Yu An 安雨

Assistant professor

Johns Hopkins Carey Business School

yua@jhu.edu CV

I primarily work on integrating investor trading (demand and information channels) with canonical asset pricing theory, which starts from P=E[MX]. My work focuses on the theoretical foundation and empirical application of the factor model of price impacts, where trading flows impact asset prices through risk factors. The model features rich patterns of cross-asset substitution, extending beyond traditional mean-variance price impact models and logit demand systems.