17
H index
24
i10 index
1439
Citations
University of Toronto | 17 H index 24 i10 index 1439 Citations RESEARCH PRODUCTION: 28 Articles 20 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with bing han. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Financial and Quantitative Analysis | 4 |
| Journal of Finance | 4 |
| Journal of Financial Economics | 3 |
| The Review of Financial Studies | 3 |
| Journal of Empirical Finance | 2 |
| Journal of Economic Theory | 2 |
| Year | Title of citing document | |
|---|---|---|
| 2025 | Option Pricing with Time-Varying Volatility Risk Aversion. (2025). Hansen, Peter ; Tong, Chen. In: Papers. RePEc:arx:papers:2204.06943. Full description at Econpapers || Download paper | |
| 2024 | Beta-Sorted Portfolios. (2024). Crump, Richard ; Cattaneo, Matias ; Wang, Weining. In: Papers. RePEc:arx:papers:2208.10974. Full description at Econpapers || Download paper | |
| 2025 | Arrow-Debreu Meets Kyle: Price Discovery Across Derivatives. (2025). Tseng, Michael ; Keller, Christian. In: Papers. RePEc:arx:papers:2302.13426. Full description at Econpapers || Download paper | |
| 2024 | Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335. Full description at Econpapers || Download paper | |
| 2025 | Designing Social Learning. (2025). Starkov, Egor ; Smirnov, Aleksei. In: Papers. RePEc:arx:papers:2405.05744. Full description at Econpapers || Download paper | |
| 2024 | Degree of Irrationality: Sentiment and Implied Volatility Surface. (2024). Xie, Yan ; Weng, Jiahao. In: Papers. RePEc:arx:papers:2405.11730. Full description at Econpapers || Download paper | |
| 2024 | The test of investors behavioral bias through the price discovery process in cryptoasset exchange Transactional-level evidence from Thailand. (2024). Nakavachara, Voraprapa ; Amonthumniyom, Thitiphong ; Ratanabanchuen, Roongkiat ; Parinyavuttichai, Pongsathon ; Vinaibodee, Polpatt ; Saengchote, Kanis. In: Papers. RePEc:arx:papers:2406.02878. Full description at Econpapers || Download paper | |
| 2025 | Assessing Uncertainty in Stock Returns: A Gaussian Mixture Distribution-Based Method. (2025). Wang, Yanlong ; Xu, Jian ; Huang, Shao-Lun ; Sun, Danny Dongning ; Zhang, Xiao-Ping. In: Papers. RePEc:arx:papers:2503.06929. Full description at Econpapers || Download paper | |
| 2025 | Replication of Reference-Dependent Preferences and the Risk-Return Trade-Off in the Chinese Market. (2025). Xu, Penggan. In: Papers. RePEc:arx:papers:2505.20608. Full description at Econpapers || Download paper | |
| 2025 | Predicting Realized Variance Out of Sample: Can Anything Beat The Benchmark?. (2025). Pollok, Austin. In: Papers. RePEc:arx:papers:2506.07928. Full description at Econpapers || Download paper | |
| 2024 | Assessing Effect of Market Sentiment on Pricing of European Currency Options €Ž. (2024). Dammak, Wael. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:6:p:1224-1244. Full description at Econpapers || Download paper | |
| 2024 | ESG risks and corporate viability: insights from default probability term structure analysis. (2024). Ferriani, Fabrizio ; Pericoli, Marcello. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_892_24. Full description at Econpapers || Download paper | |
| 2024 | Centralized vs Decentralized Markets: The Role of Connectivity. (2024). Iori, Giulia ; Alfarano, Simone ; Rahi, Rohit ; Camacho, Eva ; Kapar, Burcu ; Banal-Estaol, Albert. In: Working Papers. RePEc:bge:wpaper:1420. Full description at Econpapers || Download paper | |
| 2024 | Removing barriers: How online visits boost female analysts participation. (2024). Wu, Chongfeng ; Wang, Jun. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:4039-4067. Full description at Econpapers || Download paper | |
| 2024 | Water risk and financial analysts information environment: Empirical evidence from China. (2024). Zhou, Ziting ; Su, Kun ; Liu, KE ; An, Hui. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:2:p:1265-1304. Full description at Econpapers || Download paper | |
| 2024 | Sentiment and the cross‐section of expected stock returns. (2024). Lin, Nanying ; Lu, Lei ; Jacoby, Gady ; Liao, Chi. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:459-485. Full description at Econpapers || Download paper | |
| 2024 | Do high housing prices inhibit entrepreneurial activity?—Evidence from Yangtze River Delta cities, China. (2024). Juanfeng, Zhang ; Hui, Zeng ; Yupiaopiao, Lin ; Lele, LI ; Rui, Han. In: Growth and Change. RePEc:bla:growch:v:55:y:2024:i:3:n:e12735. Full description at Econpapers || Download paper | |
| 2024 | Non‐Fungible Tokens (NFTs): A Review of Pricing Determinants, Applications and Opportunities. (2024). Kräussl, Roman ; Krussl, Roman ; Tugnetti, Alessandro. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:555-574. Full description at Econpapers || Download paper | |
| 2024 | Capital gain overhang and risk–return trade‐off: An international study. (2024). Zheng, Dazhi ; Li, Huimin. In: Journal of Financial Research. RePEc:bla:jfnres:v:47:y:2024:i:1:p:211-242. Full description at Econpapers || Download paper | |
| 2024 | The Geography of Institutional Investors, Information Sharing among Institutions, and Initial Public Offerings. (2024). XIE, Jing ; Huang, Jiekun ; Zhu, Yuyuan ; Chemmanur, Thomas J. In: Working Papers. RePEc:boa:wpaper:202409. Full description at Econpapers || Download paper | |
| 2025 | From Site Visits to Swift Audits: The Influence of Institutional Investors. (2025). Zheng, Huanhuan ; Zhang, Yang ; Tian, Shaohua ; Huang, Baibing. In: Working Papers. RePEc:boa:wpaper:202533. Full description at Econpapers || Download paper | |
| 2024 | Skewness Preferences: Evidence from Online Poker. (2024). Dertwinkel-Kalt, Markus ; Kasinger, Johannes ; Schneider, Dmitrij. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10977. Full description at Econpapers || Download paper | |
| 2025 | An In-Sample Evaluation of Exchange Rate Models: In Search of Scapegoats. (2025). Cheung, Yin-Wong ; Westermann, Frank ; Wang, Wenhao. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11852. Full description at Econpapers || Download paper | |
| 2024 | Dynamics of momentum in financial markets based on the information diffusion in complex social networks. (2024). Cai, Xing ; Xia, Wei ; Huang, Weihua ; Yang, Haijun. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000121. Full description at Econpapers || Download paper | |
| 2024 | Investor heterogeneity and anchoring-induced momentum. (2024). Kongahawatte, Sampath ; Onishchenko, Olena ; Zhao, Jing ; Kuruppuarachchi, Duminda. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000418. Full description at Econpapers || Download paper | |
| 2024 | Prospect theory in M&A: Do historical purchase prices affect merger offer premiums and announcement returns?. (2024). Mugerman, Yevgeny ; Shemesh, Joshua ; Lauterbach, Beni. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000467. Full description at Econpapers || Download paper | |
| 2024 | Curbing myopic R&D behavior: How private meetings serve as a channel. (2024). Chen, Jerry W ; Cahan, Steven F ; Ge, Jiaying. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s089083892400026x. Full description at Econpapers || Download paper | |
| 2024 | Making outside directors inside: Independent directors’ corporate site visits and real earnings management. (2024). Wang, Kemin. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838924001938. Full description at Econpapers || Download paper | |
| 2025 | Does the housing purchase restriction policy promote entrepreneurship? Evidence from China. (2025). Si, Deng-Kui ; Wang, Meng ; Yu, Yong. In: China Economic Review. RePEc:eee:chieco:v:90:y:2025:i:c:s1043951x25000173. Full description at Econpapers || Download paper | |
| 2024 | Can housing booms elevate financing costs of financial institutions?. (2024). ZHANG, SHUOXUN ; Ma, Chao. In: Journal of Development Economics. RePEc:eee:deveco:v:167:y:2024:i:c:s0304387823001864. Full description at Econpapers || Download paper | |
| 2024 | Bonds, currencies and expectational errors. (2024). Sihvonen, Markus ; Granziera, Eleonora. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001963. Full description at Econpapers || Download paper | |
| 2024 | Nominal exchange rates and heterogeneous beliefs. (2024). Lu, Lei ; Jiao, Feng ; Croitoru, Benjamin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924000964. Full description at Econpapers || Download paper | |
| 2025 | Do search costs explain persistent investment in active mutual funds?. (2025). Thiel, Jurre ; Janssen, Aljoscha. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:176:y:2025:i:c:s016518892500065x. Full description at Econpapers || Download paper | |
| 2024 | Does institutional ownership affect corporate social responsibility? Evidence from China. (2024). Qi, Zheng ; Zhang, Xiyu ; Zhou, Taiyun ; Qin, NI ; Liu, Mingxuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:84-98. Full description at Econpapers || Download paper | |
| 2024 | What drives the tail risk effect in the Chinese stock market?. (2024). Zhu, Yifeng ; Sun, Kaisi ; Wang, Hui. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004431. Full description at Econpapers || Download paper | |
| 2024 | Institutional openness and analyst competition in Chinas capital market: Evidence of information acquisition advantages. (2024). Wu, Sha ; Xu, Rujun. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002529. Full description at Econpapers || Download paper | |
| 2025 | Non-fundamental information disclosure and discretionary liquidity trading. (2025). Yang, Qingshan ; Liu, Hong. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000331. Full description at Econpapers || Download paper | |
| 2024 | Information sharing in a perfectly competitive market. (2024). Lou, Youcheng ; Yang, Yaqing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001389. Full description at Econpapers || Download paper | |
| 2024 | Small but salient: Minority shareholders’ innovation attention in interactive online platforms and corporate innovation. (2024). Zhang, Qianqian ; Chan, Kam C ; Jiang, Chunzi ; Liu, Baohua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001614. Full description at Econpapers || Download paper | |
| 2024 | The role of investor sentiment and market belief in forecasting V-shaped disposition effect: Evidence from a Bayesian learning process with DSSW model. (2024). Gider, Zeynullah ; Hassan, Kabir M ; Bataineh, Hassan ; Bouteska, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000081. Full description at Econpapers || Download paper | |
| 2024 | Seemingly manipulated anomaly: Evidence from corporate site visits. (2024). Yang, Jinyu ; Cao, Jiawei ; Dong, Dayong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001104. Full description at Econpapers || Download paper | |
| 2024 | Unlocking portfolio resilient and persistent risk: A holistic approach to unveiling potential grounds. (2024). Reis, Pedro Nogueira ; Soares, Antonio Pedro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001232. Full description at Econpapers || Download paper | |
| 2024 | Volatility risk premium, good volatility and bad volatility: Evidence from SSE 50 ETF options. (2024). Li, Zhe ; Xiao, Weilin ; Shen, Jiashuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001311. Full description at Econpapers || Download paper | |
| 2024 | Can U.S. macroeconomic indicators forecast cryptocurrency volatility?. (2024). Su, Yi-Kai ; Tzeng, Kae-Yih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001499. Full description at Econpapers || Download paper | |
| 2024 | Option trading volume and the cross-section of option returns. (2024). Hu, Sen ; Yuan, Jianglei ; Liu, Dehong ; Chen, Carl R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001542. Full description at Econpapers || Download paper | |
| 2025 | Do institutional investor cliques prefer supply chain transparency?. (2025). Li, Shi ; Ma, Leyao ; Ding, Jing. In: Economics Letters. RePEc:eee:ecolet:v:248:y:2025:i:c:s0165176525000837. Full description at Econpapers || Download paper | |
| 2024 | Does stock liquidity affect expropriation behavior by controlling shareholders? Evidence from China. (2024). Xiang, Xin. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000396. Full description at Econpapers || Download paper | |
| 2024 | Speculative trading, stock returns and asset pricing anomalies. (2024). Xu, Zhiwei ; Zhang, Teng ; Li, Jiaqi. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000608. Full description at Econpapers || Download paper | |
| 2025 | Does official media sentiment matter for the stock market? Evidence from China. (2025). Hua, Xia ; Zhang, Teng ; Xu, Zhiwei. In: Emerging Markets Review. RePEc:eee:ememar:v:64:y:2025:i:c:s1566014124001298. Full description at Econpapers || Download paper | |
| 2024 | Expensive anomalies. (2024). Ray, Sugata ; Seyhun, Nejat H ; Xu, Luqi ; Anginer, Deniz. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s092753982300107x. Full description at Econpapers || Download paper | |
| 2024 | Factor momentum in the Chinese stock market. (2024). Ma, Tian ; Jiang, Fuwei ; Liao, Cunfei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001251. Full description at Econpapers || Download paper | |
| 2024 | The role of intermediaries in derivatives markets: Evidence from VIX options. (2024). Jacobs, Kris ; Mai, Anh Thu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000276. Full description at Econpapers || Download paper | |
| 2024 | The correlated trading and investment performance of individual investors. (2024). Zhao, Jing ; Lin, Tse-Chun ; Kuo, Wei-Yu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000574. Full description at Econpapers || Download paper | |
| 2024 | Short-term momentum and reversals, turnover, and a stock’s price-to-52-week-high ratio. (2024). Chen, Chen ; Stivers, Chris ; Sun, Licheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000902. Full description at Econpapers || Download paper | |
| 2025 | Geographical proximity, cultural familiarity and financial information production. (2025). Hao, Han ; Liu, Chun ; Pang, Shunzhi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s0927539824001105. Full description at Econpapers || Download paper | |
| 2025 | Maxing out short-term reversals in weekly stock returns. (2025). Chen, Chen ; Cohen, Andrew ; Liang, Qiqi ; Sun, Licheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000301. Full description at Econpapers || Download paper | |
| 2025 | The economic value of equity implied volatility forecasting with machine learning. (2025). Borochin, Paul ; Zhao, Yanhui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000404. Full description at Econpapers || Download paper | |
| 2024 | Credit default swaps and corporate carbon emissions in Japan. (2024). Okimoto, Tatsuyoshi ; Takaoka, Sumiko. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002123. Full description at Econpapers || Download paper | |
| 2024 | Forecasting oil futures returns with news. (2024). Wang, Yudong ; Pan, Zhiyuan ; Huang, Juan ; Zhong, Hao. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003141. Full description at Econpapers || Download paper | |
| 2024 | The importance of green patents for CDS pricing: The role of environmental disclosures. (2024). Rahman, Sohanur. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006133. Full description at Econpapers || Download paper | |
| 2024 | Is the tone of the government-controlled media valuable for capital market? Evidence from Chinas new energy industry. (2024). Xu, Zhiwei ; Hua, Xia ; Ren, Pengyue ; Li, Jiaqi. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523005025. Full description at Econpapers || Download paper | |
| 2025 | Does information transmission alleviate the salience bias of fund managers?. (2025). Zheng, Dechang ; Wang, ZI ; Tang, KE ; Liu, Qingfu. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925000717. Full description at Econpapers || Download paper | |
| 2025 | How does social media shape stock liquidity? The role of investor online communication networks. (2025). Cao, Jie ; Zou, Zhongyang ; Xiong, Xiong ; Yang, Xin. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925003230. Full description at Econpapers || Download paper | |
| 2024 | Beyond active share: Boosting fund performance through common holdings with same-benchmark mutual funds. (2024). Wang, Danxia. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000279. Full description at Econpapers || Download paper | |
| 2024 | Intermediate cross-sectional prospect theory value in stock markets: A novel method. (2024). Eom, Yunsung ; Park, Jong Won. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000528. Full description at Econpapers || Download paper | |
| 2024 | Left-tail risk and UK stock return predictability: Underreaction, overreaction, and arbitrage difficulties. (2024). Khasawneh, Maher ; Kambouroudis, Dimos ; McMillan, David G. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002655. Full description at Econpapers || Download paper | |
| 2024 | Is there more to asset price linkages in China than meets the eye: Cross-asset momentum and the role of hybrid funds. (2024). Zhang, Yichun ; Wang, Xiaowei. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002746. Full description at Econpapers || Download paper | |
| 2024 | An investigation of sentiment analysis of information disclosure during Initial Coin Offering (ICO) on the token return. (2024). Rasivisuth, Pornpanit ; Fiaschetti, Maurizio ; Medda, Francesca. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003697. Full description at Econpapers || Download paper | |
| 2024 | Skewness risk and the cross-section of cryptocurrency returns. (2024). Chen, Yan ; Liu, Yakun. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005581. Full description at Econpapers || Download paper | |
| 2024 | Investor attention and anomalies: Evidence from the Chinese stock market. (2024). Wen, Danyan ; Zhang, Zihao ; Nie, Jing ; Cao, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924007075. Full description at Econpapers || Download paper | |
| 2025 | YouTube view count, investor attention and stock returns. (2025). Jang, Jaehee ; Jun, Sang-Gyung. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007142. Full description at Econpapers || Download paper | |
| 2025 | Does R&D make stocks lottery-like?. (2025). Zhang, Lingxiao ; Gao, Yuanqi ; Luo, QI ; Li, Chuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007725. Full description at Econpapers || Download paper | |
| 2025 | Institutional investors’ site visits and corporate financialization in China. (2025). Deng, Hong ; Lin, Yongjia ; Wang, Yizhi. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007841. Full description at Econpapers || Download paper | |
| 2025 | Concealment and detection: The influence of management tone on analyst forecast revisions. (2025). Zheng, Zhanhao ; Zhang, Meijia ; Gao, Tao ; Ye, Xixi. In: International Review of Financial Analysis. RePEc:eee:finana:v:99:y:2025:i:c:s1057521925000456. Full description at Econpapers || Download paper | |
| 2024 | Star power: A quasi-natural experiment on how analyst status affects recommendation performance. (2024). Wu, Chong ; Zhan, Baoqiang. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011649. Full description at Econpapers || Download paper | |
| 2024 | The VIXs term structure of individual active stocks. (2024). David, OR ; Qadan, Mahmoud ; Shuval, Kerem ; Snunu, Iyad. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000667. Full description at Econpapers || Download paper | |
| 2024 | Market liquidity, credit maturity structure and asset mismatch in manufacturing firms. (2024). Qiu, Yuting ; Yao, Lianjun. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324004306. Full description at Econpapers || Download paper | |
| 2024 | Confucian culture and analysts earnings forecast accuracy. (2024). Zhao, Yue ; Li, Lixin. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324006196. Full description at Econpapers || Download paper | |
| 2024 | Do transactions on social trading platforms predict the stock market behavior of the aggregate private sector?. (2024). Horn, Matthias ; Schneider, Julian ; Oehler, Andreas. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006986. Full description at Econpapers || Download paper | |
| 2024 | The cross section of information transmission in news media and stock returns. (2024). Wu, YI ; Wang, Xinyao. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008109. Full description at Econpapers || Download paper | |
| 2024 | How regulatory media information disclosure affects auditor selection–Empirical evidence based on the interaction platform between investors and listed companies. (2024). Jiang, Qing. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008560. Full description at Econpapers || Download paper | |
| 2024 | Information acquisition, market professional and discretionary liquidity trading. (2024). Yang, Qingshan ; Liu, Hong ; Ma, YU. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010699. Full description at Econpapers || Download paper | |
| 2024 | War discourse and global equity returns. (2024). Zhong, Angel ; Hu, Xiaolu ; Fang, Yvonne ; Wang, Jiazhen. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324010985. Full description at Econpapers || Download paper | |
| 2025 | Holistic bidding strategies: Addressing target shareholders’ behavioral resistance in M&As. (2025). Mugerman, Yevgeny ; Lauterbach, Beni ; Loriot, Blake ; Shemesh, Joshua. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s154461232500087x. Full description at Econpapers || Download paper | |
| 2025 | Measuring firm-level supply chain risk using a generative large language model. (2025). Yang, Ruochen ; Wu, Yifei ; Fan, Siyu. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325003745. Full description at Econpapers || Download paper | |
| 2024 | Institutional herding and investor sentiment. (2024). Guo, XU ; Li, Shenru ; Zhang, Chengping. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000090. Full description at Econpapers || Download paper | |
| 2024 | Asymmetry and the Cross-section of Option Returns. (2024). Wu, KE ; Wang, Jianqiu ; Zhou, Dexin ; Yang, Sijie. In: Journal of Financial Markets. RePEc:eee:finmar:v:71:y:2024:i:c:s1386418124000508. Full description at Econpapers || Download paper | |
| 2024 | Institutional investor cliques and stock price efficiency: Evidence from China. (2024). Pang, Caiji ; Guo, Xiaodong ; Yao, Xiangkun ; Qiao, Zheng. In: Journal of Financial Markets. RePEc:eee:finmar:v:71:y:2024:i:c:s1386418124000533. Full description at Econpapers || Download paper | |
| 2024 | Skewness preferences: Evidence from online poker. (2024). Schneider, Dmitrij ; Kasinger, Johannes ; Dertwinkel-Kalt, Markus. In: Games and Economic Behavior. RePEc:eee:gamebe:v:147:y:2024:i:c:p:460-484. Full description at Econpapers || Download paper | |
| 2024 | Measuring the risk appetite of bank-controlling shareholders: The Risk-Weighted Ownership index. (2024). Murro, Pierluigi ; Bellardini, Luca ; Previtali, Daniele. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000073. Full description at Econpapers || Download paper | |
| 2024 | Someone like you: Lottery-like preference and the cross-section of expected returns in the cryptocurrency market. (2024). Wang, YE ; Zhao, Xiaojuan ; Liu, Weiyi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000234. Full description at Econpapers || Download paper | |
| 2024 | Asymmetric trading restriction and return comovement. (2024). Yang, Lihua ; Zhu, Hongbing ; Zhang, Bing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000891. Full description at Econpapers || Download paper | |
| 2024 | When Prospect Theory Meets Mean-Reverting Asset Returns: A Behavioral Dynamic Trading Model. (2024). Yang, Yiwen ; Xie, Jinyan ; Yao, Jing ; Gao, Jianjun ; Li, Duan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000797. Full description at Econpapers || Download paper | |
| 2024 | Game in another town: Geography of stock watchlists and firm valuation. (2024). Wu, Keke ; Zhu, Hongquan ; Dong, Dayong ; Jiang, Danling. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:163:y:2024:i:c:s0378426624000827. Full description at Econpapers || Download paper | |
| 2024 | The impact of cultural distance on fund transfers in the internal capital market. (2024). Zhang, John ; Wang, Yang ; Du, Qingjie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001419. Full description at Econpapers || Download paper | |
| 2024 | Belief dispersion in the Chinese stock market and fund flows. (2024). Yao, Zhongwei ; Fang, Yue ; Luo, Deming. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:166:y:2024:i:c:s0378426624001663. Full description at Econpapers || Download paper | |
| 2024 | Variance risk premiums in emerging markets. (2024). Zhang, Xiaoyan ; Xu, Lai ; Zhou, Hao ; Qiao, Fang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:167:y:2024:i:c:s0378426624001730. Full description at Econpapers || Download paper | |
| 2024 | Lottery jackpot winnings and retail trading in the neighborhood. (2024). Lin, Tse-Chun ; Chan, Yu-Ju ; Bui, Dien Giau. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:167:y:2024:i:c:s0378426624001833. Full description at Econpapers || Download paper | |
| 2024 | Treasury buybacks, the Federal Reserve’s portfolio, and changes in local supply. (2024). Struby, Ethan ; Connolly, Michael F. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002000. Full description at Econpapers || Download paper | |
| 2024 | Decomposing momentum: The forgotten component. (2024). Siedhoff, Susanne ; Mohrschladt, Hannes ; Busing, Pascal. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002061. Full description at Econpapers || Download paper | |
| 2024 | Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). van Dolder, Dennie ; Vandenbroucke, Jurgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2023 | Market Crowds Trading Behaviors, Agreement Prices, and the Implications of Trading Volume In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Stochastic Volatilities and Correlations of Bond Yields In: Journal of Finance. [Full Text][Citation analysis] | article | 20 |
| 2007 | The U.S. Treasury Buyback Auctions: The Cost of Retiring Illiquid Bonds In: Journal of Finance. [Full Text][Citation analysis] | article | 12 |
| 2021 | Sentiment Trading and Hedge Fund Returns In: Journal of Finance. [Full Text][Citation analysis] | article | 13 |
| 2023 | Visibility Bias in the Transmission of Consumption Beliefs and Undersaving In: Journal of Finance. [Full Text][Citation analysis] | article | 8 |
| 2019 | Visibility Bias in the Transmission of Consumption Beliefs and Undersaving.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2001 | The Disposition Effect and Momentum In: University of California at Los Angeles, Anderson Graduate School of Management. [Full Text][Citation analysis] | paper | 12 |
| 2004 | Revenue 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. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Speculative Retail Trading and Asset Prices In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 166 |
| 2017 | Institutional Investment Constraints and Stock Prices In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 12 |
| 2005 | Institutional Investment Constraints and Stock Prices.(2005) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2019 | Two Trees with Heterogeneous Beliefs: Spillover Effect of Disagreement In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 6 |
| 2022 | Social Transmission Bias and Investor Behavior In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 19 |
| 2018 | Social Transmission Bias and Investor Behavior.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2010 | Investor Overconfidence and the Forward Premium Puzzle In: Working Papers. [Full Text][Citation analysis] | paper | 71 |
| 2010 | Investor Overconfidence and the Forward Premium Puzzle.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 71 | paper | |
| 2011 | Investor Overconfidence and the Forward Premium Puzzle.(2011) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 71 | article | |
| 2004 | Insider Ownership and Corporate Value: Evidences from Real Estate Investment Trust In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2005 | The Cherry-Picking Option in the U.S. Treasury Buyback Auctions In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2003 | The Disposition Effect and Momentum In: Working Paper Series. [Full Text][Citation analysis] | paper | 39 |
| 2002 | The Disposition Effect and Momentum.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
| 2005 | Promotion Tournaments and Capital Rationing In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
| 2009 | Promotion Tournaments and Capital Rationing.(2009) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2007 | Promotion Tournaments and Capital Rationing.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2005 | Investor Overconfidence and the Forward Discount Puzzle In: Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2007 | Investor Overconfidence and the Forward Discount Puzzle.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2010 | Investor Overconfidence and the Forward Discount Puzzle.(2010) In: 2010 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2015 | Understanding the term structure of credit default swap spreads In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 27 |
| 2023 | Option price implied information and REIT returns In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 3 |
| 2024 | Firm visibility, liquidity, and valuation for thinly traded assets In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 0 |
| 2016 | Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 45 |
| 2011 | Taking the road less traveled by: Does conversation eradicate pernicious cascades? In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 22 |
| 2016 | Public information and uninformed trading: Implications for market liquidity and price efficiency In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 50 |
| 2013 | Cross section of option returns and idiosyncratic stock volatility In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 69 |
| 2017 | The term structure of credit spreads, firm fundamentals, and expected stock returns In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 19 |
| 2005 | Prospect theory, mental accounting, and momentum In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 320 |
| 2007 | Prospect Theory, Mental Accounting, and Momentum.(2007) In: Yale School of Management Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 320 | paper | |
| 2009 | Forecast Accuracy Uncertainty and Momentum In: Management Science. [Full Text][Citation analysis] | article | 7 |
| 2013 | Social Networks, Information Acquisition, and Asset Prices In: Management Science. [Full Text][Citation analysis] | article | 72 |
| 2021 | Information Content of Aggregate Implied Volatility Spread In: Management Science. [Full Text][Citation analysis] | article | 13 |
| 2006 | Insider Ownership and Firm Value: Evidence from Real Estate Investment Trusts In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 56 |
| 2011 | Fear of the Unknown: Familiarity and Economic Decisions In: Review of Finance. [Full Text][Citation analysis] | article | 59 |
| 2007 | Fear of the Unknown: Familiarity and Economic Decisions.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | paper | |
| 2008 | Investor Sentiment and Option Prices In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 147 |
| 2022 | Option Return Predictability In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 13 |
| 2020 | Housing Market and Entrepreneurship: Micro Evidence from China In: MPRA Paper. [Full Text][Citation analysis] | paper | 6 |
| 2018 | Do Analysts Gain an Informational Advantage by Visiting Listed Companies? In: Contemporary Accounting Research. [Full Text][Citation analysis] | article | 105 |
| 2018 | HOUSING PRICE AND FUNDAMENTALS IN A TRANSITION ECONOMY: THE CASE OF THE BEIJING MARKET In: International Economic Review. [Full Text][Citation analysis] | article | 17 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team