (2023)

Weijia Peng and Chun Yao

In this paper, we develop new latent risk measures that are designed as a prior synthesis of key forecasting information ...

Co-Jumps, Co-Jump Tests, and Volatility Forecasting: Monte Carlo and Empirical ...

WCBT Faculty Publications (2022)

Weijia Peng and Chun Yao

This study classifies jumps into idiosyncratic jumps and co-jumps to quantitatively identify systematic risk and idiosyncratic risk by utilizing high-frequency ...

Financial econometrics and big data: A survey of volatility estimators ...

Handbook of Statistics (2019)

Arpita Mukherjee, Weijia Peng, Norman R. Swanson and Xiye Yang

Dissertation (1)

Essays on Forecasting Methods in High-frequency Financial Econometrics

This dissertation studies methodologies on forecasting methods in high-frequency financial econometrics. The dissertation consists of three chapters. In the first ...

Copyright 1999–2023 bepress.™ All rights reserved.

Contact Us
Terms of Service
Copyright
Privacy Policy
User Guide