bing han : Citation Profile


Are you bing han?

Shanghai Jiao Tong University

11

H index

11

i10 index

512

Citations

RESEARCH PRODUCTION:

14

Articles

18

Papers

RESEARCH ACTIVITY:

   17 years (2001 - 2018). See details.
   Cites by year: 30
   Journals where bing han has often published
   Relations with other researchers
   Recent citing documents: 144.    Total self citations: 1 (0.19 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha1002
   Updated: 2020-07-04    RAS profile: 2014-12-05    
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Relations with other researchers


Works with:

Hirshleifer, David (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with bing han.

Is cited by:

Hirshleifer, David (15)

Weber, Martin (8)

Schrimpf, Andreas (7)

Sévi, Benoît (7)

Sarno, Lucio (6)

Schmeling, Maik (6)

Menkhoff, Lukas (6)

Jiang, Danling (5)

Takamizawa, Hideyuki (5)

Smajlbegovic, Esad (4)

Xiong, Wei (4)

Cites to:

Shleifer, Andrei (22)

Hirshleifer, David (10)

Grinblatt, Mark (8)

Summers, Lawrence (8)

Vishny, Robert (8)

Stein, Jeremy (8)

Genesove, David (7)

Fudenberg, Drew (7)

Shiller, Robert (7)

Morck, Randall (6)

Fama, Eugene (6)

Main data


Where bing han has published?


Journals with more than one article published# docs
Journal of Financial Economics2
Journal of Finance2
Review of Financial Studies2

Working Papers Series with more than one paper published# docs
Working Paper Series / Ohio State University, Charles A. Dice Center for Research in Financial Economics6
MPRA Paper / University Library of Munich, Germany3
University of California at Los Angeles, Anderson Graduate School of Management / Anderson Graduate School of Management, UCLA2

Recent works citing bing han (2019 and 2018)


YearTitle of citing document
2019BERT-based Financial Sentiment Index and LSTM-based Stock Return Predictability. (2019). Xu, Yabo ; Wu, QI ; Li, Duan ; Mou, Hao ; Huang, Xin ; Git, Joshua Zoen. In: Papers. RePEc:arx:papers:1906.09024.

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2020Spanning analysis of stock market anomalies under Prospect Stochastic Dominance. (2020). Scaillet, Olivier ; Topaloglou, Nikolas ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:2004.02670.

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2017Decomposing the Value Effects of Sustainable Investment: International Evidence. (2017). Yonder, Erkan ; Steiner, Eva ; Devine, Avis. In: ERES. RePEc:arz:wpaper:eres2017_346.

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2017Decomposing the Value Effects of Sustainable Investment: International Evidence. (2017). Yonder, Erkan ; Steiner, Eva ; Devine, Avis. In: ERES. RePEc:arz:wpaper:eres2017_517.

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2018The REIT Debt Puzzle. (2018). Steininger, Bertram Ingolf ; Breuer, Wolfgang ; Nguyen, Duy Linh. In: ERES. RePEc:arz:wpaper:eres2018_77.

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2019Shifts in Monetary Policy and Exchange Rate Dynamics: Is Dornbuschs Overshooting Hypothesis Intact, After all?. (2019). Ruth, Sebastian K. In: Working Papers. RePEc:awi:wpaper:0673.

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2017How return and risk experiences shape investor beliefs and preferences. (2017). , Arvid ; Smith, Tom ; Post, Thomas. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:3:p:759-788.

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2019Lottery preferences and the idiosyncratic volatility puzzle. (2019). Slezak, Steve L ; Kassa, Haimanot ; Chichernea, Doina C. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:3:p:655-683.

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2018Productivity Risk and Industry Momentum. (2018). Misirli, Efdal Ulas. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:3:p:739-774.

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2019Short Interest and Lottery Stocks. (2019). Tayal, Jitendra ; Bergsma, Kelley . In: Financial Management. RePEc:bla:finmgt:v:48:y:2019:i:1:p:187-227.

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2020Bonds, Currencies and Expectational Errors. (2020). Sihvonen, Markus ; Granziera, Eleonora. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_007.

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2018FORWARD BIAS, UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2018). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt1778z416.

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2018FORWARD BIAS, UNCOVERED INTEREST PARITY AND RELATED PUZZLES: THE ROLE OF MONETARY POLICY. (2015). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt2cm6p186.

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2017FORWARD BIAS, THE FAILURE OF UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2017). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt2ff194s2.

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2019Exchange Rate Undershooting: Evidence and Theory. (2019). Müller, Gernot ; Wolf, Martin ; Muller, Gernot ; Hettig, Thomas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13597.

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2019Taxation and the External Wealth of Nations: Evidence from Bilateral Portfolio Holdings. (2019). Voget, Johannes ; Todtenhaupt, Maximilian ; Huizinga, Harry ; Wagner, Wolf. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14096.

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2019Global Market Inefficiencies. (2019). Grinblatt, Mark ; Bartram, Sohnke M. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14232.

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2020Household Finance. (2020). Gomes, Francisco J ; Haliassos, Michael ; Ramadorai, Tarun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14502.

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2017Dissecting interbank risk. (2017). Lafuente, Juan Angel ; Petit, Nuria ; Aguilar, Pedro Serrano . In: DEE - Working Papers. Business Economics. WB. RePEc:cte:wbrepe:24553.

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2020Uncovered Interest Rate Parity Redux: Non- Uniform Effects. (2020). Cheung, Yin-Wong ; Wang, Wenhao. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2020_004.

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2017The 52-Week High and Momentum Investing: Implications for Asset Pricing Models. (2017). Lobao, Julio ; Fernandes, Joao Meira. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:1:lobao.

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2017The 52-Week High and Momentum Investing: Implications for Asset Pricing Models. (2017). Lobao, Julio ; Fernandes, Joao Meira. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:2:lobao.

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2019The quality of governance and momentum profits: International evidence. (2019). Chen, Jiaqi ; Sherif, Mohamed. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:5:s0890838919300484.

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2018Economic resources and corporate social responsibility. (2018). Sun, Xian ; Gunia, Brian C. In: Journal of Corporate Finance. RePEc:eee:corfin:v:51:y:2018:i:c:p:332-351.

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2020The disposition effect and underreaction to private information. (2020). Weitzel, Utz ; Qiu, Jianying ; Li, Jiangyan ; Janssen, Dirk-Jan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300269.

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2017Learning and forecasts about option returns through the volatility risk premium. (2017). Bernales, Alejandro ; Valenzuela, Marcela ; Chen, Louisa. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:312-330.

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2019Investor trading behavior on agricultural future prices. (2019). Huang, Jialiang ; Zhang, Rixin ; Zhou, Liyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:365-379.

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2019Firm-specific investor sentiment and the stock market response to earnings news. (2019). Ryu, Doojin ; Cho, Hoon ; Ik, Sang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:221-240.

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2019Uncertainty and currency performance: A quantile-on-quantile approach. (2019). Yin, Libo ; Liu, Yang ; Han, Liyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:702-729.

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2020Effects of the fat-tail distribution on the relationship between prospect theory value and expected return. (2020). Park, Jong Won ; Eom, Cheoljun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300075.

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2020Comparative empirical study of binomial call-option pricing methods using S&P 500 index data. (2020). Herbon, Avi ; Shvimer, Yossi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302268.

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2017Volatility and expected option returns: A note. (2017). Chaudhury, MO. In: Economics Letters. RePEc:eee:ecolet:v:152:y:2017:i:c:p:1-4.

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2018Momentum and crash sensitivity. (2018). Ruenzi, Stefan ; Weigert, Florian. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:77-81.

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2018Heterogeneous effects of the SEC’s Securities Offering Reform. (2018). Hemmings, Danial ; Wang, Qingwei ; Hodgkinson, Lynn. In: Economics Letters. RePEc:eee:ecolet:v:170:y:2018:i:c:p:131-135.

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2019Rational expectations in an experimental asset market with shocks to market trends. (2019). Weber, Martin ; Noussair, Charles ; Marquardt, Philipp. In: European Economic Review. RePEc:eee:eecrev:v:114:y:2019:i:c:p:116-140.

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2017Do wealthy investors have an informational advantage? Evidence based on account classifications of individual investors. (2017). Li, Xindan ; Yu, Honghai ; Subrahmanyam, Avanidhar ; Geng, Ziyang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:1-18.

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2018Residual momentum in Japan. (2018). Chang, Rosita P ; Rhee, Ghon S ; Nakano, Shinji ; Ko, Kuan-Cheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:283-299.

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2018Behavioral biases in the corporate bond market. (2018). Wei, Jason . In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:34-55.

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2018Crash risk and risk neutral densities. (2018). Chen, Ren-Raw ; Huang, Jeffrey ; Hsieh, Pei-Lin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:162-189.

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2018The robust “maximum daily return effect as demand for lottery” and “idiosyncratic volatility puzzle”. (2018). Egginton, Jared ; Hur, Jungshik. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:229-245.

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2019How do disposition effect and anchoring bias interact to impact momentum in stock returns?. (2019). Singh, Vivek ; Hur, Jungshik. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:238-256.

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2019Investor target prices. (2019). Huang, Shiyang ; Yin, Chengxi ; Liu, Xin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:39-57.

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2018Risk-neutral moments in the crude oil market. (2018). Ruan, Xinfeng ; Zhang, Jin E. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:583-600.

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2019Losing by learning? A study of social trading platform. (2019). Huang, Ying Sophie ; Zhu, YU ; Jin, Xuejun. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:171-179.

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2020Macroeconomic uncertainty, the option to wait and IPO issue cycles. (2020). Thanh, Binh Nguyen. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318303854.

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2018The MAX effect: Lottery stocks with price limits and limits to arbitrage. (2018). Hung, Weifeng ; Yang, Jimmy J. In: Journal of Financial Markets. RePEc:eee:finmar:v:41:y:2018:i:c:p:77-91.

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2018When are extreme daily returns not lottery? At earnings announcements!. (2018). Nguyen, Harvey ; Truong, Cameron. In: Journal of Financial Markets. RePEc:eee:finmar:v:41:y:2018:i:c:p:92-116.

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2019Who trades on momentum?. (2019). Smajlbegovic, Esad ; Jank, Stephan ; Baltzer, Markus. In: Journal of Financial Markets. RePEc:eee:finmar:v:42:y:2019:i:c:p:56-74.

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2019Disposition sales and stock market liquidity. (2019). Choi, Darwin. In: Journal of Financial Markets. RePEc:eee:finmar:v:45:y:2019:i:c:p:19-36.

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2019Jumps in option prices and their determinants: Real-time evidence from the E-mini S&P 500 options market. (2019). Skiadopoulos, George ; Neumann, Michael ; Konstantinidi, Eirini ; Kapetanios, George. In: Journal of Financial Markets. RePEc:eee:finmar:v:46:y:2019:i:c:s1386418118300168.

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2020Volatility-of-volatility and the cross-section of option returns. (2020). Ruan, Xinfeng. In: Journal of Financial Markets. RePEc:eee:finmar:v:48:y:2020:i:c:s1386418118300818.

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2017Information revelation through bunching. (2017). Wang, Tao. In: Games and Economic Behavior. RePEc:eee:gamebe:v:102:y:2017:i:c:p:568-582.

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2019In search of distress risk in Chinas stock market. (2019). Gao, LI ; Wang, Qian ; He, Wei. In: Global Finance Journal. RePEc:eee:glofin:v:42:y:2019:i:c:s1044028317302028.

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2019Asset prices and “the devil(s) you know”. (2019). Prokopczuk, Marcel ; Hollstein, Fabian ; Benno, Duc Binh. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:105:y:2019:i:c:p:20-35.

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2019Put-call parity violations and return predictability: Evidence from the 2008 short sale ban. (2019). Rompolis, Leonidas S ; Nishiotis, George P. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:276-297.

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2019Skewness preference and the popularity of technical analysis. (2019). Hilpert, Christian ; Ebert, Sebastian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:109:y:2019:i:c:s0378426619302493.

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2020Compulsive gambling in the financial markets: Evidence from two investor surveys. (2020). Cox, Ruben ; Kouwenberg, Roy ; Kamolsareeratana, Atcha. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302808.

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2020The surface of implied firm’s asset volatility. (2020). Silaghi, Florina ; Lovreta, Lidija. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617302789.

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2020Market in Financial Instruments Directive (MiFID), stock price informativeness and liquidity. (2020). Poshakwale, Sunil ; Agarwal, Vineet ; Aghanya, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426619303036.

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2018Limits of arbitrage and idiosyncratic volatility: Evidence from China stock market. (2018). Kang, Wenjin ; Xu, BU ; Gu, Ming. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:240-258.

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2018Monthly cyclicality in retail Investors’ liquidity and lottery-type stocks at the turn of the month. (2018). Meng, Yun ; Pantzalis, Christos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:176-191.

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2018Momentum and funding conditions. (2018). Garcia-Feijoo, Luis ; Jensen, Tyler K. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:312-329.

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2018Risk factors and their associated risk premia: An empirical analysis of the crude oil market. (2018). Hain, Martin ; Unger, Nils ; Uhrig-Homburg, Marliese. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:44-63.

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2017Monetary policy, exchange rate fluctuation, and herding behavior in the stock market. (2017). Gong, PU ; Dai, Jun. In: Journal of Business Research. RePEc:eee:jbrese:v:76:y:2017:i:c:p:34-43.

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2019Attracting attention from peers: Excitement in social trading. (2019). Pelster, Matthias. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:161:y:2019:i:c:p:158-179.

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2019Overconfidence, subjective perception and pricing behavior. (2019). Karantounias, Anastasios ; Benigno, Pierpaolo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:164:y:2019:i:c:p:107-132.

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2017Reference-dependent preferences and the risk–return trade-off. (2017). Wang, Huijun ; Yu, Jianfeng ; Yan, Jinghua . In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:2:p:395-414.

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2017Are corporate inversions good for shareholders?. (2017). Levine, Oliver ; Glover, Brent ; Babkin, Anton. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:2:p:227-251.

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2018Quantitative easing auctions of Treasury bonds. (2018). Song, Zhaogang ; Zhu, Haoxiang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:1:p:103-124.

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2018Agnostic fundamental analysis works. (2018). Bartram, Söhnke ; Grinblatt, Mark. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:1:p:125-147.

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2018Momentum in Imperial Russia. (2018). Goetzmann, William N ; Huang, Simon. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:3:p:579-591.

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2019Volatility and the cross-section of corporate bond returns. (2019). Wu, Chunchi ; Wang, Junbo ; Chung, Kee H. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:2:p:397-417.

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2020Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns. (2020). Atilgan, Yigit ; Demirtas, Ozgur K ; Bali, Turan G ; Gunaydin, Doruk A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:3:p:725-753.

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2017Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations. (2017). Lansing, Kevin ; Ma, Jun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:62-87.

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2019Return asymmetry and the cross section of stock returns. (2019). Li, Xiafei ; Chevapatrakul, Thanaset ; Xu, Zhongxiang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:97:y:2019:i:c:p:93-110.

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2018An exploratory experimental analysis of path-dependent investment behaviors. (2018). Deaves, Richard ; Miele, Jennifer ; Kluger, Brian. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:67:y:2018:i:c:p:47-65.

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2018Sequential decision-making with group identity. (2018). Van Parys, Jessica ; Ash, Elliott. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:69:y:2018:i:c:p:1-18.

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2017Stock return anomalies and individual investors in the Korean stock market. (2017). Jang, Jeewon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pa:p:141-157.

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2017The high-volume return premium: Does it exist in the Chinese stock market?. (2017). Wang, Peipei ; Singh, Harminder ; Wen, Yuanji. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pb:p:323-336.

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2018Exploiting the low-risk anomaly using machine learning to enhance the Black–Litterman framework: Evidence from South Korea. (2018). Pyo, Sujin ; Lee, Jaewook. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:1-12.

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2018Equity market momentum: A synthesis of the literature and suggestions for future work. (2018). Subrahmanyam, Avanidhar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:291-296.

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2018The pricing effect of the common pattern in firm-level idiosyncratic volatility: Evidence from A-Share stocks of China. (2018). Yin, Libo ; Su, Zhi ; Shu, Tengjia. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:497:y:2018:i:c:p:218-235.

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2019The behaviour of bidders in quantitative-easing auctions of sovereign bonds in Japan: Determinants of the popularity of the 9 to 10-year maturity segment. (2019). Inaba, Kei-Ichiro. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:206-214.

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2018Investor sentiment and evaporating liquidity during the financial crisis. (2018). Chiu, Junmao ; Wu, Chih-Chiang ; Ho, Keng-Yu ; Chung, Huimin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:55:y:2018:i:c:p:21-36.

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2018Retrieving aggregate information from option volume. (2018). Lin, William T ; Qiao, Shuai ; Zheng, Zhenlong ; Tsai, Shih-Chuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:55:y:2018:i:c:p:220-232.

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2019Price discovery in the price disagreement between equity and option markets: Evidence from SSE ETF50 options of China. (2019). Lung, Peter ; Hughen, Christopher J ; Qiu, QI ; Liu, Dehong . In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:557-571.

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2019The information content of realized volatility of sector indices in China’s stock market. (2019). Lung, Peter ; Zhang, Lili ; Liu, Dehong ; Lin, Tiantian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:625-640.

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2019Momentum effects in China: A review of the literature and an empirical explanation of prevailing controversies. (2019). Yang, Yunlin ; Hudson, Robert ; Gebka, Bartosz. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:78-101.

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2018Tourists temporal booking decisions: A study of the effect of contextual framing. (2018). Rahman, Arifur ; Laing, Jennifer H ; Crouch, Geoffrey I. In: Tourism Management. RePEc:eee:touman:v:65:y:2018:i:c:p:55-68.

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2017Overconfidence, Subjective Perception, and Pricing Behavior. (2017). Karantounias, Anastasios ; Benigno, Pierpaolo. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2017-14.

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2018Financially Qualified Members in an Upper Echelon and Their Relationship with Corporate Sustainability: Evidence from an Emerging Economy. (2018). Banbhan, Ashfaque ; Ud, Nizam ; Cheng, Xinsheng. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:12:p:4697-:d:189389.

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2018Measurement of Investor Sentiment and Its Bi-Directional Contemporaneous and Lead–Lag Relationship with Returns: Evidence from Pakistan. (2018). Khan, Mehwish Aziz ; Ahmad, Eatzaz. In: Sustainability. RePEc:gam:jsusta:v:11:y:2018:i:1:p:94-:d:192967.

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2019Attitude Evaluation on Using the Neuromarketing Approach in Social Media: Matching Company’s Purposes and Consumer’s Benefits for Sustainable Business Growth. (2019). Orzan, Mihai Cristian ; Caescu, Stefan-Claudiu ; Rosca, Laura ; Pachitanu, Andreea ; Orindaru, Andreea ; Constantinescu, Mihaela. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:24:p:7094-:d:296631.

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2017International Tail Risk and World Fear. (2017). Prokopczuk, Marcel ; Simen, Chardin Wese ; Benno, Duc Binh. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-620.

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2017A Term Structure Model of Interest Rates with Quadratic Volatility. (2017). Takamizawa, Hideyuki. In: Working Paper Series. RePEc:hit:hcfrwp:g-1-18.

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2017Pricing Option on Commodity Futures under String Shock. (2017). Laha, A K ; Deepak, Bisht . In: IIMA Working Papers. RePEc:iim:iimawp:14573.

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2018Impact of Price Path on Disposition Bias. (2018). Jacob, Joshy ; Bansal, Avijit. In: IIMA Working Papers. RePEc:iim:iimawp:14593.

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2017Hold on to it? An experimental analysis of the disposition effect. (2017). Ploner, Matteo. In: Judgment and Decision Making. RePEc:jdm:journl:v:12:y:2017:i:2:p:118-127.

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2018The pricing kernel puzzle: survey and outlook. (2018). Cuesdeanu, Horatio ; Jackwerth, Jens Carsten. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:3:d:10.1007_s10436-017-0317-9.

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2017Trading strategies based on past returns: evidence from Germany. (2017). Schmidt, Martin H. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:2:d:10.1007_s11408-017-0288-x.

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2019Corporate Social Responsibility and Growth Opportunity: The Case of Real Estate Investment Trusts. (2019). Zhou, Xiyu ; Wachtel, Gregory J. In: Journal of Business Ethics. RePEc:kap:jbuset:v:155:y:2019:i:2:d:10.1007_s10551-017-3535-1.

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More than 100 citations found, this list is not complete...

Works by bing han:


YearTitleTypeCited
2007Stochastic Volatilities and Correlations of Bond Yields In: Journal of Finance.
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article16
2007The U.S. Treasury Buyback Auctions: The Cost of Retiring Illiquid Bonds In: Journal of Finance.
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article4
2001The Disposition Effect and Momentum In: University of California at Los Angeles, Anderson Graduate School of Management.
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paper24
2003The Disposition Effect and Momentum.(2003) In: Working Paper Series.
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This paper has another version. Agregated cites: 24
paper
2002The Disposition Effect and Momentum.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 24
paper
2004Revenue Implications of Multi-Item Multi-Unit Auction Designs: Empirical Evidence from the U.S. Treasury Buyback Auctions In: University of California at Los Angeles, Anderson Graduate School of Management.
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paper0
2013Speculative Retail Trading and Asset Prices In: Journal of Financial and Quantitative Analysis.
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article50
2010Investor Overconfidence and the Forward Premium Puzzle In: Working Papers.
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paper47
2010Investor Overconfidence and the Forward Premium Puzzle.(2010) In: NBER Working Papers.
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This paper has another version. Agregated cites: 47
paper
2011Investor Overconfidence and the Forward Premium Puzzle.(2011) In: Review of Economic Studies.
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This paper has another version. Agregated cites: 47
article
2004Insider Ownership and Corporate Value: Evidences from Real Estate Investment Trust In: Working Paper Series.
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paper2
2005The Cherry-Picking Option in the U.S. Treasury Buyback Auctions In: Working Paper Series.
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paper0
2005Institutional Investment Constraints and Stock Prices In: Working Paper Series.
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paper0
2005Promotion Tournaments and Capital Rationing In: Working Paper Series.
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paper1
2009Promotion Tournaments and Capital Rationing.(2009) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 1
article
2007Promotion Tournaments and Capital Rationing.(2007) In: MPRA Paper.
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This paper has another version. Agregated cites: 1
paper
2005Investor Overconfidence and the Forward Discount Puzzle In: Working Paper Series.
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paper3
2007Investor Overconfidence and the Forward Discount Puzzle.(2007) In: MPRA Paper.
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This paper has another version. Agregated cites: 3
paper
2010Investor Overconfidence and the Forward Discount Puzzle.(2010) In: 2010 Meeting Papers.
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This paper has another version. Agregated cites: 3
paper
2011Taking the road less traveled by: Does conversation eradicate pernicious cascades? In: Journal of Economic Theory.
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article13
2013Cross section of option returns and idiosyncratic stock volatility In: Journal of Financial Economics.
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article23
2005Prospect theory, mental accounting, and momentum In: Journal of Financial Economics.
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article164
2007Prospect Theory, Mental Accounting, and Momentum.(2007) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 164
paper
2009Forecast Accuracy Uncertainty and Momentum In: Management Science.
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article0
2006Insider Ownership and Firm Value: Evidence from Real Estate Investment Trusts In: The Journal of Real Estate Finance and Economics.
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article42
2008Option volume, strike distribution, and foreign exchange rate movements In: Review of Quantitative Finance and Accounting.
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article1
2018Social Transmission Bias and Investor Behavior In: NBER Working Papers.
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paper3
2019Visibility Bias in the Transmission of Consumption Beliefs and Undersaving In: NBER Working Papers.
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paper1
2011Fear of the Unknown: Familiarity and Economic Decisions In: Review of Finance.
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article21
2007Fear of the Unknown: Familiarity and Economic Decisions.(2007) In: MPRA Paper.
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This paper has another version. Agregated cites: 21
paper
2008Investor Sentiment and Option Prices In: Review of Financial Studies.
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article84
2004Is the forward premium puzzle universal? In: Applied Economics Letters.
[Full Text][Citation analysis]
article13

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