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Faculty Profile
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.
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