Yajun Wang
Assc Professor
Zicklin School of Business
Department: Bert Wasserman Dept Eco & Fin
Areas of expertise:
Email Address: yajun.wang@baruch.cuny.edu
> View CV- Biography
- Teaching
- Research and Creative Activity
- Grants
- Honors and Awards
- Service
Yajun Wang is an associate professor of finance at Baruch College’s Zicklin School of Business. Before joining the Zicklin School, Dr. Wang was on the faculty at the Robert Smith School of Business of University of Maryland at College Park. Dr. Wang’s research focuses on theoretical market microstructure and its links with asset pricing. Her work in this area contributes to the understanding of (i) how heterogeneous beliefs among asset managers affect return predictability; (ii) how crowded trading of strategic asset managers affects market liquidity and market stability; (iii) how market makers optimally make offsetting trades in the presence of asymmetric information and inventory risk and its impact on asset pricing; (iv) the optimal speed of trading by large asset managers who seek to profit from perishable private information; and (v) the effects of market frictions such as short-sale constraints, margin requirements, information asymmetry, and imperfect competition on asset prices, market volatility, liquidity, and social welfare. Her work has been published in leading finance and economics journals, such as the Review of Economic Studies and the Journal of Finance, among others. She received her PhD in Finance from Washington University in St. Louis. See current working papers at https://sites.google.com/site/yajunwangfin/research
Education
Ph.D., Finance, Washington University in St. Louis St. Louis
MSc, Financial Mathematics, National University of Singapore Sinagpore
B.S., Mathematics, Nankai University Tianjin China
| Semester | Course Prefix | Course Number | Course Name |
|---|---|---|---|
| Spring 2023 | FIN | 4710 | Advanced Investment Analysis |
| Spring 2023 | FIN | 4710 | Advanced Investment Analysis |
| Spring 2022 | FIN | 4710 | Advanced Investment Analysis |
| Spring 2022 | FIN | 4710 | Advanced Investment Analysis |
| Spring 2021 | FIN | 4710 | Advanced Investment Analysis |
| Spring 2021 | FIN | 4710 | Advanced Investment Analysis |
| Spring 2020 | FIN | 4710 | Advanced Investment Analysis |
| Spring 2020 | FIN | 4710 | Advanced Investment Analysis |
| Spring 2019 | FIN | 4710 | Advanced Investment Analysis |
| Spring 2019 | FIN | 4710 | Advanced Investment Analysis |
| Fall 2018 | FIN | 4710 | Advanced Investment Analysis |
Journal Articles
Kyle, A., Obizhaeva, A., & Wang, Y. (2023). "Beliefs Aggregation and Return Predictability*". Journal of Finance, 78(1). 427-486.
Liu, H., & Wang, Y. (2019). "Asset Pricing Implications of Short-Sale Constraints in Imperfectly Competitive Markets*". Management Science, 65(9). 4422-4439.
Kyle, A., Obizhaeva, A., & Wang, Y. (2018). "Smooth Trading with Overconfidence and Market Power*". Review of Economic Studies, 85. 611–662.
Liu, H., & Wang, Y. (2016). "Market Making with Asymmetric Information and Inventory Risk*". Journal of Economic Theory, 163. 73-109.
Liu, H., & Wang, Y. (2016). "Portfolio Choice with Market Closure and Implications for Liquidity Premia*". Management Science, 62(2). 368- 386.
Wang, Y. (2016). "Why Can Margin Requirements Increase Volatility and Benefit Margin Constrained Investors?*". Review of Finance, 20(4). 1449-1485.
Dybvig, P., & Wang, Y. (2012). "Increases in Risk Aversion and the Distribution of Portfolio Payoffs*". Journal of Economic Theory, 147. 1222-1246.
Presentations
Wang, Y., Chen, W., & Hu, B. How Does Benchmarking Affect Market Efficiency?—The Role of Learning Technology. Midwest Finance Association Meetings.
Wang, Y., Chen, W., & Hu, B. How Does Benchmarking Affect Market Efficiency?—The Role of Learning Technology. Quantitative Research in Financial Economics (QRFE) centre at Durham University.
Wang, Y. (2023, August 19). Discussant of "Algorithmic Pricing and Liquidity in Securities Markets" by Jean-Edouard Colliard, Thierry Foucault, and Stefano Lovo. European Finance Association Meetings. Amsterdam
Wang, Y. (2023, August 18). Discussant of "Principal Trading Arrangements: Optimality under Temporary and Permanent Price Impact" by Markus Baldauf, Christoph Frei, and Joshua Mollner. European Finance Association Meetings. Amsterdam
Wang, Y. (2023, May 19). Discussant of "Less Is More" by Bart Zhou Yueshen and Junyuan Zou. Stern Microstructure Conference. NYU
Wang, Y., Chen, W., & Hu, B. (2023, August 17). How Does Benchmarking Affect Market Efficiency?—The Role of Learning Technology. European Finance Association Meetings (poster sessions).
Wang, Y., Chen, W., & Hu, B. (2022, March 12). How Does Benchmarking Affect Market Efficiency?—The Role of Learning Technology. : CUNY Graduate School.
Wang, Y. (2021, July 8). Discussant of "In Short Supply: Efficiency Implications of Rational Attention Allocation". China International Conference in Finance. Shanghai and Online
Wang, Y. (2021, July 8). Do Short-sale Constraints Restrict Negative Information Revelation?. China International Conference in Finance. Shanghai and online
Wang, Y. (2021, May 31). Discussion of "Information Chasing versus Adverse Selection". Financial Intermediation Research Society Conference. Virtual: Financial Intermediation Research Society Conference.
Wang, Y. (2021, January 31). Discussion of “Price Destabilizing Speculation: The Role of Strategic Limit Orders” by Suman Banerjee, Ravi Jagannathan, and Kai Wang. American Finance Association Conference. Virtual: American Finance Association Conference.
Wang, Y. (2020, November 12). Do Short-sale Constraints Restrict Negative Information Revelation?. The Chinese University of HongKong at Shenzhen. The Chinese University of HongKong at Shenzhen: The Chinese University of HongKong at Shenzhen.
Wang, Y. (2020, October 31). Discussion of “The Pre-FOMC Announcement Drift and Private Information: Kyle Meets Macro-Finance” by Chao Ying. Financial Management Association Conference. Virtual: Financial Management Association Conference.
Wang, Y., Chen, W., & Hu, B. (2020, October 31). Benchmarking Concerns and Attention Allocation. Women in Microstructure early idea seminar.
Wang, Y. (2020, October 15). Do Short-sale Constraints Restrict Negative Information Revelation?. Washington University in St. Louis. Washington University in St. Louis: Washington University in St. Louis.
Wang, Y. (2020, September 15). Do Short-sale Constraints Restrict Negative Information Revelation?. Baruch College. Baruch College: Baruch College.
Wang, Y. (2019, October 31). Trading in Crowded Markets. Quant Group at Lord Abbett. Baltimore: University of Maryland at Baltimore County.
Wang, Y. (2019, December 31). Trading in Crowded Markets. 2019 CFM-Imperial Workshop on Market Microstructure at Imperial College of London.
Wang, Y. (2019, September 30). Trading in Crowded Markets. University of Technology Sydney.
Wang, Y. (2019, August 31). Discussion of “Dynamic Adverse Selection and Liquidity” by Ioanid Rosu. European Finance Association Conference. Portugal: European Finance Association.
Wang, Y. (2019, June 30). Trading in Crowded Markets. Western Finance Association Conference. Huntington Beach, CA: Western Finance Association.
Wang, Y. (2019, May 31). . SFS Finance Cavalcade. CMU: SFS Cavalcade North America.
Wang, Y. (2019, March 31). Dynamic Market Making and Asset Pricing. Midwest Finance Association Meetings. : Midwest Finance Association.
Wang, Y. (2019, October 31). Trading in Crowded Markets. University of Maryland at Baltimore County. Baltimore: University of Maryland at Baltimore County.
Wang, Y. (2019, September 30). Trading in Crowded Markets. The Australian National University.
Wang, Y. (2019, September 30). Trading in Crowded Markets. The University of New South Wales.
Wang, Y. (2019, March 31). Index Investing and Price Discovery. Midwest Finance Association Meetings. : Midwest Finance Association.
Wang, Y. (2019, September 30). Dynamic Market Making and Asset Pricing. The University of Sydney.
Wang, Y. (2019, September 30). Dynamic Market Making and Asset Pricing. The University of Queensland.
Wang, Y. (2018, February 28). Trading in Crowded Markets. The University of Illinois at Urbana–Champaign. The University of Illinois at Urbana–Champaign
Wang, Y. (2018, March 31). Trading in Crowded Markets. Baruch College. Baruch College
Wang, Y. (2018, April 30). Trading in Crowded Markets. Finance Theory Group Meeting at MIT. MIT: Finance Theory Group.
Wang, Y. (2018, May 31). Discussion of “Commodity Financialization and Information Transmission” by Itay Goldstein and Liyan Yang. SFS Finance Cavalcade. Yale: SFS Cavalcade North America.
Wang, Y. (2018, May 31). Trading in Crowded Markets. NYU Stern Microstructure Meeting. New York: NYU Stern.
Wang, Y. (2018, June 30). Discussion of “Funding Constraints and Informational Efficiency” by Sergei Glebkin, Naveen Gondhi, And John Chi-Fong Kuong. Western Finance Association Conference. Coronado, CA: Western Finance Association.
Wang, Y. (2018, July 31). Trading in Crowded Markets. SWUFE IFS. China
Wang, Y. (2018, July 31). Trading in Crowded Markets. China International Conference in Finance. Tianjin, China
Wang, Y. (2018, July 31). Discussion of “Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency” by Matthijs Breugem, Collegio Carlo Alberto, and Adrian Buss. China International Conference in Finance. Tianjin, China
Wang, Y. (2018, August 31). Discussion of “Quoting Activity and the Cost of Capital” by Ioanid Rosu, Elvira Sojli, and Wing Wah Tham. European Finance Association Conference. Warsaw, Poland: European Finance Association.
Wang, Y. (2018, September 30). Dynamic Market Making and Asset Pricing. Northern Finance Association Annual Conference. CHARLEVOIX, QUEBEC: Northern Finance Association.
Wang, Y. (2018, October 31). Trading in Crowded Markets. Market Liquidity and Microstructure Invariance Conference at Cambridge. Cambridge, UK: Cambridge-INET Institute and Keynes Fund Administrator.
Wang, Y. (2018, January 31). Dynamic Market Making and Asset Pricing. Johns Hopkins University. Johns Hopkins University
Wang, Y. (2017, July 31). Trading in Crowded Markets. Cheung Kong GSB. Beijing, China: Cheung Kong GSB.
Wang, Y. (2017, August 31). Trading in Crowded Markets. Finance Theory Group Summer School at Washington University in St. Louis. Washington University in St. Louis: Finance Theory Group.
Wang, Y. (2017, September 30). Asset Pricing Implications of Short-sale Constraints in Imperfectly Competitive Markets. Northern Finance Association Annual Conference. Canada: Northern Finance Association.
Wang, Y. (2017, July 31). Dynamic Market Making and Asset Pricing. SWUFE IFS. China
Wang, Y. (2017, June 30). Discussion of “Identifying Information Asymmetry in Securities Markets” by Kerry Back, Kevin Crotty, and Tao Li. Sixth ITAM Finance Conference. Mexico City: ITAM Finance.
Wang, Y. (2017, June 30). Discussion of “Understanding the Impacts of Dark Pools on Price Discovery” by Linlin Ye. Third Women in Microstructure Meeting.
Wang, Y. (2016, August 31). Beliefs Aggregation and Return Predictability. European Finance Association Conference. : European Finance Association.
Wang, Y. (2016, June 30). Discussion of “Information Asymmetry, Market Participation, and Asset Prices” by David Hirshleifer, Chong Huang, and Siew Hong Teoh. 27th Annual Conference on Financial Economics & Accounting. Canada
Wang, Y. (2016, June 30). Beliefs Aggregation and Return Predictability. Western Finance Association Conference. Park City, Utah: Western Finance Association.
Wang, Y. (2015, August 31). Asset Pricing Implications of Short-sale Constraints in Imperfectly Competitive Markets. European Finance Association Conference. : European Finance Association.
Wang, Y. (2015, May 31). Beliefs Aggregation and Return Predictability. SFS Finance Cavalcade. : SFS Cavalcade North America.
Wang, Y. (2014, July 31). Discussion of “Good Disclosure, Bad Disclosure ” by Itay Goldstein and Liyan Yang. China International Conference in Finance. China
Wang, Y. (2014, October 31). Smooth Trading with Overconfidence and Market Power. Baruch College. Baruch College
Wang, Y. (2014, December 31). Smooth Trading with Overconfidence and Market Power. NBER Market Microstructure Conference. : NBER.
Wang, Y. (2014, July 31). Smooth Trading with Overconfidence and Market Power. China International Conference in Finance. China
Wang, Y. (2014, January 31). Smooth Trading with Overconfidence and Market Power. American Finance Association Conference. : American Finance Association.
Wang, Y. (2014, April 30). Smooth Trading with Overconfidence and Market Power. Campbell & Company. Baltimore: Campbell & Company.
Wang, Y. (2014, May 31). Smooth Trading with Overconfidence and Market Power. SFS Finance Cavalcade. : SFS Cavalcade North America.
Wang, Y. (2013, October 31). Market Making with Asymmetric Information and Inventory Risk. TCFA Best Paper Symposium. New York City
Wang, Y. (2013, July 31). Discussion of “Ex Post Equilibria in Double Auctions of Divisible Assets” by Songzi Du and Haoxiang Zhu. China International Conference in Finance. China
Wang, Y. (2013, July 31). Asset Pricing Implications of Short-sale Constraints in Imperfectly Competitive Markets. China International Conference in Finance. China
Wang, Y. (2013, July 31). Smooth Trading with Market Power and Overconfidence. China International Conference in Finance. China
Wang, Y. (2013, July 31). Smooth Trading with Market Power and Overconfidence. Summer Institute of Finance Conference. China
Wang, Y. (2013, June 30). Discussion of “Costs and Benefits of Dynamic Trading in a Lemons Market” by William Fuchs and Andrzej Skrzypacz. Western Finance Association Conference. : Western Finance Association.
Wang, Y. (2013, May 31). Discussion of “Volatility Risks and Growth Options” by Hengjie Ai and Dana Kiku. SFS Finance Cavalcade. : SFS Cavalcade North America.
Wang, Y. (2012, November 30). Smooth Trading with Market Power and Overconfidence. Michigan State University.
Wang, Y. (2012, June 30). Discussion of “Financial Intermediation, International Risk Sharing, and Reserve Currencies” by Matteo Maggiori. Western Finance Association Conference. : Western Finance Association.
Wang, Y. (2012, July 31). Market Making with Asymmetric Information and Inventory Risk. China International Conference in Finance. China
Wang, Y. (2012, July 31). Discussion of “Insider Trading with Uncertain Informed Trading” by Tao Li. China International Conference in Finance. China
Wang, Y. (2012, May 31). Discussion of “Speculation and Hedging in Segmented Markets” by Itay Goldstein, Yan Li, Liyan Yang. FIRS Conference. : Financial Intermediation Research Society.
Wang, Y. (2011, January 31). Why Can Margin Requirements Increase Volatility and Benefit Margin Constrained Investors?. Cheung Kong GSB.
Wang, Y. (2011, January 31). Why Can Margin Requirements Increase Volatility and Benefit Margin Constrained Investors?. Hong Kong University.
Wang, Y. (2011, January 31). Why Can Margin Requirements Increase Volatility and Benefit Margin Constrained Investors?. London Business School.
Wang, Y. (2011, January 31). Why Can Margin Requirements Increase Volatility and Benefit Margin Constrained Investors?. National University of Singapore.
Wang, Y. (2011, January 31). Why Can Margin Requirements Increase Volatility and Benefit Margin Constrained Investors?. Penn State University.
Wang, Y. (2011, January 31). Why Can Margin Requirements Increase Volatility and Benefit Margin Constrained Investors?. Singapore Management University.
Wang, Y. (2011, January 31). Why Can Margin Requirements Increase Volatility and Benefit Margin Constrained Investors?. University of Maryland.
Wang, Y. (2011, January 31). Why Can Margin Requirements Increase Volatility and Benefit Margin Constrained Investors?. University of Toronto.
Wang, Y. (2011, January 31). Why Can Margin Requirements Increase Volatility and Benefit Margin Constrained Investors?. University of Wisconsin Madison.
Wang, Y. (2011, January 31). Market Making with Asymmetric Information and Inventory Risk. American Finance Association Meetings.
Wang, Y. (2011, January 31). Why Can Margin Requirements Increase Volatility and Benefit Margin Constrained Investors?. Arizona State University.
Wang, Y. (2011, January 31). Why Can Margin Requirements Increase Volatility and Benefit Margin Constrained Investors?. Case Western Reserve University.
Wang, Y. (2010, October 31). Why Can Margin Requirements Increase Volatility and Benefit Margin Constrained Investors?. Bank of Canada.
Wang, Y. (2010, October 31). Why Can Margin Requirements Increase Volatility and Benefit Margin Constrained Investors?. Georgia State University.
Wang, Y. (2010, July 31). . China International Conference in Finance. China
Wang, Y. (2010, January 31). Why Can Margin Requirements Increase Volatility and Benefit Margin Constrained Investors?. Indiana University at Bloomington.
Wang, Y. (2010, July 31). . Summer Institute of Finance Conference. China
Wang, Y. (2010, July 31). Market Making with Asymmetric Information and Inventory Risk. Summer Institute of Finance Conference.
Wang, Y. (2010, March 31). Market Making with Asymmetric Information and Inventory Risk. UNC/DUKE Asset Pricing Conference.
Wang, Y. (2010, July 31). Market Making with Asymmetric Information and Inventory Risk. China International Conference in Finance.
Negative Information Revelation: Informed Sales Meet Short Sales. 2021 CICF.
Other Scholarly Works
Chen, W., Hu, B., & Wang, Y. (2023). "How Does Benchmarking Affect Market Efficiiency?---The Role of Learning Technology".
In Progress.Dong, X., Liu, H., Shen, S., & Wang, Y. (2023). "Negative Information Revelation: Informed Sales Meet Short Sales".
In Progress.Chen, W., & Wang, Y. (2023). "Dynamic Market Making with Asymmetric Information and Market Power*", 3rd round Revise and Resubmit, Review of Financial Studies.
Chen, W., Hu, B., & Wang, Y. (2023). "Do Position Limits on Futures Trading Benefit Commodity Markets?".
In Progress.Kyle, A., Obizhaeva, A., & Wang, Y. (2023). "Trading in Crowded Markets" Revise and Resubmit at Journal of Financial and Quantitative Analysis.
In Progress.Liu, H., & Wang, Y. (2023). "Mapping Causes to Consequences: The Impact of Indexing".
In Progress.Liu, H., & Wang, Y. (2019). "A Theory of Correlated-Demand Driven Liquidity Commonality".
In Progress.Research Currently in Progess
Kyle, A., Obizhaeva, A., & Wang, Y.(n.d.). "Industrial Organization Implications of a One-Period Invariance Model". In Progress.
Hua, J., Kong, L., & Wang, Y.(n.d.). "Intraday Dynamics of NASDAQ Stocks in the Electronic Trading Era: Uncovering Strong U-Shape Patterns in Trading Volume and Bid-Ask Spread". In Progress.
Using TAQ data from 2000 to 2021, we empirically demonstrate that NASDAQ stocks exhibit pronounced U-shaped patterns in both bid-ask spreads and trading volume. We hypothesize that this can be attributed to imperfect competition among liquidity suppliers. Traders often act aggressively at the beginning to capitalize on their private information and tend to re-balance their portfolios around market closure. As a result, trading volumes are typically concentrated at market open and close. Given the imperfect competition, liquidity suppliers can widen bid-ask spreads when trading incentives surge. We further document that the U-shape is more pronounced for smaller stocks and those with larger order imbalances, aligning with our hypothesis and predictions from existing theories.
Kyle, A., Obizhaeva, A., & Wang, Y.(n.d.). "Market Microstructure Invariance with Smooth Trading". In Progress.
Chen, W., & Wang, Y.(n.d.). "Spillover Effects of Short-sale Constraints in Segmented Markets". In Progress.
Chen, W., & Wang, Y.(n.d.). "The Welfare Implications of Information Disclosure Frequency". In Progress.
Chen, W., & Wang, Y.(n.d.). "When Can Positive Return Autocorrelation Arise in Rational Expectations Models?". In Progress.
| Title | Funding Agency Sponsor | Start Date | End Date | Awarded Date | Total Funding | Status |
|---|---|---|---|---|---|---|
| Institutional Investors, Benchmarking Concerns, and Price Informativeness | PSC CUNY 52 | 07/01/2021 | 06/30/2023 | 04/15/2021 | 3500 | Completed |
| Do short-sale constraints reduce information revelation? | PSC-CUNY 51 | 07/01/2020 | 12/31/2022 | 04/17/2020 | 3500 | Completed |
| Crowded Trades and Flash Crashes | PSC-CUNY 50 | 07/01/2019 | 12/31/2020 | 04/15/2019 | 3500 | Completed |
| Do Position Limits on Futures Trading Benefit Commodity Markets? | PSC-CUNY 54 | 07/01/2023 | 06/30/2024 | 04/18/2023 | 3500 | Funded - In Progress |
| Index Investing, Market Risk Premium, and Capital Allocation | PSC CUNY 53 | 07/01/2022 | 12/31/2023 | 04/15/2022 | 3500 | Funded - In Progress |
| Honor / Award | Organization Sponsor | Date Received | Description |
|---|---|---|---|
| 2019 Best Paper in Investments | FMA Asia/Pacific Conference in Vietnam | 2019 | |
| 2019 Yihong Xia Best Paper Award | China International Conference in Finance | 2019 | |
| 2014 TCW Best Paper Award | China International Conference in Finance | 2014 | on the paper "A Market Microstructure Theory of the Term Structure of Asset Returns" |
| 2013 TCFA Best Paper Award | The Chinese Finance Association | 2013 | on the paper "Market Making with Asymmetric Information, Inventory Risk and Imperfect Competition" |
| Top 15% Teaching Award | University of Maryland at College Park | 2012 | |
| Hubert C. Moog Scholar | Washington University in St. Louis | 2010 |
College
| Committee Name | Position Role | Start Date | End Date |
|---|---|---|---|
| Committee for Committees. | Committee Member | Present | |
| Recruiting Committee | Committee Member | Present | |
| Recruting Comittee | Committee Member | Present | |
| Recruiting Committee | Committee Member | Present | |
| Lecturers and Associate Professors panel of AACSB review team | Attendee, Meeting | Present | |
| Lecturers and Associate Professors panel of AACSB review team site visit | Attendee, Meeting | 11/30/2019 |
Professional
| Organization | Position Role | Organization State | Organization Country | Start Date | End Date | Audience |
|---|---|---|---|---|---|---|
| Northern Finance Association | Committee Member | Canada | 1/1/2017 | 10/1/2023 | International | |
| Econometrica | Reviewer, Journal Article | 1/1/2021 | 12/31/2021 | |||
| Midwest Finance Association | Session Chair | United States | 1/1/2021 | 12/31/2021 | ||
| Journal of Finance | Reviewer, Journal Article | 1/1/2017 | 12/31/2021 | |||
| Midwest Finance Association | Committee Member | United States | 1/1/2015 | 12/31/2021 | ||
| Review of Finance | Reviewer, Journal Article | 1/1/2015 | 12/31/2021 | International | ||
| Review of Financial Studies | Reviewer, Journal Article | UK | United Kingdom | 1/1/2012 | 12/31/2021 | International |
| Financial Management Association | Session Chair | United States | 1/1/2021 | 12/31/2021 | ||
| American Finance Association | Session Chair | United States | 1/1/2019 | 12/31/2020 | ||
| Midwest Finance Association | Session Chair | United States | 1/1/2020 | 12/31/2020 | ||
| Management Science | Reviewer, Journal Article | 1/1/2013 | 12/31/2020 | |||
| Midwest Finance Association | Session Chair | United States | 1/1/2018 | 12/31/2019 | ||
| Journal of Economic Theory | Reviewer, Journal Article | 1/1/2012 | 12/31/2019 | |||
| Journal of Banking and Finance | Reviewer, Journal Article | 1/1/2019 | 12/31/2019 | |||
| Journal of Financial Economics | Reviewer, Journal Article | 1/1/2019 | 12/31/2019 | |||
| Journal of Corporate Finance | Reviewer, Journal Article | 1/1/2019 | 12/31/2019 | |||
| The Kyle Conference: Market Mechanisms and Their Impact | Reviewer, Conference Paper | United States | 1/1/2016 | 12/31/2016 | ||
| Review of Derivatives Research | Reviewer, Journal Article | 1/1/2013 | 12/31/2015 | |||
| Journal of Financial Services Research | Reviewer, Journal Article | 1/1/2011 | 12/31/2014 | |||
| Journal of Financial Intermediation | Reviewer, Journal Article | 1/1/2011 | 12/31/2013 | |||
| Mathematics and Financial Economics | Reviewer, Journal Article | 1/1/2011 | 12/31/2012 | |||
| Economics Bulletin | Reviewer, Journal Article | 1/1/2011 | 12/31/2011 |