Yajun Wang

Yajun Wang

CUNY Baruch College - New York / United States
Business & Management / Marketing
AD Scientific Index ID: 5270224
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person_outline Yajun Wang's MOST POPULAR ARTICLES
1-) Smooth trading with overconfidence and market power The Review of Economic Studies 85 (1), 611-662, 2018
2-) Market making with asymmetric information and inventory risk Journal of Economic Theory 163, 73-109, 2016
3-) Portfolio choice with market closure and implications for liquidity premia Management Science 62 (2), 368-386, 2016
4-) Why can margin requirements increase volatility and benefit margin constrained investors? Review of Finance 20 (4), 1449-1485, 2016
5-) Asset pricing implications of short-sale constraints in imperfectly competitive markets Management Science 65 (9), 4422-4439, 2019