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Harrison Hong

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Personal Details

First Name: Harrison
Middle Name:
Last Name: Hong
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RePEc Short-ID: pho390

Email:
Homepage: http://www.princeton.edu/~hhong
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Affiliation

Works

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Working papers

  1. Hyun-Soo Choi & Harrison Hong & Jeffrey Kubik & Jeffrey P. Thompson, 2014. "When Real Estate is the Only Game in Town," NBER Working Papers 19798, National Bureau of Economic Research, Inc.
  2. Ing-Haw Cheng & Harrison Hong & Kelly Shue, 2013. "Do Managers Do Good with Other People's Money?," NBER Working Papers 19432, National Bureau of Economic Research, Inc.
  3. Yen-cheng Chang & Harrison Hong & Inessa Liskovich, 2013. "Regression Discontinuity and the Price Effects of Stock Market Indexing," NBER Working Papers 19290, National Bureau of Economic Research, Inc.
  4. Harrison Hong & Jeffrey D. Kubik & Jose A. Scheinkman, 2012. "Financial Constraints on Corporate Goodness," NBER Working Papers 18476, National Bureau of Economic Research, Inc.
  5. Harrison Hong & David Sraer, 2012. "Quiet Bubbles," NBER Working Papers 18547, National Bureau of Economic Research, Inc.
  6. Harrison Hong & David Sraer, 2012. "Speculative Betas," NBER Working Papers 18548, National Bureau of Economic Research, Inc.
  7. Harrison Hong & Motohiro Yogo, 2011. "What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?," NBER Working Papers 16712, National Bureau of Economic Research, Inc.
  8. Ing-Haw Cheng & Harrison Hong & Jose A. Scheinkman, 2010. "Yesterday's Heroes: Compensation and Creative Risk-Taking," NBER Working Papers 16176, National Bureau of Economic Research, Inc.
  9. Joseph Chen & Samuel Hanson & Harrison Hong & Jeremy C. Stein, 2008. "Do Hedge Funds Profit From Mutual-Fund Distress?," NBER Working Papers 13786, National Bureau of Economic Research, Inc.
  10. Hong, Harrison & Stein, Jeremy, 2007. "Disagreement and the Stock Market," Scholarly Articles 2894690, Harvard University Department of Economics.
  11. Harrison Hong & Jose A. Scheinkman & Wei Xiong, 2007. "Advisors and Asset Prices: A Model of the Origins of Bubbles," NBER Working Papers 13504, National Bureau of Economic Research, Inc.
  12. Harrison Hong & Jose Scheinkman & Wei Xiong, 2005. "Asset Float and Speculative Bubbles," Levine's Bibliography 122247000000000861, UCLA Department of Economics.
  13. Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein, 2005. "The Only Game in Town: Stock-Price Consequences of Local Bias," Harvard Institute of Economic Research Working Papers 2077, Harvard - Institute of Economic Research.
  14. Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein, 2003. "The Neighbor's Portfolio: Word-of-Mouth Effects in the Holdings and Trade of Money Managers," NBER Working Papers 9711, National Bureau of Economic Research, Inc.
  15. Harrison Hong & Jeremy C. Stein, 2003. "Simple Forecasts and Paradigm Shifts," NBER Working Papers 10013, National Bureau of Economic Research, Inc.
  16. Hong, Harrison & Torous, Walter & Valkanov, Rossen, 2002. "Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA qt6x49x543, Anderson Graduate School of Management, UCLA.
  17. Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein, 2001. "Social Interaction and Stock-Market Participation," NBER Working Papers 8358, National Bureau of Economic Research, Inc.
  18. Joseph Chen & Harrison Hong & Jeremy C. Stein, 2001. "Breadth of Ownership and Stock Returns," NBER Working Papers 8151, National Bureau of Economic Research, Inc.
  19. Harrison Hong & Sven Rady, 2000. "Strategic Trading and Learning about Liquidity," Econometric Society World Congress 2000 Contributed Papers 1351, Econometric Society.
  20. Joseph Chen & Harrison Hong & Jeremy C. Stein, 2000. "Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices," NBER Working Papers 7687, National Bureau of Economic Research, Inc.
  21. Harrison Hong & Jeremy C. Stein, 1999. "Differences of Opinion, Rational Arbitrage and Market Crashes," NBER Working Papers 7376, National Bureau of Economic Research, Inc.
  22. Harrison Hong & Terence Lim & Jeremy C. Stein, 1998. "Bad News Travels Slowly: Size, Analyst Coverage and the Profitability of Momentum Strategies," NBER Working Papers 6553, National Bureau of Economic Research, Inc.
  23. Harrison Hong & Jeremy C. Stein, 1997. "A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets," NBER Working Papers 6324, National Bureau of Economic Research, Inc.

Articles

  1. Hong, Harrison & Kubik, Jeffrey D. & Fishman, Tal, 2012. "Do arbitrageurs amplify economic shocks?," Journal of Financial Economics, Elsevier, Elsevier, vol. 103(3), pages 454-470.
  2. Hong, Harrison & Yogo, Motohiro, 2012. "What does futures market interest tell us about the macroeconomy and asset prices?," Journal of Financial Economics, Elsevier, Elsevier, vol. 105(3), pages 473-490.
  3. Harrison Hong & Marcin Kacperczyk, 2010. "Competition and Bias," The Quarterly Journal of Economics, MIT Press, MIT Press, vol. 125(4), pages 1683-1725, November.
  4. Hong, Harrison & Yu, Jialin, 2009. "Gone fishin': Seasonality in trading activity and asset prices," Journal of Financial Markets, Elsevier, Elsevier, vol. 12(4), pages 672-702, November.
  5. Hong, Harrison & Kacperczyk, Marcin, 2009. "The price of sin: The effects of social norms on markets," Journal of Financial Economics, Elsevier, Elsevier, vol. 93(1), pages 15-36, July.
  6. Hong, Harrison & Scheinkman, José & Xiong, Wei, 2008. "Advisors and asset prices: A model of the origins of bubbles," Journal of Financial Economics, Elsevier, Elsevier, vol. 89(2), pages 268-287, August.
  7. Hong, Harrison & Wang, Jiang & Yu, Jialin, 2008. "Firms as buyers of last resort," Journal of Financial Economics, Elsevier, Elsevier, vol. 88(1), pages 119-145, April.
  8. Hong, Harrison & Kubik, Jeffrey D. & Stein, Jeremy C., 2008. "The only game in town: Stock-price consequences of local bias," Journal of Financial Economics, Elsevier, Elsevier, vol. 90(1), pages 20-37, October.
  9. Harrison Hong, 2007. "Behavioural Finance: Introduction," European Financial Management, European Financial Management Association, European Financial Management Association, vol. 13(3), pages 389-393.
  10. Harrison Hong & Jeremy C. Stein & Jialin Yu, 2007. "Simple Forecasts and Paradigm Shifts," Journal of Finance, American Finance Association, American Finance Association, vol. 62(3), pages 1207-1242, 06.
  11. Harrison Hong & Jeremy C. Stein, 2007. "Disagreement and the Stock Market," Journal of Economic Perspectives, American Economic Association, American Economic Association, vol. 21(2), pages 109-128, Spring.
  12. Hong, Harrison & Torous, Walter & Valkanov, Rossen, 2007. "Do industries lead stock markets?," Journal of Financial Economics, Elsevier, Elsevier, vol. 83(2), pages 367-396, February.
  13. Harrison Hong & José Scheinkman & Wei Xiong, 2006. "Asset Float and Speculative Bubbles," Journal of Finance, American Finance Association, American Finance Association, vol. 61(3), pages 1073-1117, 06.
  14. Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein, 2005. "Thy Neighbor's Portfolio: Word-of-Mouth Effects in the Holdings and Trades of Money Managers," Journal of Finance, American Finance Association, American Finance Association, vol. 60(6), pages 2801-2824, December.
  15. Hong, Harrison & Huang, Ming, 2005. "Talking up liquidity: insider trading and investor relations," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 14(1), pages 1-31, January.
  16. Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein, 2004. "Social Interaction and Stock-Market Participation," Journal of Finance, American Finance Association, American Finance Association, vol. 59(1), pages 137-163, 02.
  17. Joseph Chen & Harrison Hong & Ming Huang & Jeffrey D. Kubik, 2004. "Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization," American Economic Review, American Economic Association, American Economic Association, vol. 94(5), pages 1276-1302, December.
  18. Harrison Hong & Jeffrey D. Kubik, 2003. "Analyzing the Analysts: Career Concerns and Biased Earnings Forecasts," Journal of Finance, American Finance Association, American Finance Association, vol. 58(1), pages 313-351, 02.
  19. Harrison Hong & Jeremy C. Stein, 2003. "Differences of Opinion, Short-Sales Constraints, and Market Crashes," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 16(2), pages 487-525.
  20. Joseph Chen & Harrison Hong, 2002. "Discussion of "Momentum and Autocorrelation in Stock Returns"," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 15(2), pages 565-574, March.
  21. Hong, Harrison & Rady, Sven, 2002. "Strategic trading and learning about liquidity," Journal of Financial Markets, Elsevier, Elsevier, vol. 5(4), pages 419-450, October.
  22. Chen, Joseph & Hong, Harrison & Stein, Jeremy C., 2002. "Breadth of ownership and stock returns," Journal of Financial Economics, Elsevier, Elsevier, vol. 66(2-3), pages 171-205.
  23. Chen, Joseph & Hong, Harrison & Stein, Jeremy C., 2001. "Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices," Journal of Financial Economics, Elsevier, Elsevier, vol. 61(3), pages 345-381, September.
  24. Harrison Hong & Terence Lim & Jeremy C. Stein, 2000. "Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies," Journal of Finance, American Finance Association, American Finance Association, vol. 55(1), pages 265-295, 02.
  25. Harrison Hong & Jeffrey D. Kubik & Amit Solomon, 2000. "Security Analysts' Career Concerns and Herding of Earnings Forecasts," RAND Journal of Economics, The RAND Corporation, vol. 31(1), pages 121-144, Spring.
  26. Harrison Hong, 2000. "A Model of Returns and Trading in Futures Markets," Journal of Finance, American Finance Association, American Finance Association, vol. 55(2), pages 959-988, 04.
  27. Harrison Hong & Jiang Wang, 2000. "Trading and Returns under Periodic Market Closures," Journal of Finance, American Finance Association, American Finance Association, vol. 55(1), pages 297-354, 02.
  28. Harrison Hong & Jeremy C. Stein, 1999. "A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets," Journal of Finance, American Finance Association, American Finance Association, vol. 54(6), pages 2143-2184, December.

Chapters

  1. Ing-Haw Cheng & Harrison Hong & Jose Scheinkman, 2010. "Yesterday’s Heroes: Compensation and Creative Risk-Taking," NBER Chapters, in: Market Institutions and Financial Market Risk National Bureau of Economic Research, Inc.

NEP Fields

18 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (1) 2013-09-28
  2. NEP-CBA: Central Banking (1) 2011-01-30
  3. NEP-CFN: Corporate Finance (2) 2003-05-18 2005-05-23
  4. NEP-ETS: Econometric Time Series (1) 2003-11-30
  5. NEP-FIN: Finance (4) 1999-11-08 2000-05-16 2005-01-23 2005-05-23
  6. NEP-FMK: Financial Markets (4) 2000-05-16 2005-01-23 2006-01-24 2008-02-09
  7. NEP-GEO: Economic Geography (1) 2003-05-18
  8. NEP-HRM: Human Capital & Human Resource Management (1) 2013-09-28
  9. NEP-MAC: Macroeconomics (1) 2011-01-30
  10. NEP-MIC: Microeconomics (1) 2011-01-30
  11. NEP-MON: Monetary Economics (1) 2011-01-30
  12. NEP-URE: Urban & Real Estate Economics (1) 2014-01-24

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Discounted by Citation Age
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor
  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors
  13. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. h-index
  19. Number of Registered Citing Authors
  20. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  21. Number of Journal Pages
  22. Number of Journal Pages, Weighted by Simple Impact Factor
  23. Number of Journal Pages, Weighted by Recursive Impact Factor
  24. Number of Journal Pages, Weighted by Number of Authors
  25. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  26. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  27. Breadth of citations across fields
  28. Wu-Index

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