Can my employer tell me i cannot wear a wig?

I don't like my hair at the moment so i'm trying to grow it out and i figured i'd get a wig so i don't have to deal with my actually hair while its in this in-between ugly stage. But when i wore it to work my boss told me its an extreme hairstyle and that i couldn't wear it unless i had a medical condition that makes me need it. Is a wig an accessory or should it be treated like my own hair?? Is a wig considered to be an extreme hairstyle?? and can my employer really tell me that i cannot wear a wig at all??