Tse-Chun Lin : Citation Profile


Are you Tse-Chun Lin?

University of Hong Kong

7

H index

6

i10 index

128

Citations

RESEARCH PRODUCTION:

16

Articles

3

Papers

RESEARCH ACTIVITY:

   12 years (2008 - 2020). See details.
   Cites by year: 10
   Journals where Tse-Chun Lin has often published
   Relations with other researchers
   Recent citing documents: 56.    Total self citations: 4 (3.03 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli503
   Updated: 2020-09-26    RAS profile: 2020-05-07    
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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 Tse-Chun Lin.

Is cited by:

Michayluk, David (4)

De-Losso, Rodrigo (4)

Putnins, Talis (4)

Robinson, David (3)

Kaplan, Steven (2)

Giovannetti, Bruno (2)

Walz, Uwe (2)

Ladley, Daniel (2)

Basak, Suleyman (2)

Rockey, James (2)

Ling, David (2)

Cites to:

Odean, Terrance (10)

Barber, Brad (9)

Subrahmanyam, Avanidhar (7)

Saffi, Pedro (6)

Zingales, Luigi (6)

Jensen, Michael (6)

Veldkamp, Laura (6)

Sapienza, Paola (5)

Fama, Eugene (5)

Guiso, Luigi (5)

zhang, xiaoyan (5)

Main data


Where Tse-Chun Lin has published?


Journals with more than one article published# docs
Journal of Banking & Finance3
Journal of Financial Economics2
Journal of Financial and Quantitative Analysis2
Review of Financial Studies2
Review of Finance2

Recent works citing Tse-Chun Lin (2020 and 2019)


YearTitle of citing document
2019International financial reporting standards and real earnings management. (2019). Ehsanullah, Syed ; Mohamad, Shafi ; Keong, Ooi Chee. In: Asian Journal of Empirical Research. RePEc:asi:ajoerj:2019:p:281-292.

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2020Trading for Bailouts. (2020). Pereira, Ana Elisa ; Machado, Caio ; Ahnert, Toni. In: Staff Working Papers. RePEc:bca:bocawp:20-23.

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2019Ownership, wealth, and risk taking: Evidence on private equity fund managers. (2019). Thorburn, Karin ; Walz, Uwe ; Bienz, Carsten . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13944.

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2019Valuing Private Equity Strip by Strip. (2019). van Nieuwerburgh, Stijn ; Gupta, Arpit. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14241.

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2020Stock return comovement when investors are distracted: more, and more homogeneous. (2020). Jansen, David-Jan ; Ehrmann, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20202412.

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2019Money shouts! How effective are punishments for accounting fraud?. (2019). Jaafar, Aziz ; Ashton, John K ; Wang, Yang. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:5:s0890838919300307.

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2020Limited attention, salience of information and stock market activity. (2020). Veiga, Helena ; Ramos, Sofia ; Latoeiro, Pedro . In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:92-108.

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2020What do movements in financial traders’ net long positions reveal about aggregate stock returns?. (2020). Dunbar, Kwamie ; Jiang, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303474.

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2020Variance disparity and market frictions. (2020). Park, Yang-Ho. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:326-348.

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2019Do analyst recommendations matter for rival companies?. (2019). Li, YI ; Zhang, Wei ; Wang, Pengfei ; Shen, Dehua. In: International Review of Financial Analysis. RePEc:eee:finana:v:65:y:2019:i:c:s1057521919300675.

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2019Analyst tipping: Evidence on Finnish stocks. (2019). Westerholm, Joakim ; Segara, Reuben ; Mao, Ruiqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s1057521919300742.

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2020Does proprietary day trading provide liquidity at a cost to investors?. (2020). Lim, Kian-Ping ; Goh, Kim-Leng ; Liew, Ping-Xin. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919304764.

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2019Who has volatility information in the index options market?. (2019). Yang, Heejin ; Ryu, Doojin. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:266-270.

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2019Institutional environment and financing costs: Evidence from venture capital backed transactions. (2019). Li, Zhaohua ; Gan, Christopher ; Liang, Qing. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318307694.

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2020Price discovery in stock and options markets. (2020). Putnins, Talis ; Michayluk, David ; Patel, Vinay ; Foley, Sean. In: Journal of Financial Markets. RePEc:eee:finmar:v:47:y:2020:i:c:s1386418119303544.

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2019The risk and return of private equity real estate funds. (2019). Farrelly, Kieran ; Stevenson, Simon. In: Global Finance Journal. RePEc:eee:glofin:v:42:y:2019:i:c:s1044028317304337.

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2019Trade-size clustering and price efficiency. (2019). Chen, Tao. In: Japan and the World Economy. RePEc:eee:japwor:v:49:y:2019:i:c:p:195-203.

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2019Institutional investors’ cognitive constraints during initial public offerings. (2019). Ni, Chenkai ; Lu, Ruichang ; Gao, Shenghao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:108:y:2019:i:c:s037842661930202x.

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2020Liquidity risk and expected option returns. (2020). Choy, Siu Kai ; Wei, Jason. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302742.

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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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2020Voting methods for director election, monitoring costs, and institutional ownership. (2020). Lee, Choonsik ; Chung, Kee H. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300054.

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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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2020Losing money on the margin. (2020). Rockey, James ; Ladley, Daniel ; Liu, Guanqing. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:172:y:2020:i:c:p:107-136.

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2019Acquirer reference prices and acquisition performance. (2019). Zhang, Wei ; Whidbee, David A ; Ma, Qingzhong. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:1:p:175-199.

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2019Do private equity funds manipulate reported returns?. (2019). Kaplan, Steven N ; Gredil, Oleg R ; Brown, Gregory W. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:2:p:267-297.

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2019Option prices and costly short-selling. (2019). Basak, Suleyman ; Atmaz, Adem. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:1:p:1-28.

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2020Why do option returns change sign from day to night?. (2020). Ni, Xuechuan ; Muravyev, Dmitriy . In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:219-238.

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2019Clustering and discounting in auction-style SEOs – Evidence from China. (2019). Zhou, Jun ; Gao, Shenghao ; Liu, Jinzhao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x18306048.

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2019Do individual investors demand or provide liquidity? New evidence from dividend announcements. (2019). Ma, Changfeng ; Lin, William T ; Chen, Zhijuan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x19300769.

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2019Volatility information trading in the index options market: An intraday analysis. (2019). Ryu, Doojin ; Kutan, Ali M ; Yang, Heejin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:412-426.

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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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2020Whose trades move stock prices? Evidence from the Taiwan Stock Exchange. (2020). Lin, Zong-Wei ; Hung, Pi-Hsia ; Lien, Donald. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:25-50.

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2020Day trading for a living?. (2020). Giovannetti, Bruno ; De-Losso, Rodrigo ; Bueno, Rodrigo ; Chague, Fernando. In: Textos para discussão. RePEc:fgv:eesptd:525.

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2019Variance Disparity and Market Frictions. (2019). Park, Yang-Ho. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-59.

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2019Option Trading Volumes and Their Impact on Stock Prices at Earnings’ Announcements: A Study of S & P100 Stocks in the Post Crisis Era 2010-2017. (2019). Shenai, Vijay ; Huynh, Thuy Khang. In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:9:y:2019:i:3:p:83-103.

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2019Informed Options Trading Prior to Takeover Announcements: Insider Trading?. (2019). Subrahmanyam, Marti G ; Brenner, Menachem ; Augustin, Patrick. In: Management Science. RePEc:inm:ormnsc:v:65:y:2019:i:12:p:5697-5720.

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2019Ex-Day Returns of Stock Distributions: An Anchoring Explanation. (2019). Ren, Jinjuan ; Luo, Yan ; Lin, Tse-Chun ; Chang, Eric C. In: Management Science. RePEc:inm:ormnsc:v:65:y:2019:i:3:p:1076-1095.

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2020Paying for Performance in Private Equity: Evidence from Venture Capital Partnerships. (2020). Hartmann-Wendels, Thomas ; Sievers, Sonke ; Robinson, David T ; Huther, Niklas. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:4:p:1756-1782.

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2019Relative option liquidity and price efficiency. (2019). Du, Brian. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:52:y:2019:i:4:d:10.1007_s11156-018-0738-1.

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2019Price discovery and price leadership of various investor types: evidence from Taiwan futures markets. (2019). Shiu, Cheng-Yi ; Lin, Ching-Ting ; Chen, Wei-Kuang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:53:y:2019:i:2:d:10.1007_s11156-018-0760-3.

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2020Price limit changes, order decisions, and stock price movements: an empirical analysis of the Taiwan Stock Exchange. (2020). Pan, Chiu-Ting ; Hung, Pi-Hsia ; Lien, Donald. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:1:d:10.1007_s11156-019-00842-3.

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2019Risk-asymmetry indices in Europe. (2019). Muzzioli, Silvia ; Gambarelli, Luca. In: Department of Economics. RePEc:mod:depeco:0157.

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2019Valuing Private Equity Strip by Strip. (2019). Van Nieuwerburgh, Stijn ; Gupta, Arpit. In: NBER Working Papers. RePEc:nbr:nberwo:26514.

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2020Can Investors Time Their Exposure to Private Equity?. (2020). Robinson, David ; Jenkinson, Tim ; Harris, Robert S ; Hu, Wendy ; Kaplan, Steven N ; Brown, Gregory. In: NBER Working Papers. RePEc:nbr:nberwo:26755.

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2020The Real Effects of Modern Information Technologies. (2020). Zuo, Luo ; Yang, Shijie ; Goldstein, Itay. In: NBER Working Papers. RePEc:nbr:nberwo:27529.

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2019Day trading for a living? Fernando. (2019). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo ; Bueno, Rodrigo. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2019wpecon47.

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2020Does what happen in Vegas stay in Vegas? Football gambling and stock market activity. (2020). Ness, Robert ; Schwartz, Adam ; Cox, Justin. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:4:d:10.1007_s12197-020-09513-9.

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2020Price Discovery and Information Asymmetry in Equity and Commodity Futures Options Markets. (2020). Bohmann, Marc. In: PhD Thesis. RePEc:uts:finphd:1-2020.

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2019Why and how do foreign institutional investors outperform domestic investors in futures trading: Evidence from Taiwan. (2019). Lin, Yufen ; Chuang, Yiwei ; Weng, Peishih. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:3:p:279-301.

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2019Improving momentum strategies using residual returns and option‐implied information. (2019). Liu, Mingyu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:4:p:499-521.

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2019Informed trading around earnings announcements—Spot, futures, or options?. (2019). Varma, Jayanth ; Jain, Sonali ; Pandey, Ajay ; Agarwalla, Sobhesh Kumar. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:5:p:579-589.

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2019The impacts of public news announcements on intraday implied volatility dynamics. (2019). Ryu, Doojin ; Lee, Jieun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:6:p:656-685.

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2019Is options trading informed? Evidence from credit rating change announcements. (2019). Zhang, Jun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:9:p:1085-1106.

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2020What do we know about individual equity options?. (2020). Verousis, Thanos ; Bernales, Alejandro ; Zhang, Mengyu ; Voukelatos, Nikolaos. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:1:p:67-91.

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2020Show me the money: Option moneyness concentration and future stock returns. (2020). Csapi, Vivien ; Bergsma, Kelley ; Fodor, Andy ; Diavatopoulos, Dean. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:5:p:761-775.

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2020Bid and ask prices of index put options: Which predicts the underlying stock returns?. (2020). Liu, Yangshu ; Chen, Jian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:9:p:1337-1353.

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Works by Tse-Chun Lin:


YearTitleTypeCited
2019Contractual Managerial Incentives with Stock Price Feedback In: American Economic Review.
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article2
2012A New Method to Estimate Risk and Return of Nontraded Assets from Cash Flows: The Case of Private Equity Funds In: Journal of Financial and Quantitative Analysis.
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article31
2008A New Method to Estimate Risk and Return of Non-Traded Assets from Cash Flows: The Case of Private Equity Funds.(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 31
paper
2015Informational Content of Options Trading on Acquirer Announcement Return In: Journal of Financial and Quantitative Analysis.
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article14
2017What do stock price levels tell us about the firms? In: Journal of Corporate Finance.
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article1
2020Do short sellers exploit risky business models of banks? Evidence from two banking crises In: Journal of Financial Stability.
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article0
2019Does short-selling threat discipline managers in mergers and acquisitions decisions? In: Journal of Accounting and Economics.
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article1
2019Earnings management and post-split drift In: Journal of Banking & Finance.
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article1
2013Overconfident individual day traders: Evidence from the Taiwan futures market In: Journal of Banking & Finance.
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article8
2015Why do options prices predict stock returns? Evidence from analyst tipping In: Journal of Banking & Finance.
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article12
2016Why does the option to stock volume ratio predict stock returns? In: Journal of Financial Economics.
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article21
2019Attention allocation and return co-movement: Evidence from repeated natural experiments In: Journal of Financial Economics.
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article4
2012Dynamic short-sale constraints, price limits, and price dynamics In: International Journal of Managerial Finance.
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article0
2015Contracting with Feedback In: International Finance Discussion Papers.
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paper0
2019Do Superstitious Traders Lose Money? In: HKUST IEMS Working Paper Series.
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paper0
2013How the 52-Week High and Low Affect Option-Implied Volatilities and Stock Return Moments In: Review of Finance.
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article6
2016How Do Short-Sale Costs Affect Put Options Trading? Evidence from Separating Hedging and Speculative Shorting Demands In: Review of Finance.
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article6
2015Cognitive Limitation and Investment Performance: Evidence from Limit Order Clustering In: Review of Financial Studies.
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article10
2015Do Individual Investors Treat Trading as a Fun and Exciting Gambling Activity? Evidence from Repeated Natural Experiments In: Review of Financial Studies.
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article11

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