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Lawrence Jin

Personal Details

First Name:Lawrence
Middle Name:
Last Name:Jin
Suffix:
RePEc Short-ID:pji170
http://students.som.yale.edu/phd/jj365/

Affiliation

School of Management
Yale University

New Haven, Connecticut (United States)
http://mba.yale.edu/

:


RePEc:edi:smyalus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Robin Greenwood & Samuel G. Hanson & Lawrence J. Jin, 2019. "Reflexivity in Credit Markets," NBER Working Papers 25747, National Bureau of Economic Research, Inc.
  2. Nicholas Barberis & Robin Greenwood & Lawrence Jin & Andrei Shleifer, 2016. "Extrapolation and Bubbles," NBER Working Papers 21944, National Bureau of Economic Research, Inc.
  3. Nicholas Barberis & Robin Greenwood & Lawrence Jin & Andrei Shleifer, 2013. "X-CAPM: An Extrapolative Capital Asset Pricing Model," NBER Working Papers 19189, National Bureau of Economic Research, Inc.

Articles

  1. Jonathan E. Ingersoll & Lawrence J. Jin, 2013. "Realization Utility with Reference-Dependent Preferences," Review of Financial Studies, Society for Financial Studies, vol. 26(3), pages 723-767.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Nicholas Barberis & Robin Greenwood & Lawrence Jin & Andrei Shleifer, 2016. "Extrapolation and Bubbles," NBER Working Papers 21944, National Bureau of Economic Research, Inc.

    Cited by:

    1. Robin Greenwood & Andrei Shleifer & Yang You, 2017. "Bubbles for Fama," NBER Working Papers 23191, National Bureau of Economic Research, Inc.
    2. Bailey, Michael & Cao, Ruiqing & Kuchler, Theresa & Ströbel, Johannes, 2016. "Social Networks and Housing Markets," CEPR Discussion Papers 11272, C.E.P.R. Discussion Papers.
    3. Alexandre Kohlhas, 2018. "Asymmetric Attention," 2018 Meeting Papers 1040, Society for Economic Dynamics.
    4. Cars Hommes & Anita Kopányi-Peuker & Joep Sonnemans, "undated". "Bubbles, crashes and information contagion in large-group asset market experiments," Tinbergen Institute Discussion Papers 19-016/II, Tinbergen Institute.
    5. Saadi, Vahid, 2016. "Mortgage supply and the US housing boom: The role of the Community Reinvestment Act," SAFE Working Paper Series 155, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
    6. Saadi, Vahid, 2016. "Mortgage supply and the US housing boom: The role of the community reinvestment act," IWH Discussion Papers 32/2016, Halle Institute for Economic Research (IWH).
    7. Gao, Can & Martin, Ian, 2019. "Volatility, Valuation Ratios, and Bubbles: An Empirical Measure of Market Sentiment," CEPR Discussion Papers 13454, C.E.P.R. Discussion Papers.
    8. Virtanen, Timo & Tölö, Eero & Virén, Matti & Taipalus, Katja, 2018. "Can bubble theory foresee banking crises?," Journal of Financial Stability, Elsevier, vol. 36(C), pages 66-81.
    9. Baghestanian, Sascha & Massenot, Baptiste, 2016. "Credit cycles: Experimental evidence," SAFE Working Paper Series 104 [rev.], Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
    10. Stefano Giglio & Bryan Kelly, 2016. "Excess Volatility: Beyond Discount Rates," NBER Working Papers 22045, National Bureau of Economic Research, Inc.

  2. Nicholas Barberis & Robin Greenwood & Lawrence Jin & Andrei Shleifer, 2013. "X-CAPM: An Extrapolative Capital Asset Pricing Model," NBER Working Papers 19189, National Bureau of Economic Research, Inc.

    Cited by:

    1. Xue-Zhong He & Kai Li & Chuncheng Wang, 2018. "Time-varying economic dominance in financial markets: A bistable dynamics approach," Published Paper Series 2018-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
    2. Campbell, John Y., 2016. "Restoring rational choice: The challenge of consumer financial regulation," Working Paper Series 1897, European Central Bank.
    3. Daniel L. Tortorice, 2014. "Equity Return Predictability, Time Varying Volatility and Learning About the Permanence of Shocks," Working Papers 70, Brandeis University, Department of Economics and International Businesss School.
    4. Crump, Richard K. & Eusepi, Stefano & Moench, Emanuel, 2016. "The term structure of expectations and bond yields," Staff Reports 775, Federal Reserve Bank of New York, revised 01 Apr 2018.
    5. Francesco Cerigioni, 2016. "Dual Decision Processes and Noise Trading," Working Papers 925, Barcelona Graduate School of Economics.
    6. Johannes Stroebel, 2016. " EconomicDynamics Interview: Johannes Stroebel on real estate dynamics," EconomicDynamics Newsletter, Review of Economic Dynamics, vol. 17(2), November.
    7. Nicholas Barberis & Robin Greenwood & Lawrence Jin & Andrei Shleifer, 2016. "Extrapolation and Bubbles," NBER Working Papers 21944, National Bureau of Economic Research, Inc.
    8. Giglio, Stefano W & Maggiori, Matteo & Ströbel, Johannes & Utkus, Stephen, 2019. "Five Facts About Beliefs and Portfolios," CEPR Discussion Papers 13657, C.E.P.R. Discussion Papers.
    9. Po-Keng Cheng & Young Shin Kim, 2017. "Speculative bubbles and crashes: Fundamentalists and positive‐feedback trading," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1381370-138, January.
    10. Sarita Bunsupha, 2018. "Extrapolative Beliefs and Exchange Rate Markets," PIER Discussion Papers 84, Puey Ungphakorn Institute for Economic Research, revised Apr 2018.
    11. Glaeser, Edward L. & Nathanson, Charles G., 2017. "An extrapolative model of house price dynamics," Journal of Financial Economics, Elsevier, vol. 126(1), pages 147-170.
    12. Stefano Eusepi & Giorgio Topa & Andrea Tambalotti & Richard Crump, 2016. "Subjective Intertemporal Substitution," 2016 Meeting Papers 83, Society for Economic Dynamics.
    13. Anthony A. DeFusco & Charles G. Nathanson & Eric Zwick, 2017. "Speculative Dynamics of Prices and Volume," NBER Working Papers 23449, National Bureau of Economic Research, Inc.
    14. Ricardo De la O & Sean Myers, 2018. "Subjective Cash Flows and Discount Rates," 2018 Meeting Papers 291, Society for Economic Dynamics.
    15. Chen, Li-Wen & Yu, Hsin-Yi & Wang, Wen-Kai, 2018. "Evolution of historical prices in momentum investing," Journal of Financial Markets, Elsevier, vol. 37(C), pages 120-135.
    16. Iovino, Luigi & Sergeyev, Dmitriy, 2018. "Central Bank Balance Sheet Policies Without Rational Expectations," CEPR Discussion Papers 13100, C.E.P.R. Discussion Papers.
    17. Danny Yagan, 2014. "Riding the Bubble? Chasing Returns into Illiquid Assets," NBER Working Papers 20360, National Bureau of Economic Research, Inc.
    18. Pedro Bordalo & Nicola Gennaioli & Andrei Shleifer, "undated". "Diagnostic Expectations and Credit Cycles," Working Paper 350646, Harvard University OpenScholar.
    19. Edward L. Glaeser & Charles G. Nathanson, 2014. "Housing Bubbles," NBER Working Papers 20426, National Bureau of Economic Research, Inc.
    20. Pedro Bordalo & Nicola Gennaioli & Rafael La Porta & Andrei Shleifer, 2017. "Diagnostic Expectations and Stock Returns," NBER Working Papers 23863, National Bureau of Economic Research, Inc.
    21. Kuchler, Theresa & Zafar, Basit, 2015. "Personal Experiences and Expectations about Aggregate Outcomes," IZA Discussion Papers 9444, Institute of Labor Economics (IZA).
    22. Armona, Luis & Fuster, Andreas & Zafar, Basit, 2016. "Home price expectations and behavior: evidence from a randomized information experiment," Staff Reports 798, Federal Reserve Bank of New York.
    23. Glaeser, Edward L. & Nathanson, Charles G., 2015. "An Extrapolative Model of House Price Dynamics," Working Paper Series rwp15-012, Harvard University, John F. Kennedy School of Government.
    24. Asness, Clifford S. & Liew, John M. & Pedersen, Lasse Heje & Thapar, Ashwin K, 2018. "Deep Value," CEPR Discussion Papers 12685, C.E.P.R. Discussion Papers.
    25. Samuel M. Hartzmark & Kelly Shue, 2017. "A Tough Act to Follow: Contrast Effects In Financial Markets," NBER Working Papers 23883, National Bureau of Economic Research, Inc.
    26. Klaus Adam & Johannes Beutel & Albert Marcet, 2014. "Stock Price Booms and Expected Capital Gains," UFAE and IAE Working Papers 948.14, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    27. Reitz, Stefan & Pierdzioch, Christian & Rülke, Jan-Christoph, 2015. "Nonlinear Expectation Formation in the U.S. Stock Market," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113210, Verein für Socialpolitik / German Economic Association.
    28. Calvet, Laurent-Emmanuel & Grandmont, Jean-Michel & Lemaire, Isabelle, 2018. "Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets," Research in Economics, Elsevier, vol. 72(1), pages 117-146.
    29. Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2015. "Nonlinear expectation formation in the U.S. stock market: Empirical evidence from the Livingston survey," Kiel Working Papers 1947 [rev.], Kiel Institute for the World Economy (IfW).
    30. Robert J. Shiller, 2014. "Speculative Asset Prices (Nobel Prize Lecture)," Cowles Foundation Discussion Papers 1936, Cowles Foundation for Research in Economics, Yale University.
    31. Edward L. Glaeser & Charles G. Nathanson, 2015. "An Extrapolative Model of House Price Dynamics," NBER Working Papers 21037, National Bureau of Economic Research, Inc.
    32. Yili Chien & Harold Cole & Hanno Lustig, 2016. "Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies in an Endowment Economy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 20, pages 215-239, April.
    33. Li, Jun & Wang, Huijun & Yu, Jianfeng, 2018. "Aggregate Expected Investment Growth and Stock Market Returns," ADBI Working Papers 808, Asian Development Bank Institute.
    34. Nicholas CL Beale & Richard M Gunton & Kutlwano L Bashe & Heather S Battey & Robert S MacKay, 2019. "Dynamics of Value-Tracking in Financial Markets," Papers 1903.09898, arXiv.org.
    35. Farouq Abdulaziz Masoudy, 2018. "Accurate Evaluation of Asset Pricing Under Uncertainty and Ambiguity of Information," Papers 1801.06966, arXiv.org, revised Mar 2018.
    36. Florian Peters & Simas Kucinskas, 2018. "Measuring Biases in Expectation Formation," Tinbergen Institute Discussion Papers 18-058/IV, Tinbergen Institute.
    37. Ulrike Malmendier & Demian Pouzo & Victoria Vanasco, 2018. "Investor Experiences and Financial Market Dynamics," NBER Working Papers 24697, National Bureau of Economic Research, Inc.
    38. John H. Cochrane, 2017. "Macro-Finance," Review of Finance, European Finance Association, vol. 21(3), pages 945-985.
    39. Colin Caines & Fabian Winkler, 2018. "Asset Price Learning and Optimal Monetary Policy," International Finance Discussion Papers 1236, Board of Governors of the Federal Reserve System (U.S.).
    40. Hirshleifer, David & Li, Jun & Yu, Jianfeng, 2015. "Asset pricing in production economies with extrapolative expectations," Journal of Monetary Economics, Elsevier, vol. 76(C), pages 87-106.
    41. Basak, Deepal & Murray, Alexander & Zhao, Yunhui, 2017. "Does Financial Tranquility Call for More Stringent Regulation?," MPRA Paper 81373, University Library of Munich, Germany.
    42. Basit Zafar & Theresa Kuchler, 2015. "Expectation Formation," 2015 Meeting Papers 678, Society for Economic Dynamics.
    43. Ian Martin, 2017. "What is the Expected Return on the Market?," The Quarterly Journal of Economics, Oxford University Press, vol. 132(1), pages 367-433.
    44. Shiller, Robert J., 2013. "Speculative Asset Prices," Nobel Prize in Economics documents 2013-6, Nobel Prize Committee.
    45. Hans-Martin von Gaudecker & Axel Wogrolly, 2019. "The dynamics of households' stock market beliefs," CESifo Working Paper Series 7602, CESifo Group Munich.
    46. He, Xue-Zhong & Li, Youwei & Zheng, Min, 2019. "Heterogeneous agent models in financial markets: A nonlinear dynamics approach," International Review of Financial Analysis, Elsevier, vol. 62(C), pages 135-149.
    47. Nolte, Ingmar & Nolte, Sandra & Pohlmeier, Winfried, 2019. "What determines forecasters’ forecasting errors?," International Journal of Forecasting, Elsevier, vol. 35(1), pages 11-24.
    48. Wei, Jason, 2018. "Behavioral biases in the corporate bond market," Journal of Empirical Finance, Elsevier, vol. 46(C), pages 34-55.
    49. Zoran Popovic & Mihailo Paunovic, 2018. "The Dependence of the Cost of Capital on Degree of Diversification," Montenegrin Journal of Economics, Economic Laboratory for Transition Research (ELIT), vol. 14(1), pages 53-67.
    50. Francesco Cerigioni, 2016. "Dual decision processes and noise trading," Economics Working Papers 1553, Department of Economics and Business, Universitat Pompeu Fabra.
    51. Pei Kuang & Renbin Zhang & Tongbin Zhang, 2019. "New Tests of Expectation Formation with Applications to Asset Pricing Models," Discussion Papers 19-05, Department of Economics, University of Birmingham.
    52. Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2014. "Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market," FinMaP-Working Papers 11, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    53. Li, Shaoyu & Wei, Lijia & Xu, Zhiwei, 2017. "Dynamic asset allocation and consumption under inflation inequality: The impacts of inflation experiences and expectations," Economic Modelling, Elsevier, vol. 61(C), pages 113-125.
    54. Stefanie Schraeder, 2016. "Information Processing and Non-Bayesian Learning in Financial Markets," Review of Finance, European Finance Association, vol. 20(2), pages 823-853.
    55. Dan Tortorice, 2016. "The Business Cycles Implications of Fluctuating Long Run Expectations," Working Papers 100, Brandeis University, Department of Economics and International Businesss School.
    56. Stefano Cassella & Huseyin Gulen, 2018. "Extrapolation Bias and the Predictability of Stock Returns by Price-Scaled Variables," Review of Financial Studies, Society for Financial Studies, vol. 31(11), pages 4345-4397.
    57. Anagol, Santosh & Balasubramaniam, Vimal & Ramadorai, Tarun, 2018. "Learning from Noise: Evidence from India's IPO Lotteries," CEPR Discussion Papers 13314, C.E.P.R. Discussion Papers.
    58. Gulen, Huseyin & Ion, Mihai & Rossi, Stefano, 2019. "Credit Cycles, Expectations, and Corporate Investment," CEPR Discussion Papers 13679, C.E.P.R. Discussion Papers.
    59. Nelson Lind, 2017. "Credit Regimes and the Seeds of Crisis," 2017 Meeting Papers 1474, Society for Economic Dynamics.
    60. Bradley Jones, 2015. "Asset Bubbles; Re-thinking Policy for the Age of Asset Management," IMF Working Papers 15/27, International Monetary Fund.
    61. Immonen, Eero, 2017. "Simple agent-based dynamical system models for efficient financial markets: Theory and examples," Journal of Mathematical Economics, Elsevier, vol. 69(C), pages 38-53.
    62. Hong, Jieying & Moinas, Sophie & Pouget, Sébastien, 2018. "Learning in Speculative Bubbles: An Experiment," TSE Working Papers 18-882, Toulouse School of Economics (TSE).
    63. Stefano Giglio & Bryan Kelly, 2016. "Excess Volatility: Beyond Discount Rates," NBER Working Papers 22045, National Bureau of Economic Research, Inc.
    64. Glaeser, Edward L. & Nathanson, Charles G., 2015. "Housing Bubbles," Handbook of Regional and Urban Economics, Elsevier.
    65. Charles Nathanson & Edward Glaeser, 2015. "An Extrapolative Model of House Price Dynamics," 2015 Meeting Papers 1108, Society for Economic Dynamics.
    66. Lars Peter Hansen, 2017. "Comment on "Survey Measurement of Probabilistic Economic Expectations: Progress and Promise"," NBER Chapters,in: NBER Macroeconomics Annual 2017, volume 32, pages 479-489 National Bureau of Economic Research, Inc.
    67. Shushi, Tomer, 2018. "Stein’s lemma for truncated elliptical random vectors," Statistics & Probability Letters, Elsevier, vol. 137(C), pages 297-303.
    68. Anshul Verma & Riccardo Junior Buonocore & Tiziana di Matteo, 2017. "A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering," Papers 1712.02138, arXiv.org, revised May 2018.

Articles

  1. Jonathan E. Ingersoll & Lawrence J. Jin, 2013. "Realization Utility with Reference-Dependent Preferences," Review of Financial Studies, Society for Financial Studies, vol. 26(3), pages 723-767.

    Cited by:

    1. Wang, Huijun & Yan, Jinghua & Yu, Jianfeng, 2017. "Reference-dependent preferences and the risk–return trade-off," Journal of Financial Economics, Elsevier, vol. 123(2), pages 395-414.
    2. Michał Król & Magdalena Ewa Król, 2019. "Simple eye movement metrics can predict future decision making performance: The case of financial choices," Judgment and Decision Making, Society for Judgment and Decision Making, vol. 14(3), pages 223-233, May.
    3. Pelster, Matthias & Hofmann, Annette, 2018. "About the fear of reputational loss: Social trading and the disposition effect," Journal of Banking & Finance, Elsevier, vol. 94(C), pages 75-88.
    4. Miroslav Ferenèak & Dušan Dobromirov & Mladen Radišiæ & Aleksandar Takaèi, 2018. "Aversion to a sure loss: turning investors into gamblers," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics, vol. 36(2), pages 537-557.
    5. An, Li & Wang, Huijun & Wang, Jian & Yu, Jianfeng, 2015. "Lottery-related anomalies: the role of reference-dependent preferences," Globalization Institute Working Papers 259, Federal Reserve Bank of Dallas.
    6. Merkle, Christoph & Egan, Daniel P. & Davies, Greg B., 2015. "Investor happiness," Journal of Economic Psychology, Elsevier, vol. 49(C), pages 167-186.
    7. Lucks, Konstantin, 2016. "The Impact of Self-Control on Investment Decisions," MPRA Paper 73099, University Library of Munich, Germany.
    8. Yun Shi & Xiangyu Cui & Jing Yao & Duan Li, 2015. "Dynamic Trading with Reference Point Adaptation and Loss Aversion," Operations Research, INFORMS, vol. 63(4), pages 789-806, August.
    9. Hirshleifer, David, 2014. "Behavioral Finance," MPRA Paper 59028, University Library of Munich, Germany.
    10. Henderson, Vicky & Hobson, David & Tse, Alex S.L., 2018. "Probability weighting, stop-loss and the disposition effect," Journal of Economic Theory, Elsevier, vol. 178(C), pages 360-397.
    11. Li, Jianbiao & Niu, Xiaofei & Li, Dahui & Cao, Qian, 2018. "Using Non-Invasive Brain Stimulation to Test the Role of Self-Control in Investor Behavior," EconStor Preprints 177890, ZBW - Leibniz Information Centre for Economics.
    12. Frydman, Cary & Rangel, Antonio, 2014. "Debiasing the disposition effect by reducing the saliency of information about a stock's purchase price," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PB), pages 541-552.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CFN: Corporate Finance (1) 2013-07-05. Author is listed
  2. NEP-FMK: Financial Markets (1) 2013-07-05. Author is listed
  3. NEP-MST: Market Microstructure (1) 2016-03-23. Author is listed

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