Yu An is an Assistant Professor of Finance at the Carey Business School of Johns Hopkins University. His research interests include asset pricing, with a particular focus on investor trading.
Education
- Ph.D., Finance, Stanford Graduate School of Business
- MS, Financial Mathematics, Stanford University
- BA, Finance, Peking University
- BS, Statistics, Peking University
Research
Selected publications
- "Index Providers: Whales Behind the Scenes of ETFs” with Matteo Benetton and Yang Song, Journal of Financial Economics, Editor’s Choice, 2023
- Does the Federal Reserve Obtain Competitive and Appropriate Prices in Monetary Policy Implementations?” with Zhaogang Song, Review of Financial Studies, 2023
Working papers
- “Intermediary Elasticity” with Amy Wang Huber, 2024.
- “A Factor Framework for Cross-Sectional Price Impacts” with Yinan Su and Chen Wang, 2024.
- “An Axiomatic Approach to Informed Order Flow” with Zeyu Zheng, 2024.
Teaching
Current
- Derivatives
Previous
- Continuous Time Finance