Yu An

Yu An is an Assistant Professor of Finance at the Carey Business School, Johns Hopkins University. His research bridges investor trading quantities with asset pricing theory, focusing on how demand and information effects influence financial markets through systematic risk factors.

• Ph.D., Finance, Stanford Graduate School of Business
• MS, Financial Mathematics, Stanford University
• BA, Finance & BS, Statistics, Peking University

Yu’s work emphasizes the factor model of price impacts, exploring cross-sectional price-quantity relationships and intermediary elasticity. His recent publications address ETF pricing dynamics and Federal Reserve market interventions.

Scientific Awards:

• Editor’s Choice, Journal of Financial Economics (2023)

Yu teaches courses in derivatives and previously taught Continuous Time Finance. His research highlights the role of informed order flow and intermediary risk-sharing in shaping asset prices.