15
H index
20
i10 index
1253
Citations
University of Toronto | 15 H index 20 i10 index 1253 Citations RESEARCH PRODUCTION: 23 Articles 18 Papers RESEARCH ACTIVITY: 20 years (2001 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pha1002 |
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 |
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Journal of Finance | 3 |
Journal of Financial Economics | 3 |
Journal of Financial and Quantitative Analysis | 3 |
The Review of Financial Studies | 2 |
Journal of Economic Theory | 2 |
Year | Title of citing document | |
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2023 | Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan Carlos. In: FEEM Working Papers. RePEc:ags:feemwp:330720. Full description at Econpapers || Download paper | |
2024 | Option Pricing with Time-Varying Volatility Risk Aversion. (2022). Tong, Chen ; Hansen, Peter Reinhard. In: Papers. RePEc:arx:papers:2204.06943. Full description at Econpapers || Download paper | |
2024 | Beta-Sorted Portfolios. (2022). Wang, Weining ; Crump, Richard K ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2208.10974. Full description at Econpapers || Download paper | |
2024 | Price Discovery for Derivatives. (2023). Tseng, Michael ; Keller, Christian. In: Papers. RePEc:arx:papers:2302.13426. Full description at Econpapers || Download paper | |
2023 | Common Firm-level Investor Fears: Evidence from Equity Options. (2023). Baruník, Jozef ; Ellington, Michael ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:2309.03968. Full description at Econpapers || Download paper | |
2023 | Information Content of Financial Youtube Channel: Case Study of 3PROTV and Korean Stock Market. (2023). Kim, Hyeonjun. In: Papers. RePEc:arx:papers:2311.15247. 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 | |
2024 | Designing Social Learning. (2024). Starkov, Egor ; Smirnov, Aleksei. In: Papers. RePEc:arx:papers:2405.05744. Full description at Econpapers || Download paper | |
2023 | Volume dynamics around FOMC announcements. (2023). Zhu, Sonya. In: BIS Working Papers. RePEc:bis:biswps:1079. Full description at Econpapers || Download paper | |
2023 | Disentangling Sentiment from Cyclicality in Firm Capital Structure. (2023). Lambe, Brendan J ; Almaghyereh, Aktham I ; O'Sullivan, Jennifer A ; Alzoubi, Haitham A. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:2:p:570-605. Full description at Econpapers || Download paper | |
2023 | Speculative trading preferences of retail investor birth cohorts. (2023). Wright, Danika ; Westerholm, Joakim ; Lepone, Grace. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:555-574. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Institutional investors corporate site visits and resource extraction: Evidence from China. (2023). Wang, Yunyi ; Deng, Minhang ; Tang, Yuyan ; Xu, Bozhi ; Tian, Gaoliang. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:5:p:5211-5243. Full description at Econpapers || Download paper | |
2024 | Water risk and financial analysts information environment: Empirical evidence from China. (2024). Su, Kun ; Zhou, Ziting ; Liu, Chengyun ; 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 | Portfolio manager homeâ€country culture and mutual fund riskâ€taking. (2020). Jiao, Wei. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:3:p:805-838. Full description at Econpapers || Download paper | |
2023 | Do investors affect financial analysts’ behavior? Evidence from short sellers. (2023). Li, Jenny ; Sheng, Jinfei ; Lo, Kin ; Ke, Yun. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:199-224. Full description at Econpapers || Download paper | |
2023 | Is it time for popcorn? Daily box office earnings and aggregate stock returns. (2023). Fortin, Steve ; Oz, Seda. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:2:p:375-401. Full description at Econpapers || Download paper | |
2023 | To see is to believe: Corporate site visits and mutual fund herding. (2023). Keng, Kelvin Jui ; Li, Donghui ; Xiang, Cheng ; Quan, Xiaofeng. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:4:p:711-740. Full description at Econpapers || Download paper | |
2023 | Option trading and returns versus the 52?week high and low. (2022). Wei, Jason ; Choy, Siu Kai. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:691-726. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Stock return predictability of the cumulative abnormal returns around the earnings announcement date: Evidence from China. (2023). Wen, Zipeng ; Sun, Pingwen. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:58-86. Full description at Econpapers || Download paper | |
2023 | Institutional investors corporate site visits and corporate investment efficiency. (2023). Xiao, HE. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:359-392. Full description at Econpapers || Download paper | |
2023 | Naïve Buying Diversification and Narrow Framing by Individual Investors. (2023). Hirshleifer, David ; Gathergood, John ; Stewart, Neil ; Sakaguchi, Hiroaki ; Leake, David. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1705-1741. Full description at Econpapers || Download paper | |
2023 | CDS contract initiations: REIT board monitoring and corporate decision outcomes. (2023). Jain, Pawan ; Baulkaran, Vishaal. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:217-246. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Exchange Rate Disconnect Redux. (2021). Valchev, Rosen ; Guerron, Pablo ; De Leo, Pierre ; Cormun, Vito ; Chahrour, Ryan ; Guerron-Quintana, Pablo. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1041. Full description at Econpapers || Download paper | |
2024 | Skewness Preferences: Evidence from Online Poker. (2024). Schneider, Dmitrij ; Kasinger, Johannes ; Dertwinkel-Kalt, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10977. Full description at Econpapers || Download paper | |
2023 | Market responses to S&P exclusions: Evidence from the 2010-2019 period. (2023). Marciniak, Marek ; Kara, Orhan ; Du, Wei ; Choi, Euikyu. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00190. Full description at Econpapers || Download paper | |
2023 | Emotions and stock market anomalies: A systematic review. (2023). Verma, Shubhangi ; Rao, Purnima ; Kumar, Satish ; Goodell, John W. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000557. Full description at Econpapers || Download paper | |
2023 | A bibliometric analysis of the disposition effect: Origins and future research avenues. (2023). Vicente, Luis ; Ortiz, Cristina ; Gutierrez-Nieto, Begoa. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s221463502200096x. Full description at Econpapers || Download paper | |
2024 | Dynamics of momentum in financial markets based on the information diffusion in complex social networks. (2024). Yang, Haijun ; Huang, Weihua ; Xia, Wei ; Cai, Xing. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000121. Full description at Econpapers || Download paper | |
2023 | Asymmetric response to earnings news across different sentiment states: The role of cognitive dissonance. (2023). Huang, Zhijian James ; Wen, Fenghua ; Li, Zhuo. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001869. 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 | |
2023 | Information linkages in a financial market with imperfect competition. (2023). Yang, Yaqing ; Lou, Youcheng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:150:y:2023:i:c:s0165188923000490. Full description at Econpapers || Download paper | |
2023 | Searching for ESG Information: Heterogeneous Preferences and Information Acquisition. (2023). Kang, Junqing ; Zhou, Xuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923000994. Full description at Econpapers || Download paper | |
2023 | Social contagion and the survival of diverse investment styles. (2023). Hirshleifer, David ; Zhang, Ruixun ; Lo, Andrew W. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001173. 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 | Does institutional ownership affect corporate social responsibility? Evidence from China. (2024). Qin, NI ; Zhang, Xiyu ; Liu, Mingxuan ; Zhou, Taiyun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:84-98. Full description at Econpapers || Download paper | |
2023 | Information and optimal trading strategies with dark pools. (2023). Manzano, Carolina ; Dumitrescu, Ariadna ; Bayona, Anna. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001888. Full description at Econpapers || Download paper | |
2023 | Corporate ESG rating and stock market liquidity: Evidence from China. (2023). Feng, Yaqian ; He, Feng ; Hao, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003231. Full description at Econpapers || Download paper | |
2024 | What drives the tail risk effect in the Chinese stock market?. (2024). Zhu, Yifeng ; Wang, Hui ; Sun, Kaisi. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004431. Full description at Econpapers || Download paper | |
2023 | Can monthly-return rank order reveal a hidden dimension of momentum? The post-cost evidence from the U.S. stock markets. (2023). Yeomans, Julian Scott ; Luukka, Pasi ; Ahmed, Sheraz ; Patari, Eero. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000074. Full description at Econpapers || Download paper | |
2023 | Limited attention, salient anchor, and the modified MAX effect: Evidence from Taiwan’s stock market. (2023). Lien, Donald ; Wang, Zi-Mei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s106294082300027x. 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). Liu, Baohua ; Jiang, Chunzi ; Zhang, Qianqian ; Chan, Kam C. 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). Bataineh, Hassan ; Gider, Zeynullah ; Hassan, Kabir M ; 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 | |
2023 | Familiarity bias and economic decisions: Evidence from a survey experiment. (2023). Jin, YI ; Qi, Zhenyan ; Zhu, Zhaobo. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002227. Full description at Econpapers || Download paper | |
2023 | A discrete-time hedging framework with multiple factors and fat tails: On what matters. (2023). Begin, Jean-Franois ; Badescu, Alexandru ; Augustyniak, Maciej. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:416-444. Full description at Econpapers || Download paper | |
2023 | The impacts of investor network and herd behavior on market stability: Social learning, network structure, and heterogeneity. (2023). Diao, Xundi ; Gong, Qingbin. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:3:p:1388-1398. Full description at Econpapers || Download paper | |
2023 | The impact of institutional investors corporate site visits on corporate social responsibility. (2023). Hou, Canran ; Liu, Huan. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000929. Full description at Econpapers || Download paper | |
2023 | The effect of fraud experience on investment behavior. (2023). Wan, Fang ; Lu, Xiaomeng ; Liao, Chi ; Jacoby, Gady. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000122. Full description at Econpapers || Download paper | |
2023 | Salience theory in price and trading volume: Evidence from China. (2023). Zhu, Yifeng ; Wang, Hui ; Sun, Kaisi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:38-61. Full description at Econpapers || Download paper | |
2023 | Foreign institutions, local investors and momentum trading. (2023). Wu, Winston ; Bradrania, Reza. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:40-64. Full description at Econpapers || Download paper | |
2024 | Expensive anomalies. (2024). Seyhun, Nejat H ; Ray, Sugata ; Anginer, Deniz ; Xu, Luqi. 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). Jiang, Fuwei ; Liao, Cunfei ; Ma, Tian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001251. Full description at Econpapers || Download paper | |
2023 | The time-varying effects of liquidity and market efficiency of the European Union carbon market: Evidence from the TVP-SVAR-SV approach. (2023). Ren, Xiaohang ; Zhang, Rui ; Zhong, Meirui. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002062. Full description at Econpapers || Download paper | |
2024 | Credit default swaps and corporate carbon emissions in Japan. (2024). Takaoka, Sumiko ; Okimoto, Tatsuyoshi. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002123. 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). Hua, Xia ; Li, Jiaqi ; Xu, Zhiwei ; Ren, Pengyue. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523005025. Full description at Econpapers || Download paper | |
2023 | Analyst coverage and the idiosyncratic skewness effect in the Taiwan stock market. (2023). Lin, Mei-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004100. Full description at Econpapers || Download paper | |
2023 | Tracking investor gambling intensity. (2023). Xu, Changxin ; Yang, Li Hua ; Zhu, Hongbing. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004185. Full description at Econpapers || Download paper | |
2023 | Risk appetite and option prices: Evidence from the Chinese SSE50 options market. (2023). Sui, Cong ; Wang, Shouyang ; Liu, Qing. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000571. Full description at Econpapers || Download paper | |
2023 | Do online searches actually measure future retail investor trades?. (2023). Piccoli, Pedro ; de Castro, Jessica. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000686. Full description at Econpapers || Download paper | |
2023 | Investor propensity to speculate and price delay in emerging markets. (2023). Peng, Shu-Cing ; Hsin, Chin-Wen. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300073x. Full description at Econpapers || Download paper | |
2023 | Left-tail momentum and tail properties of return distributions: A case of Korea. (2023). Park, Jong Won ; Eom, Yunsung. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000868. Full description at Econpapers || Download paper | |
2023 | Minority shareholders activism and stock price crash risk: Evidence from China. (2023). Qiu, Muqing ; Wang, Qiong. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001102. Full description at Econpapers || Download paper | |
2023 | Economic policy uncertainty, investor attention and post-earnings announcement drift. (2023). Ge, Shilong ; Chai, Yiwei ; Ao, Zhu ; Du, Xiuli. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s105752192300131x. Full description at Econpapers || Download paper | |
2023 | Enterprise digital transformation, breadth of ownership and stock price volatility. (2023). Kong, Gaowen ; Zhao, Huixian ; Liu, Shasha. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002296. Full description at Econpapers || Download paper | |
2023 | Performance commitments and the properties of analyst earnings forecasts: Evidence from Chinese reverse merger firms. (2023). Xiong, LU ; Yang, Lingxuan ; Liu, YU. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002910. 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). Park, Jong Won ; Eom, Yunsung. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000528. Full description at Econpapers || Download paper | |
2023 | Public disclosure with information sharing in financial market. (2023). Zhao, QI ; Ji, Yucheng ; Pan, Shiliang ; Xu, Weijun. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000260. Full description at Econpapers || Download paper | |
2023 | Uncovering the information content in abnormal institutional visits. (2023). Li, Feng ; Chang, Danting. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003604. Full description at Econpapers || Download paper | |
2023 | The impact of internet articles on investor trading decisions by investor types: Evidence from Korean stock market. (2023). Lee, Joonil ; Choi, Ga-Young. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004828. Full description at Econpapers || Download paper | |
2023 | The impact of investor communication on enterprise green innovation. (2023). Wang, Jun. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005305. Full description at Econpapers || Download paper | |
2023 | Analysts’ forecast optimism and cash holding: Evidence from China. (2023). Loang, Ooi Kok ; Liu, Xingyu. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323006098. Full description at Econpapers || Download paper | |
2023 | Unrealized return dispersion and the equity risk premium. (2023). Xie, Haibin ; Ji, Zhehan ; Qiao, Kenan. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006888. Full description at Econpapers || Download paper | |
2023 | Does the liberalization of stock market optimize firms debt? Evidence from a policy experiment in China. (2023). Yi, Yunxin. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007675. Full description at Econpapers || Download paper | |
2023 | Stock market liberalization and earnings management: Evidence from the China–Hong Kong Stock Connects. (2023). Wang, Min ; Chen, Guang. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007894. Full description at Econpapers || Download paper | |
2023 | Hedge fund manager timing and selectivity skill over time. A holdings-based estimate. (2023). Kang, Minjeong ; Aiken, Adam L. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008115. Full description at Econpapers || Download paper | |
2023 | Can prospect theory explain anomalies in the Chinese stock market?. (2023). Liang, Xinxin ; Ji, Xinru ; Ao, Zhiming. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008383. Full description at Econpapers || Download paper | |
2023 | Do individual investors pay attention to the information acquisition activities of institutional investors?. (2023). Chen, Rongze ; Lu, Jing. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323009510. Full description at Econpapers || Download paper | |
2023 | Pandemic public health interventions and corporate communications: Evidence from China. (2023). Huang, Mengqi ; Yuan, Hong. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323009790. 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). Shuval, Kerem ; Snunu, Iyad ; David, OR ; Qadan, Mahmoud. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000667. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2007 | Stochastic Volatilities and Correlations of Bond Yields In: Journal of Finance. [Full Text][Citation analysis] | article | 19 |
2007 | The U.S. Treasury Buyback Auctions: The Cost of Retiring Illiquid Bonds In: Journal of Finance. [Full Text][Citation analysis] | article | 11 |
2021 | Sentiment Trading and Hedge Fund Returns In: Journal of Finance. [Full Text][Citation analysis] | article | 11 |
2001 | The Disposition Effect and Momentum In: University of California at Los Angeles, Anderson Graduate School of Management. [Full Text][Citation analysis] | paper | 39 |
2003 | The Disposition Effect and Momentum.(2003) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2002 | The Disposition Effect and Momentum.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
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 | 152 |
2017 | Institutional Investment Constraints and Stock Prices In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 11 |
2005 | Institutional Investment Constraints and Stock Prices.(2005) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2019 | Two Trees with Heterogeneous Beliefs: Spillover Effect of Disagreement In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 3 |
2010 | Investor Overconfidence and the Forward Premium Puzzle In: Working Papers. [Full Text][Citation analysis] | paper | 64 |
2010 | Investor Overconfidence and the Forward Premium Puzzle.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | 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: 64 | 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 |
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 | 24 |
2016 | Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 39 |
2011 | Taking the road less traveled by: Does conversation eradicate pernicious cascades? In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 21 |
2016 | Public information and uninformed trading: Implications for market liquidity and price efficiency In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 45 |
2013 | Cross section of option returns and idiosyncratic stock volatility In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 54 |
2017 | The term structure of credit spreads, firm fundamentals, and expected stock returns In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 14 |
2005 | Prospect theory, mental accounting, and momentum In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 300 |
2009 | Forecast Accuracy Uncertainty and Momentum In: Management Science. [Full Text][Citation analysis] | article | 6 |
2013 | Social Networks, Information Acquisition, and Asset Prices In: Management Science. [Full Text][Citation analysis] | article | 59 |
2021 | Information Content of Aggregate Implied Volatility Spread In: Management Science. [Full Text][Citation analysis] | article | 9 |
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 |
2018 | Social Transmission Bias and Investor Behavior In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
2019 | Visibility Bias in the Transmission of Consumption Beliefs and Undersaving In: NBER Working Papers. [Full Text][Citation analysis] | paper | 7 |
2011 | Fear of the Unknown: Familiarity and Economic Decisions In: Review of Finance. [Full Text][Citation analysis] | article | 55 |
2007 | Fear of the Unknown: Familiarity and Economic Decisions.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
2008 | Investor Sentiment and Option Prices In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 142 |
2020 | Housing Market and Entrepreneurship: Micro Evidence from China In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
2018 | Do Analysts Gain an Informational Advantage by Visiting Listed Companies? In: Contemporary Accounting Research. [Full Text][Citation analysis] | article | 76 |
2018 | HOUSING PRICE AND FUNDAMENTALS IN A TRANSITION ECONOMY: THE CASE OF THE BEIJING MARKET In: International Economic Review. [Full Text][Citation analysis] | article | 15 |
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