Lawrence Jin : Citation Profile


Are you Lawrence Jin?

Yale University

4

H index

3

i10 index

195

Citations

RESEARCH PRODUCTION:

1

Articles

5

Papers

RESEARCH ACTIVITY:

   7 years (2013 - 2020). See details.
   Cites by year: 27
   Journals where Lawrence Jin has often published
   Relations with other researchers
   Recent citing documents: 51.    Total self citations: 1 (0.51 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pji170
   Updated: 2021-01-23    RAS profile: 2014-10-07    
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Relations with other researchers


Works with:

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

Is cited by:

Vanasco, Victoria (11)

Shleifer, Andrei (8)

Hirshleifer, David (5)

Bordalo, Pedro (5)

Gennaioli, Nicola (5)

Campbell, John (4)

Giglio, Stefano (4)

Zafar, Basit (4)

Pierdzioch, Christian (4)

Reitz, Stefan (4)

Stroebel, Johannes (4)

Cites to:

Shleifer, Andrei (11)

Summers, Lawrence (3)

Cochrane, John (3)

Laibson, David (2)

He, Zhiguo (2)

Gabaix, Xavier (2)

Hanson, Samuel (2)

Waldmann, Robert (2)

HUANG, MING (2)

Shiller, Robert (2)

Leland, Hayne (2)

Main data


Where Lawrence Jin has published?


Recent works citing Lawrence Jin (2021 and 2020)


YearTitle of citing document
2021Uncertainty in the Hot Hand Fallacy: Detecting Streaky Alternatives in Random Bernoulli Sequences. (2019). Romano, Joseph P ; Ritzwoller, David M. In: Papers. RePEc:arx:papers:1908.01406.

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2020Investor Experiences and International Capital Flows. (2020). Vanasco, Victoria ; Pouzo, Demian ; Malmendier, Ulrike. In: Papers. RePEc:arx:papers:2001.07790.

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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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2020Manifold Feature Index: A novel index based on high-dimensional data simplification. (2020). Lin, Hongwei ; Xu, Chenkai ; Fang, Xuansu. In: Papers. RePEc:arx:papers:2006.11119.

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2020Robust Identification of Investor Beliefs. (2020). Hansen, Peter G ; Chen, Xiaohong. In: Working Papers. RePEc:bfi:wpaper:2020-69.

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2020Beyond the efficient markets hypothesis: Towards a new paradigm. (2020). Fender, John . In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:3:p:333-351.

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2020Presidential Address: Social Transmission Bias in Economics and Finance. (2020). Hirshleifer, David. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:1779-1831.

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2020Regional financial market bloc and spillover of the financial crisis: A heterogeneous agents approach. (2020). Chen, Zhenxi. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:2:p:262-281.

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2020Arbitrage and Beliefs. (2020). Zentefis, Alexander K ; Khorrami, Paymon. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8490.

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2020Rules vs. Discretion in Cap-and-Trade Programs: Evidence from the EU Emission Trading System. (2020). Edenhofer, Ottmar ; Friedrich, Marina ; Pahle, Michael ; Fries, Sebastien . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8637.

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2020The Choice Channel of Financial Innovation. (2020). Simsek, Alp ; Nenov, Plamen T ; Iachan, Felipe Saraiva. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14361.

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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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2020Robust Identification of Investor Beliefs. (2020). Hansen, Peter G ; Chen, Xiaohong. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2236.

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2020Coordination on bubbles in large-group asset pricing experiments. (2020). Hommes, Cars ; Bao, Te ; Massaro, Domenico ; Hennequin, Myrna. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:110:y:2020:i:c:s0165188919300880.

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2020Coordinated bubbles and crashes. (2020). Zheng, Huanhuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:120:y:2020:i:c:s0165188920301421.

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2020The effect of risk-taking behavior on profitability: Evidence from futures market. (2020). Lin, Chao Hsien ; Lee, Chun I ; Cheng, Teng Yuan. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:19-38.

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2020Disagreement with procyclical beliefs and asset pricing. (2020). Hu, Duni ; Wang, Hailong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302621.

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2020Mispricing firm-level productivity. (2020). John, K C ; Eric, F Y ; Chewie, Tze Chuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:139-163.

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2020Price discovery in the small and in the large: Momentum and reversal, bubbles, and crashes. (2020). Kedar-Levy, Haim. In: Journal of Financial Markets. RePEc:eee:finmar:v:48:y:2020:i:c:s1386418118302428.

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2020Investor experiences and international capital flows. (2020). Pouzo, Demian ; Malmendier, Ulrike ; Vanasco, Victoria. In: Journal of International Economics. RePEc:eee:inecon:v:124:y:2020:i:c:s0022199620300210.

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2020Robust optimal reinsurance–investment strategy with price jumps and correlated claims. (2020). Yang, Peng ; Chen, Zhiping. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:92:y:2020:i:c:p:27-46.

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2020Asset pricing with mean reversion: The case of ships. (2020). Moutzouris, Ioannis C ; Nomikos, Nikos K. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302821.

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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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2020Investor experiences and financial market dynamics. (2020). Pouzo, Demian ; Malmendier, Ulrike ; Vanasco, Victoria. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:3:p:597-622.

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2020Mood beta and seasonalities in stock returns. (2020). Hirshleifer, David ; Digiovanni, Yuting Meng ; Jiang, Danling. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:1:p:272-295.

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2020Why do discount rates vary?. (2020). Santosh, Shrihari ; Kozak, Serhiy. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:3:p:740-751.

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2020Credit migration and covered interest rate parity. (2020). Liao, Gordon. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:2:p:504-525.

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2020Out-of-pocket vs. out-of-investment in financial advisory fees: Evidence from the lab. (2020). Mugerman, Yevgeny ; Winter, Eyal ; Sade, Orly. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:81:y:2020:i:c:s0167487020300787.

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2020Business sentiment and the cross-section of global equity returns. (2020). Szyszka, Adam ; Zaremba, Adam ; Zawadka, Dariusz ; Long, Huaigang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x20301554.

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2020Framing and the disposition effect in a scopic regime. (2020). Pelster, M ; Lieu, L M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:78:y:2020:i:c:p:175-185.

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2020A new mechanism for anticipating price exuberance. (2020). Moreira, Afonso M ; Martins, Luis F. In: International Review of Economics & Finance. RePEc:eee:reveco:v:65:y:2020:i:c:p:199-221.

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2020Lottery-Related Anomalies: The Role of Reference-Dependent Preferences. (2020). Yu, Jianfeng ; Wang, Jian. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:1:p:473-501.

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2020Failing to Foresee the Updating of the Reference Point Leads to Time-Inconsistent Investment. (2020). Li, Duan ; Strub, Moris S. In: Operations Research. RePEc:inm:oropre:v:68:y:2020:i:1:p:199-213.

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2020Comment on Imperfect Expectations: Theory and Evidence. (2020). Wachter, Jessica. In: NBER Chapters. RePEc:nbr:nberch:14491.

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2020Factor Timing. (2020). Kozak, Serhiy ; Santosh, Shrihari ; Haddad, Valentin. In: NBER Working Papers. RePEc:nbr:nberwo:26708.

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2020When a Master Dies: Speculation and Asset Float. (2020). Scheinkman, Jose ; Renneboog, Luc ; Penasse, Julien . In: NBER Working Papers. RePEc:nbr:nberwo:26831.

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2020Banking Crises without Panics. (2020). Xiong, Wei ; Baron, Matthew ; Verner, Emil. In: NBER Working Papers. RePEc:nbr:nberwo:26908.

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2020Resolving the Excessive Trading Puzzle: An Integrated Approach Based on Surveys and Transactions. (2020). Xiong, Wei ; Peng, Cameron ; Liu, Hongqi. In: NBER Working Papers. RePEc:nbr:nberwo:26911.

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2020Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment. (2020). Li, Wenhao ; Krishnamurthy, Arvind. In: NBER Working Papers. RePEc:nbr:nberwo:27088.

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2020Robust Identification of Investor Beliefs. (2020). Hansen, Lars ; Chen, Xiaohong. In: NBER Working Papers. RePEc:nbr:nberwo:27257.

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2020Expectations of Fundamentals and Stock Market Puzzles. (2020). Shleifer, Andrei ; La Porta, Rafael ; Gennaioli, Nicola ; Bordalo, Pedro ; Laporta, Rafael . In: NBER Working Papers. RePEc:nbr:nberwo:27283.

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2020Reconsidering Returns. (2020). Solomon, David H ; Hartzmark, Samuel M. In: NBER Working Papers. RePEc:nbr:nberwo:27380.

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2020Confidence and the Propagation of Demand Shocks. (2020). Angeletos, George-Marios ; Lian, Chen. In: NBER Working Papers. RePEc:nbr:nberwo:27702.

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2020Fear and stock price bubbles. (2020). Lehnert, Thorsten. In: PLOS ONE. RePEc:plo:pone00:0233024.

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2020Calm before the storm: an early warning approach before and during the COVID-19 crisis. (2020). Volkov, Vladimir ; Islam, Raisul. In: Working Papers. RePEc:tas:wpaper:34483.

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2020When a Master Dies : Speculation and Asset Float. (2020). Renneboog, Luc ; Scheinkman, Jose ; Penasse, Julien . In: Discussion Paper. RePEc:tiu:tiucen:33ff63e3-8842-44c7-92f5-6cb3e93370c0.

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2020When a Master Dies : Speculation and Asset Float. (2020). Renneboog, Luc ; Scheinkman, Jose ; Penasse, Julien. In: Other publications TiSEM. RePEc:tiu:tiutis:33ff63e3-8842-44c7-92f5-6cb3e93370c0.

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2020Dynamic Equity Slope. (2020). Zucchi, Francesca ; Marfe, Roberto ; Colonello, Stefano ; Breugem, Matthijs. In: Working Papers. RePEc:ven:wpaper:2020:21.

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2020Household finance. (2020). Haliassos, Michael ; Gomes, Francisco J ; Ramadorai, Tarun. In: IMFS Working Paper Series. RePEc:zbw:imfswp:138.

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2020Credit cycles: Experimental evidence. (2016). Massenot, Baptiste ; Baghestanian, Sascha . In: SAFE Working Paper Series. RePEc:zbw:safewp:104r.

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2020 The effect of paper versus realized losses on subsequent risk-taking: Field evidence from casino gambling. (2020). Franck, Egon ; Rudisser, Maximilian ; Flepp, Raphael ; Meier, Philippe. In: Working Papers. RePEc:zrh:wpaper:385.

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Works by Lawrence Jin:


YearTitleTypeCited
2013X-CAPM: An Extrapolative Capital Asset Pricing Model In: NBER Working Papers.
[Full Text][Citation analysis]
paper124
X-CAPM: An Extrapolative Capital Asset Pricing Model.() In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 124
paper
2016Extrapolation and Bubbles In: NBER Working Papers.
[Full Text][Citation analysis]
paper43
2019Reflexivity in Credit Markets In: NBER Working Papers.
[Full Text][Citation analysis]
paper4
2020Prospect Theory and Stock Market Anomalies In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2013Realization Utility with Reference-Dependent Preferences In: Review of Financial Studies.
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article24

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