Wen Chen

Wen Chen is an Assistant Professor of Finance at the Rawls College of Business, Texas Tech University, with a prior appointment at The Chinese University of Hong Kong, Shenzhen. She holds a Ph.D. in Finance from the University of Maryland, College Park, and a B.S. in Physics from the University of Science and Technology of China. Her research focuses on information economics, market microstructure, asset pricing, and machine learning applications in finance.

Education:

• PhD in Finance, University of Maryland, College Park
• BSc in Physics, University of Science and Technology of China

Research Interests: Her work explores market dynamics, information asymmetry, and algorithmic trading strategies. She applies advanced quantitative methods to analyze market efficiency, regulatory policies, and financial innovation.

Teaching and Service: She teaches courses in asset pricing and financial data analysis. She serves as an ad hoc referee for journals like the Review of Financial Studies and Journal of Financial Markets.

Key Contributions: Her recent work includes studies on dynamic market making under asymmetric information, the welfare implications of information disclosure, and the impact of benchmarking on market efficiency. Her research bridges theoretical finance with empirical analysis, often addressing practical regulatory challenges.