Lawrence Jin : Citation Profile

Are you Lawrence Jin?

Yale University

3

H index

3

i10 index

107

Citations

RESEARCH PRODUCTION:

1

Articles

4

Papers

RESEARCH ACTIVITY:

   3 years (2013 - 2016). See details.
   Cites by year: 35
   Journals where Lawrence Jin has often published
   Relations with other researchers
   Recent citing documents: 62.    Total self citations: 0 (0 %)

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   Permalink: http://citec.repec.org/pji170
   Updated: 2019-11-10    RAS profile: 2014-10-07    
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Relations with other researchers

Works with:

Shleifer, Andrei (2)

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

Is cited by:

Shleifer, Andrei (5)

Campbell, John (4)

Reitz, Stefan (4)

Stroebel, Johannes (4)

Zafar, Basit (4)

Pierdzioch, Christian (4)

Giglio, Stefano (3)

Tortorice, Daniel (3)

Bordalo, Pedro (2)

Gennaioli, Nicola (2)

Martin, Ian (2)

Cites to:

Summers, Lawrence (3)

Shleifer, Andrei (3)

Waldmann, Robert (2)

Shiller, Robert (2)

Yaron, Amir (1)

LeRoy, Stephen (1)

Cochrane, John (1)

Wachter, Jessica (1)

Nagel, Stefan (1)

Hansen, Lars (1)

merton, robert (1)

Main data

Where Lawrence Jin has published?

Recent works citing Lawrence Jin (2019 and 2018)

YearTitle of citing document
2017Stock Price Booms and Expected Capital Gains. (2017). Marcet, Albert ; Adam, Klaus ; Beutel, Johannes . In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:8:p:2352-2408.

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2019Investor Experiences and Financial Market Dynamics. (2019). Vanasco, Victoria ; Pouzo, Demian ; Malmendier, Ulrike. In: Papers. RePEc:arx:papers:1612.09553.

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2018A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering. (2018). di Matteo, Tiziana ; Buonocore, Riccardo Junior ; Verma, Anshul. In: Papers. RePEc:arx:papers:1712.02138.

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2018Accurate Evaluation of Asset Pricing Under Uncertainty and Ambiguity of Information. (2018). Masoudy, Farouq Abdulaziz. In: Papers. RePEc:arx:papers:1801.06966.

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2019Dynamics of Value-Tracking in Financial Markets. (2019). MacKay, Robert S ; Battey, Heather S ; Bashe, Kutlwano L ; Gunton, Richard M ; Cl, Nicholas. In: Papers. RePEc:arx:papers:1903.09898.

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2019Uncertainty 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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2019New Tests of Expectation Formation with Applications to Asset Pricing Models. (2019). Kuang, Pei ; Zhang, Tongbin . In: Discussion Papers. RePEc:bir:birmec:19-05.

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2019Biased beliefs, costly external finance, and firm behavior : A Unified theory. (2019). Yang, Jinqiang ; Mu, Congming ; Lu, Lei ; Li, Delong. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_018.

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2019The dynamics of households stock market beliefs. (2019). von Gaudecker, Hans-Martin ; Wogrolly, Axel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7602.

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2018Deep Value. (2018). Asness, Clifford S ; Thapar, Ashwin K ; Pedersen, Lasse Heje ; Liew, John M. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12685.

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2018Central Bank Balance Sheet Policies Without Rational Expectations. (2018). Iovino, Luigi ; Sergeyev, Dmitriy. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13100.

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2018Learning from Noise: Evidence from Indias IPO Lotteries. (2018). Balasubramaniam, Vimal ; Ramadorai, Tarun ; Anagol, Santosh. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13314.

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2019Five Facts About Beliefs and Portfolios. (2019). Maggiori, Matteo ; Utkus, Stephen ; Strobel, Johannes ; Giglio, Stefano W. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13657.

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2019Credit Cycles, Expectations, and Corporate Investment. (2019). Rossi, Stefano ; Ion, Mihai ; Gulen, Huseyin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13679.

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2019A Risk-centric Model of Demand Recessions and Speculation. (2019). Simsek, Alp ; Caballero, Ricardo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13815.

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2017Dynamic asset allocation and consumption under inflation inequality: The impacts of inflation experiences and expectations. (2017). Li, Shaoyu ; Xu, Zhiwei ; Wei, Lijia. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:113-125.

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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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2019Heterogeneous agent models in financial markets: A nonlinear dynamics approach. (2019). Li, Youwei ; He, Xuezhong ; Zheng, Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:135-149.

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2018Evolution of historical prices in momentum investing. (2018). Chen, Li-Wen ; Wang, Wen-Kai ; Yu, Hsin-Yi. In: Journal of Financial Markets. RePEc:eee:finmar:v:37:y:2018:i:c:p:120-135.

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2018Can bubble theory foresee banking crises?. (2018). Virtanen, Timo ; Taipalus, Katja ; Viren, Matti ; Tolo, Eero. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:66-81.

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2019What determines forecasters’ forecasting errors?. (2019). Nolte, Ingmar ; Pohlmeier, Winfried . In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:11-24.

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2018About the fear of reputational loss: Social trading and the disposition effect. (2018). Pelster, Matthias ; Hofmann, Annette. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:94:y:2018:i:c:p:75-88.

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2018Equity return predictability, time varying volatility and learning about the permanence of shocks. (2018). Tortorice, Daniel. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:148:y:2018:i:c:p:315-343.

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2018Probability weighting, stop-loss and the disposition effect. (2018). Henderson, Vicky ; Lex, A ; Alex, ; Hobson, David . In: Journal of Economic Theory. RePEc:eee:jetheo:v:178:y:2018:i:c:p:360-397.

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2017An extrapolative model of house price dynamics. (2017). Glaeser, Edward L ; Nathanson, Charles G. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:1:p:147-170.

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2018Extrapolation and bubbles. (2018). Shleifer, Andrei ; Jin, Lawrence ; Greenwood, Robin ; Barberis, Nicholas. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:2:p:203-227.

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2019Bubbles for Fama. (2019). Greenwood, Robin ; You, Yang ; Shleifer, Andrei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:1:p:20-43.

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2018The business cycle implications of fluctuating long run expectations. (2018). Tortorice, Daniel L. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:58:y:2018:i:c:p:266-291.

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2017Simple agent-based dynamical system models for efficient financial markets: Theory and examples. (2017). Immonen, Eero . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:69:y:2017:i:c:p:38-53.

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2018Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets. (2018). Grandmont, Jean-Michel ; Lemaire, Isabelle ; Calvet, Laurent-Emmanuel . In: Research in Economics. RePEc:eee:reecon:v:72:y:2018:i:1:p:117-146.

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2018Stein’s lemma for truncated elliptical random vectors. (2018). Shushi, Tomer. In: Statistics & Probability Letters. RePEc:eee:stapro:v:137:y:2018:i:c:p:297-303.

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2018Asset Price Learning and Optimal Monetary Policy. (2018). Caines, Colin ; Winkler, Fabian. In: International Finance Discussion Papers. RePEc:fip:fedgif:1236.

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2018Subjective intertemporal substitution. (2018). topa, giorgio ; Tambalotti, Andrea ; Eusepi, Stefano ; Crump, Richard. In: Staff Reports. RePEc:fip:fednsr:734.

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2017The term structure of expectations and bond yields. (2017). Moench, Emanuel ; Eusepi, Stefano ; Crump, Richard. In: Staff Reports. RePEc:fip:fednsr:775.

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2019Simple eye movement metrics can predict future decision making performance: The case of financial choices. (2019). Krl, Magdalena Ewa. In: Judgment and Decision Making. RePEc:jdm:journl:v:14:y:2019:i:3:p:223-233.

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2018The Dependence of the Cost of Capital on Degree of Diversification. (2018). Popovic, Zoran ; Paunovic, Mihailo. In: Montenegrin Journal of Economics. RePEc:mje:mjejnl:v:14:y:2018:i:1:p:53-67.

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2017Comment on Survey Measurement of Probabilistic Economic Expectations: Progress and Promise. (2017). Hansen, Lars . In: NBER Chapters. RePEc:nbr:nberch:13909.

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2017Bubbles for Fama. (2017). Shleifer, Andrei ; Greenwood, Robin ; You, Yang. In: NBER Working Papers. RePEc:nbr:nberwo:23191.

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2017Speculative Dynamics of Prices and Volume. (2017). DeFusco, Anthony ; Zwick, Eric ; Nathanson, Charles G. In: NBER Working Papers. RePEc:nbr:nberwo:23449.

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2017Diagnostic Expectations and Stock Returns. (2017). Shleifer, Andrei ; La Porta, Rafael ; Gennaioli, Nicola ; Bordalo, Pedro ; Laporta, Rafael . In: NBER Working Papers. RePEc:nbr:nberwo:23863.

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2017A Tough Act to Follow: Contrast Effects In Financial Markets. (2017). Hartzmark, Samuel M ; Shue, Kelly. In: NBER Working Papers. RePEc:nbr:nberwo:23883.

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2017What is the Expected Return on the Market?. (2017). Martin, Ian. In: The Quarterly Journal of Economics. RePEc:oup:qjecon:v:132:y:2017:i:1:p:367-433..

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2017Macro-Finance. (2017). Cochrane, John. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:3:p:945-985..

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2017Does Financial Tranquility Call for More Stringent Regulation?. (2017). Basak, Deepal ; Zhao, Yunhui ; Murray, Alexander. In: MPRA Paper. RePEc:pra:mprapa:81373.

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2018Extrapolative Beliefs and Exchange Rate Markets. (2018). Bunsupha, Sarita. In: PIER Discussion Papers. RePEc:pui:dpaper:84.

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2017Credit Regimes and the Seeds of Crisis. (2017). Lind, Nelson. In: 2017 Meeting Papers. RePEc:red:sed017:1474.

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2017Speculative Dynamics of Prices and Volume. (2017). DeFusco, Anthony ; Nathanson, Charles ; Zwick, Eric. In: 2017 Meeting Papers. RePEc:red:sed017:239.

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2018Asymmetric Attention. (2018). Kohlhas, Alexandre. In: 2018 Meeting Papers. RePEc:red:sed018:1040.

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2018Subjective Cash Flows and Discount Rates. (2018). Myers, Sean ; De, Ricardo . In: 2018 Meeting Papers. RePEc:red:sed018:291.

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2019.

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2019.

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2018Aversion to a sure loss: turning investors into gamblers. (2018). Takai, Aleksandar ; Radii, Mladen ; Dobromirov, Duan ; Ferenak, Miroslav. In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:36:y:2018:i:2:p:537-557.

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2018Aggregate Expected Investment Growth and Stock Market Returns. (2018). Yu, Jianfeng ; Wang, Huijun ; Li, Jun. In: ADBI Working Papers. RePEc:ris:adbiwp:0808.

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2017Speculative bubbles and crashes： Fundamentalists and positive‐feedback trading. (2017). Cheng, Po-Keng ; McMillan, David ; Kim, Young Shin. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1381370.

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2018Measuring Biases in Expectation Formation. (2018). Kucinskas, Simas ; Peters, Florian. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180058.

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2019Essays on behavioral finance. (2019). Neszveda, G. In: Other publications TiSEM. RePEc:tiu:tiutis:05059039-5236-42a3-be1b-3c1be952551b.

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2018Learning in Speculative Bubbles: An Experiment. (2018). Moinas, Sophie ; Pouget, Sebastien ; Hong, Jieying. In: TSE Working Papers. RePEc:tse:wpaper:32373.

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2018Time-varying economic dominance in financial markets: A bistable dynamics approach. (2018). He, Xuezhong ; Wang, Chuncheng ; Li, Kai. In: Published Paper Series. RePEc:uts:ppaper:2018-1.

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2018Using Non-Invasive Brain Stimulation to Test the Role of Self-Control in Investor Behavior. (2018). Cao, Qian ; Li, Dahui ; Niu, Xiaofei. In: EconStor Preprints. RePEc:zbw:esprep:177890.

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2018Mortgage supply and the US housing boom: The role of the Community Reinvestment Act. (2016). Saadi, Vahid . In: SAFE Working Paper Series. RePEc:zbw:safewp:155.

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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]		paper81
X-CAPM: An Extrapolative Capital Asset Pricing Model.() In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 81		paper
2016Extrapolation and Bubbles In: NBER Working Papers.
[Full Text][Citation analysis]		paper14
2019Reflexivity in Credit Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2013Realization Utility with Reference-Dependent Preferences In: Review of Financial Studies.
[Full Text][Citation analysis]		article12

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