Directory

Yajun Wang

Assistant Professor

Department: 
Finance
Office: 
4416 Van Munching Hall
Phone: 
(301) 405-3412
Education: 
Ph.D. in Finance, Washington University
Bio: 

Yajun Wang’s research interests include theoretical and empirical asset pricing and market microstructure. Her recent work focuses on understanding the effects of market frictions such as margin requirements, information asymmetry, transaction costs, and imperfect competition on asset prices, market volatility, market illiquidity, and social welfare. Her recent work also examines how risk aversion affects the payoff distribution of an investor’s optimal portfolio in a quite general setting. She received her PhD in Finance from Washington University in St. Louis in 2011.