Yu An

Yu An, PhD

Assistant Professor
Academic AreaFinance
Areas of InterestAsset Pricing, Financial Intermediation

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