Lan Zhang is a Chinese-American scholar of financial econometrics specializing in market microstructure and high frequency data.
While a doctoral student, she also spent a year as an exchange scholar at the Bendheim Center for Finance at Princeton University.
[2] Her doctoral dissertation, From Martingales to ANOVA: Implied and Realized Volatility, was supervised by Per Aslak Mykland.
[3] She joined Carnegie Mellon University (CMU) as an assistant professor of statistics, affiliated with the Center for Computational Finance, in 2001.
She was tenured there as an associate professor, effective 2006, but by 2005 had already left CMU to take an assistant professorship at the University of Illinois Chicago.