Tse-Chun Lin
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
- Utpal Bhattacharya & Wei-Yu Kuo & Tse-Chun Lin & Jing Zhao, 2019.
"Do Superstitious Traders Lose Money?,"
HKUST IEMS Working Paper Series
2019-62, HKUST Institute for Emerging Market Studies, revised May 2019.
Cited by:
- Marjolein E. Verhulst & Philippe Debie & Stephan Hageboeck & Joost M. E. Pennings & Cornelis Gardebroek & Axel Naumann & Paul van Leeuwen & Andres A. Trujillo-Barrera & Lorenzo Moneta, 2021.
"When Two Worlds Collide: Using Particle Physics Tools to Visualize the Limit Order Book,"
Papers
2109.04812, arXiv.org.
- Marjolein E. Verhulst & Philippe Debie & Stephan Hageboeck & Joost M. E. Pennings & Cornelis Gardebroek & Axel Naumann & Paul van Leeuwen & Andres A. Trujillo‐Barrera & Lorenzo Moneta, 2021. "When two worlds collide: Using particle physics tools to visualize the limit order book," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(11), pages 1715-1734, November.
- Marjolein E. Verhulst & Philippe Debie & Stephan Hageboeck & Joost M. E. Pennings & Cornelis Gardebroek & Axel Naumann & Paul van Leeuwen & Andres A. Trujillo-Barrera & Lorenzo Moneta, 2021.
"When Two Worlds Collide: Using Particle Physics Tools to Visualize the Limit Order Book,"
Papers
2109.04812, arXiv.org.
- Tse-Chun Lin & Qi Liu & Bo Sun, 2015.
"Contracting with Feedback,"
International Finance Discussion Papers
1143, Board of Governors of the Federal Reserve System (U.S.).
- Bo Sun, 2017. "Contracting with Feedback," 2017 Meeting Papers 286, Society for Economic Dynamics.
Cited by:
- Cecilia Parlatore & Eduardo Davila, 2016.
"Trading Costs and Informational Efficiency,"
2016 Meeting Papers
494, Society for Economic Dynamics.
- Eduardo Dávila & Cecilia Parlatore, 2019. "Trading Costs and Informational Efficiency," NBER Working Papers 25662, National Bureau of Economic Research, Inc.
- Eduardo Dávila & Cecilia Parlatore, 2021. "Trading Costs and Informational Efficiency," Journal of Finance, American Finance Association, vol. 76(3), pages 1471-1539, June.
- Joost Driessen & Tse-Chun Lin & Ludovic Phalippou, 2008.
"A New Method to Estimate Risk and Return of Non-Traded Assets from Cash Flows: The Case of Private Equity Funds,"
NBER Working Papers
14144, National Bureau of Economic Research, Inc.
- Driessen, Joost & Lin, Tse-Chun & Phalippou, Ludovic, 2012. "A New Method to Estimate Risk and Return of Nontraded Assets from Cash Flows: The Case of Private Equity Funds," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(3), pages 511-535, June.
Cited by:
- Buchner, Axel, 2016. "How much can lack of marketability affect private equity fund values?," Review of Financial Economics, Elsevier, vol. 28(C), pages 35-45.
- Arthur Korteweg & Stefan Nagel, 2013.
"Risk-Adjusting the Returns to Venture Capital,"
NBER Working Papers
19347, National Bureau of Economic Research, Inc.
- Nagel, Stefan & Korteweg, Arthur, 2013. "Risk-Adjusting the Returns to Venture Capital," CEPR Discussion Papers 9610, C.E.P.R. Discussion Papers.
- Arthur Korteweg & Stefan Nagel, 2016. "Risk‐Adjusting the Returns to Venture Capital," Journal of Finance, American Finance Association, vol. 71(3), pages 1437-1470, June.
- Buchner, Axel, 2016. "Dealing with non-normality when estimating abnormal returns and systematic risk of private equity: A closed-form solution," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 45(C), pages 60-78.
- Liang, Qing & Gan, Christopher & Li, Zhaohua, 2019. "Institutional environment and financing costs: Evidence from venture capital backed transactions," Finance Research Letters, Elsevier, vol. 31(C).
- Narasimhan Jegadeesh & Roman Kräussl & Joshua Pollet, 2009.
"Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices,"
NBER Working Papers
15335, National Bureau of Economic Research, Inc.
- Narasimhan Jegadeesh & Roman Kräussl & Joshua M. Pollet, 2015. "Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices," The Review of Financial Studies, Society for Financial Studies, vol. 28(12), pages 3269-3302.
- Roman Kräussl & Narasimhan Jegadeesh & Joshua M. Pollet, 2014. "Risk and Expected Returns of Private Equity Investments: Evidence Based on Market Prices," LSF Research Working Paper Series 14-04, Luxembourg School of Finance, University of Luxembourg.
- Jegadeesh, Narasimhan & Kräussl, Roman & Pollet, Joshua, 2010. "Risk and expected returns of private equity investments: Evidence based on market prices," CFS Working Paper Series 2010/04, Center for Financial Studies (CFS).
- Arpit Gupta & Stijn Van Nieuwerburgh, 2019.
"Valuing Private Equity Strip by Strip,"
NBER Working Papers
26514, National Bureau of Economic Research, Inc.
- Van Nieuwerburgh, Stijn & Gupta, Arpit, 2019. "Valuing Private Equity Strip by Strip," CEPR Discussion Papers 14241, C.E.P.R. Discussion Papers.
- Andrew Ang & Dimitris Papanikolaou & Mark Westerfield, 2013.
"Portfolio Choice with Illiquid Assets,"
NBER Working Papers
19436, National Bureau of Economic Research, Inc.
- Andrew Ang & Dimitris Papanikolaou & Mark M. Westerfield, 2014. "Portfolio Choice with Illiquid Assets," Management Science, INFORMS, vol. 60(11), pages 2737-2761, November.
- Matthias Huss & Heinz Zimmermann, 2018. "The Pricing of Liquidity Risk in Buyout Funds – A Public Market Perspective," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, vol. 70(3), pages 285-312, July.
- Brown, Gregory W. & Gredil, Oleg R. & Kaplan, Steven N., 2019.
"Do private equity funds manipulate reported returns?,"
Journal of Financial Economics, Elsevier, vol. 132(2), pages 267-297.
- Gregory Brown & Oleg Gredil & Steven Kaplan, 2016. "Do Private Equity Funds Manipulate Reported Returns?," Working Papers id:11205, eSocialSciences.
- Gregory W. Brown & Oleg R. Gredil & Steven N. Kaplan, 2016. "Do Private Equity Funds Manipulate Reported Returns?," NBER Working Papers 22493, National Bureau of Economic Research, Inc.
- Elisabeth Bustos-Contell & Gregorio Labatut-Serer & Samuel Ribeiro-Navarrete & Salvador Climent-Serrano, 2019. "Beyond Subsidies: A Study of Sustainable Public Subordinated Debt in Spain," Sustainability, MDPI, vol. 11(4), pages 1-7, February.
- Boyer, Brian & Nadauld, Taylor D. & Vorkink, Keith P. & Weisbach, Michael S., 2018.
"Private Equity Indices Based on Secondary Market Transactions,"
Working Paper Series
2018-21, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Brian Boyer & Taylor D. Nadauld & Keith P. Vorkink & Michael S. Weisbach, 2018. "Private Equity Indices Based on Secondary Market Transactions," NBER Working Papers 25207, National Bureau of Economic Research, Inc.
- Godwin, Alexander, 2022. "Estimating illiquid asset class alpha and beta using secondary transaction prices," MPRA Paper 112510, University Library of Munich, Germany.
- Brian H. Boyer & Taylor D. Nadauld & Keith P. Vorkink & Michael S. Weisbach, 2023.
"Discount‐Rate Risk in Private Equity: Evidence from Secondary Market Transactions,"
Journal of Finance, American Finance Association, vol. 78(2), pages 835-885, April.
- Boyer, Brian & Nadauld, Taylor D. & Vorkink, Keith P. & Weisbach, Michael S., 2021. "Discount Rate Risk in Private Equity: Evidence from Secondary Market Transactions," Working Paper Series 2021-04, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Brian Boyer & Taylor D. Nadauld & Keith P. Vorkink & Michael S. Weisbach, 2021. "Discount Rate Risk in Private Equity: Evidence from Secondary Market Transactions," NBER Working Papers 28691, National Bureau of Economic Research, Inc.
- Bienz, Carsten & Thorburn, Karin S. & Walz, Uwe, 2023. "Fund ownership, wealth, and risk-taking: Evidence on private equity managers," Journal of Financial Intermediation, Elsevier, vol. 54(C).
- Robinson, David T. & Sensoy, Berk A., 2016.
"Cyclicality, performance measurement, and cash flow liquidity in private equity,"
Journal of Financial Economics, Elsevier, vol. 122(3), pages 521-543.
- David T. Robinson & Berk A. Sensoy, 2011. "Cyclicality, Performance Measurement, and Cash Flow Liquidity in Private Equity," NBER Working Papers 17428, National Bureau of Economic Research, Inc.
- Agarwal, Vikas & Barber, Brad M. & Cheng, Si & Hameed, Allaudeen & Shanker, Harshini & Yasuda, Ayako, 2023. "Do investors overvalue startups? Evidence from the junior stakes of mutual funds," CFR Working Papers 23-04, University of Cologne, Centre for Financial Research (CFR).
- Axel Buchner, 2016. "How much can lack of marketability affect private equity fund values?," Review of Financial Economics, John Wiley & Sons, vol. 28(1), pages 35-45, January.
- Da Rin, M. & Hellmann, T. & Puri, M.L., 2011.
"A Survey of Venture Capital Research,"
Other publications TiSEM
eb956105-daa7-4a03-8392-6, Tilburg University, School of Economics and Management.
- Rin, Marco Da & Hellmann, Thomas & Puri, Manju, 2013. "A Survey of Venture Capital Research," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 573-648, Elsevier.
- Marco Da Rin & Thomas F. Hellmann & Manju Puri, 2011. "A survey of venture capital research," NBER Working Papers 17523, National Bureau of Economic Research, Inc.
- Da Rin, M. & Hellmann, T. & Puri, M.L., 2011. "A Survey of Venture Capital Research," Discussion Paper 2011-111, Tilburg University, Center for Economic Research.
- Vikas Agarwal & Brad Barber & Si Cheng & Allaudeen Hameed & Ayako Yasuda, 2023.
"Private Company Valuations by Mutual Funds,"
Review of Finance, European Finance Association, vol. 27(2), pages 693-738.
- Agarwal, Vikas & Barber, Brad M. & Cheng, Si & Hameed, Allaudeen & Yasuda, Ayako, 2021. "Private company valuations by mutual funds," CFR Working Papers 21-09, University of Cologne, Centre for Financial Research (CFR).
- Brown, Gregory & Harris, Robert & Hu, Wendy & Jenkinson, Tim & Kaplan, Steven N. & Robinson, David T., 2021.
"Can investors time their exposure to private equity?,"
Journal of Financial Economics, Elsevier, vol. 139(2), pages 561-577.
- Gregory Brown & Robert S. Harris & Wendy Hu & Tim Jenkinson & Steven N. Kaplan & David T. Robinson, 2020. "Can Investors Time Their Exposure to Private Equity?," NBER Working Papers 26755, National Bureau of Economic Research, Inc.
- David T. Robinson & Berk A. Sensoy, 2012. "Do Private Equity Managers Earn Their Fees? Compensation, Ownership, and Cash Flow Performance," NBER Working Papers 17942, National Bureau of Economic Research, Inc.
- Lahr, Henry, 2023. "Fat tails in private equity fund returns: The smooth double Pareto distribution," International Review of Financial Analysis, Elsevier, vol. 86(C).
- Arpit Gupta & Stijn Van Nieuwerburgh, 2021. "Valuing Private Equity Investments Strip by Strip," Journal of Finance, American Finance Association, vol. 76(6), pages 3255-3307, December.
- Farrelly, Kieran & Stevenson, Simon, 2019. "The risk and return of private equity real estate funds," Global Finance Journal, Elsevier, vol. 42(C).
- Ljungqvist, Alexander & Bircan, Cagatay & Biesinger, Markus, 2020. "Value Creation in Private Equity," CEPR Discussion Papers 14676, C.E.P.R. Discussion Papers.
- Kurtović, Hrvoje & Markarian, Garen, 2024. "Tail risks and private equity performance," Journal of Empirical Finance, Elsevier, vol. 75(C).
- Verdickt, Gertjan & Deloof, Marc, 2024. "Banking on innovation: Listed and non-listed equity investing, evidence from société générale de Belgique, 1850–1934," Explorations in Economic History, Elsevier, vol. 93(C).
- Niklas Hüther & David T. Robinson & Sönke Sievers & Thomas Hartmann-Wendels, 2020. "Paying for Performance in Private Equity: Evidence from Venture Capital Partnerships," Management Science, INFORMS, vol. 66(4), pages 1756-1782, April.
- Liang Peng & Lei Zhang, 2021. "House Prices and Systematic Risk: Evidence from Microdata," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(4), pages 1069-1092, December.
- Jianhua Gang & Liang Peng & Jinfan Zhang, 2021. "Are Pricier Houses Less Risky? Evidence from China," The Journal of Real Estate Finance and Economics, Springer, vol. 63(4), pages 662-677, November.
- Dorra Najar, 2017. "Private equity managers’ fees: estimation and sensitivity analysis using Monte Carlo simulation," Review of Quantitative Finance and Accounting, Springer, vol. 48(1), pages 239-263, January.
- Siyang Tian, 2025. "Cross‐border buyout exit success," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(1), pages 455-476, January.
- David C. Ling & Andy Naranjo & Benjamin Scheick, 2014. "Investor Sentiment, Limits to Arbitrage and Private Market Returns," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 42(3), pages 531-577, September.
- Kroencke, Tim A. & Muehler, Grit & Sprietsma, Maresa, 2013. "Return and risk of human capital contracts," ZEW Discussion Papers 13-108, ZEW - Leibniz Centre for European Economic Research.
- de Jong, F.C.J.M. & Driessen, J.J.A.G., 2015. "Can large long-term investors capture illiquidity premiums," Other publications TiSEM 9c92b978-0099-44d3-9aab-8, Tilburg University, School of Economics and Management.
- Ludovic Phalippou, 2009. "Beware of Venturing into Private Equity," Journal of Economic Perspectives, American Economic Association, vol. 23(1), pages 147-166, Winter.
- Bienz, Carsten & Thorburn, Karin & Walz, Uwe, 2019.
"Ownership, Wealth, and Risk Taking: Evidence on Private Equity Fund Managers,"
SAFE Working Paper Series
126, Leibniz Institute for Financial Research SAFE, revised 2019.
- Thorburn, Karin S & Bienz, Carsten & Walz, Uwe, 2019. "Ownership, wealth, and risk taking: Evidence on private equity fund managers," CEPR Discussion Papers 13944, C.E.P.R. Discussion Papers.
- David C. Ling & Andy Naranjo & Benjamin Scheick, 2016. "Credit Availability and Asset Pricing Dynamics in Illiquid Markets: Evidence from Commercial Real Estate Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 48(7), pages 1321-1362, October.
- Loic Mar'echal & Alain Mermoud & Dimitri Percia David & Mathias Humbert, 2024. "Measuring the performance of investments in information security startups: An empirical analysis by cybersecurity sectors using Crunchbase data," Papers 2402.04765, arXiv.org, revised Feb 2024.
- Luiz Egydio Malamud Rossi & Roy Martelanc, 2013. "An analysis of the management practices of Brazilian private equity firms and their impact on company performance," Venture Capital, Taylor & Francis Journals, vol. 15(2), pages 151-172, April.
- Valkama, Petri & Maula, Markku & Nikoskelainen, Erkki & Wright, Mike, 2013. "Drivers of holding period firm-level returns in private equity-backed buyouts," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2378-2391.
- Korteweg, Arthur & Sorensen, Morten, 2017. "Skill and luck in private equity performance," Journal of Financial Economics, Elsevier, vol. 124(3), pages 535-562.
- Tereza Tykvová, 2018. "Venture capital and private equity financing: an overview of recent literature and an agenda for future research," Journal of Business Economics, Springer, vol. 88(3), pages 325-362, May.
Articles
- Deng, Mengdie & Lin, Tse-Chun & Zhou, Jiayu, 2024.
"Does better liquidity for large orders attract institutional investors and analysts? Evidence from the Tick Size Pilot Program,"
Journal of Financial Markets, Elsevier, vol. 67(C).
Cited by:
- Li, Fengfei & Lin, Chen & Lin, Tse-Chun & Shen, Sichen, 2024. "The role of options markets in corporate social responsibility," Journal of Financial Markets, Elsevier, vol. 70(C).
- Li, Fengfei & Lin, Chen & Lin, Tse-Chun & Shen, Sichen, 2024.
"The role of options markets in corporate social responsibility,"
Journal of Financial Markets, Elsevier, vol. 70(C).
Cited by:
- Xiong, Mengxu & Liu, Chen & Xiang, Junyi, 2024. "How financial derivatives affect energy firms' ESG," Energy Economics, Elsevier, vol. 140(C).
- Lin, Tse-Chun & Pursiainen, Vesa, 2023.
"Social trust distance in mergers and acquisitions,"
Journal of Banking & Finance, Elsevier, vol. 149(C).
Cited by:
- Shams, Syed & Bose, Sudipta & Gunasekarage, Abeyratna & Velayutham, Eswaran, 2024. "Does continuous disclosure affect the market reaction to mergers and acquisitions announcements?," Pacific-Basin Finance Journal, Elsevier, vol. 88(C).
- Kun Liu & Ying Zhu & Xiao Su & Lingchen Lu & Rui Fu, 2025. "Research on the impact of cross-border mergers and acquisitions on investment efficiency: evidence from Chinese listed companies," Palgrave Communications, Palgrave Macmillan, vol. 12(1), pages 1-18, December.
- Bui, Dien Giau & Kong, De-Rong & Lin, Chih-Yung & Lin, Tse-Chun, 2023.
"Momentum in machine learning: Evidence from the Taiwan stock market,"
Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
Cited by:
- Hsiao-Peng Fu & Shu-Fan Hsieh, 2024. "Seasonality, Monetary Supply and Taiwanese Momentum," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 14(2), pages 1-2.
- Yi‐Hsien Wang & Shu‐Lien Chang & Hsiu‐Chuan Lee & Donald Lien, 2025. "Forecasting the Market Returns And Portfolio Enhancement With Frequency‐Decomposed Institutional Investor Sentiment: Evidence From the Taiwan Futures Market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 45(6), pages 521-546, June.
- Lin, Tse-Chun & Pursiainen, Vesa, 2023.
"Gender differences in reward-based crowdfunding,"
Journal of Financial Intermediation, Elsevier, vol. 53(C).
Cited by:
- Pomme Theunissen & Matteo Millone, 2024. "Gender effects in crowdfunded business loan campaigns," PLOS ONE, Public Library of Science, vol. 19(7), pages 1-28, July.
- Li, Fengfei & Lin, Ji-Chai & Lin, Tse-Chun & Shang, Longfei, 2023.
"Behavioral bias, distorted stock prices, and stock splits,"
Journal of Banking & Finance, Elsevier, vol. 154(C).
Cited by:
- Abudy, Menachem Meni & Kaplanski, Guy & Mugerman, Yevgeny, 2024. "Market timing with moving average distance: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 97(C).
- Lin, Tse-Chun & Pursiainen, Vesa, 2022.
"Regional social capital and moral hazard in crowdfunding,"
Journal of Business Venturing, Elsevier, vol. 37(4).
Cited by:
- Awaworyi Churchill, Sefa & Hayward, Mathew & Smyth, Russell & Trinh, Trong-Anh, 2023. "Crime, community social capital and entrepreneurship: Evidence from Australian communities," Journal of Business Venturing, Elsevier, vol. 38(2).
- Zhao, Liang & Sun, Zhe & Chen, Si & Gugnani, Ritika & Sahore, Nidhi, 2024. "Social media opinion leaders and information diffusion of crowdfunding projects: Evidence from China," Technological Forecasting and Social Change, Elsevier, vol. 200(C).
- Liangchen Fan & Jin Qin & Yao Yao, 2025. "Design of Reward Tiers in Crowdfunding: Eschewing Acknowledgments and Prioritizing Promotion," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 46(3), pages 1520-1534, April.
- Elrashidy, Zeinab & Haniffa, Roszaini & Sherif, Mohamed & Baroudi, Sarra, 2024. "Determinants of reward crowdfunding success: Evidence from Covid-19 pandemic," Technovation, Elsevier, vol. 132(C).
- Xu, Yang & Zhou, Qiang & Wang, Xu, 2023. "Joint price and quality optimization strategy in crowdfunding campaign," International Journal of Production Economics, Elsevier, vol. 263(C).
- Lin, Tse-Chun & Liu, Jinyu & Ni, Xiaoran, 2022.
"Foreign bank entry deregulation and stock market stability: Evidence from staggered regulatory changes,"
Journal of Empirical Finance, Elsevier, vol. 69(C), pages 185-207.
Cited by:
- Shen, Yanyan & Zheng, Xiaojia, 2024. "Exporting corporate social responsibility: Evidence from foreign bank entry," The British Accounting Review, Elsevier, vol. 56(5).
- Haiyue Liu & Zhimin Yi & Hua Shang & Zihan Liu, 2024. "Foreign bank entry and the outward foreign direct investment of companies: evidence from China," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 55(7), pages 896-913, September.
- Ni, Xiaoran & Wang, Ye & Yin, David, 2025. "The market for corporate control and firm information environment: Evidence from five decades of data," Journal of Banking & Finance, Elsevier, vol. 171(C).
- Usman, Muhammad & Umar, Zaghum & Choi, Sun-Yong & Teplova, Tamara, 2024. "Quantifying endogenous and exogenous shocks to financial sector systemic risk: A comparison of GFC and COVID-19," The Quarterly Review of Economics and Finance, Elsevier, vol. 94(C), pages 281-293.
- Sun, Yabin, 2024. "Bank competition and firm greenwashing: Evidence from China," Finance Research Letters, Elsevier, vol. 63(C).
- Chordia, Tarun & Lin, Tse-Chun & Xiang, Vincent, 2021.
"Risk-Neutral Skewness, Informed Trading, and the Cross Section of Stock Returns,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 56(5), pages 1713-1737, August.
Cited by:
- Zhang, Xinxin & Bouri, Elie & Xu, Yahua & Zhang, Gongqiu, 2022. "The asymmetric relationship between returns and implied higher moments: Evidence from the crude oil market," Energy Economics, Elsevier, vol. 109(C).
- Dai, Yiming & Jiang, Yuexiang & Long, Huaigang & Wang, Hui & Zaremba, Adam, 2023. "Does realized skewness predict the cross-section of Chinese stock returns?," Finance Research Letters, Elsevier, vol. 58(PB).
- Ana‐Maria Fuertes & Zhenya Liu & Weiqing Tang, 2022. "Risk‐neutral skewness and commodity futures pricing," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(4), pages 751-785, April.
- Wang, Jianqiu & Wu, Ke & Yang, Sijie & Zhou, Dexin, 2024. "Asymmetry and the Cross-section of Option Returns," Journal of Financial Markets, Elsevier, vol. 71(C).
- Silvia Bressan & Alex Weissensteiner, 2023. "Option-Implied Skewness and the Value of Financial Intermediaries," Journal of Financial Services Research, Springer;Western Finance Association, vol. 64(2), pages 207-229, October.
- Gagnon, Marie-Hélène & Power, Gabriel J. & Toupin, Dominique, 2023. "The sum of all fears: Forecasting international returns using option-implied risk measures," Journal of Banking & Finance, Elsevier, vol. 146(C).
- Li, Xiaowei & Wu, Zhengyu & Zhang, Hao & Zhang, Lu, 2024. "Risk-neutral skewness and stock market returns: A time-series analysis," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
- Asgar Ali & K. N. Badhani, 2023. "Downside risk matters once the lottery effect is controlled: explaining risk–return relationship in the Indian equity market," Journal of Asset Management, Palgrave Macmillan, vol. 24(1), pages 27-43, February.
- Jitsawatpaiboon, Kanokrak & Ruan, Xinfeng, 2023. "The COVID-19 risk in the cross-section of equity options," Finance Research Letters, Elsevier, vol. 53(C).
- Alexandridis, Antonios K. & Apergis, Iraklis & Panopoulou, Ekaterini & Voukelatos, Nikolaos, 2023. "Equity premium prediction: The role of information from the options market," Journal of Financial Markets, Elsevier, vol. 64(C).
- Ian Garrett & Adnan Gazi, 2024. "Early exercise, implied volatility spread and future stock return: Jumps bind them all," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(5), pages 720-743, May.
- Mengyu Zhang & Thanos Verousis & Iordanis Kalaitzoglou, 2022.
"Information and the arrival rate of option trading volume,"
Post-Print
hal-03648997, HAL.
- Mengyu Zhang & Thanos Verousis & Iordanis Kalaitzoglou, 2022. "Information and the arrival rate of option trading volume," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(4), pages 605-644, April.
- Junyu Zhang & Xinfeng Ruan & Jin E. Zhang, 2023. "Risk‐neutral moments and return predictability: International evidence," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(5), pages 1086-1111, August.
- Lin, Tse-Chun & Pursiainen, Vesa, 2021.
"The round number heuristic and entrepreneur crowdfunding performance,"
Journal of Corporate Finance, Elsevier, vol. 68(C).
Cited by:
- Maggie Rong Hu & Xiaoyang Li & Yang Shi & Xiaoquan (Michael) Zhang, 2023. "Numerological Heuristics and Credit Risk in Peer-to-Peer Lending," Information Systems Research, INFORMS, vol. 34(4), pages 1744-1760, December.
- Choudhary, Priya & Thenmozhi, M., 2024. "Fintech and financial sector: ADO analysis and future research agenda," International Review of Financial Analysis, Elsevier, vol. 93(C).
- Lars Hornuf & Johannes Voshaar, 2024. "What Is an Effective Signal in Crowdfunding? Evidence from Expert Researchers and a Meta-Study," CESifo Working Paper Series 11501, CESifo.
- Lin, Tse-Chun & Pursiainen, Vesa, 2022. "Regional social capital and moral hazard in crowdfunding," Journal of Business Venturing, Elsevier, vol. 37(4).
- Zhu, Zujun & Huang, Qian & Liu, Hefu, 2023. "How heuristic cues impact crowdfunding performance: The moderating role of platform competition intensity and platform demand potential," Journal of Business Research, Elsevier, vol. 160(C).
- Vesa Pursiainen & Jan Toczynski, 2023. "Retail Investors’ Cryptocurrency Investments," Swiss Finance Institute Research Paper Series 23-51, Swiss Finance Institute.
- Zack Jourdan & J. Ken. Corley & Randall Valentine & Arthur M. Tran, 2023. "Fintech: A content analysis of the finance and information systems literature," Electronic Markets, Springer;IIM University of St. Gallen, vol. 33(1), pages 1-21, December.
- Philip E Hulme & Danish A Ahmed & Phillip J Haubrock & Brooks A Kaiser & Melina Kourantidou & Boris Leroy & Shana M Mcdermott, 2024. "Widespread imprecision in estimates of the economic costs of invasive alien species worldwide," Post-Print hal-04633043, HAL.
- Li, Fengfei & Lin, Chen & Lin, Tse-Chun, 2021.
"Salient anchor and analyst recommendation downgrade,"
Journal of Corporate Finance, Elsevier, vol. 69(C).
Cited by:
- Huang, Qiongyu & Zhang, Ruiyao & Li, Siyao & Li, Jingjing & Yao, Qiong, 2024. "The role of financial advisorʼs industry expertise in M&A quality: Evidence from goodwill impairment," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 216-231.
- Chao, Ching-Hsiang & Chang, Chuang-Chang & Chen, Tsung-Yu & Wu, Zhen-Xing, 2024. "Determinants of disposition effect in the real estate market: Evidence from Taiwan," Pacific-Basin Finance Journal, Elsevier, vol. 87(C).
- Wu, Yanran & Zhang, Chao, 2022. "Hard to arbitrage, hard for analysts to forecast," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
- Li, Fengfei & Lin, Ji-Chai & Lin, Tse-Chun & Shang, Longfei, 2023. "Behavioral bias, distorted stock prices, and stock splits," Journal of Banking & Finance, Elsevier, vol. 154(C).
- Li, Zhimin & Zhu, Weidong & Wu, Yong & Wu, Zihao, 2024. "Research on information fusion of security analysts’ stock recommendations based on two-dimensional D-S evidence theory," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
- Chen, Chun & He, Fangyi & Lin, Lei, 2024. "Anchoring effect, prospect value and stock return," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1539-1556.
- Zheng, Jun & Ghorbani, Majid & Yan, Yan & Cao, Ying, 2024. "Signals from CSR competition: The influence of relative CSR performance on analysts’ recommendations," The British Accounting Review, Elsevier, vol. 56(5).
- Giau Bui, Dien & Chen, Yehning & Lin, Chih-Yung & Lin, Tse-Chun, 2021.
"Risk-taking of bank CEOs and corporate innovation,"
Journal of International Money and Finance, Elsevier, vol. 115(C).
Cited by:
- Shang, Yuping & Xiao, Zisheng & Nasim, Asma & Zhao, Xin, 2025. "Influence of ESG on corporate debt default risk: An analysis of the dual risk scenarios," Journal of International Money and Finance, Elsevier, vol. 151(C).
- Huang, Shiyang & Lin, Tse-Chun & Xiang, Hong, 2021.
"Psychological barrier and cross-firm return predictability,"
Journal of Financial Economics, Elsevier, vol. 142(1), pages 338-356.
Cited by:
- Zhaobo Zhu & Licheng Sun & Min Chen, 2023. "Fundamental strength and the 52-week high anchoring effect," Review of Quantitative Finance and Accounting, Springer, vol. 60(4), pages 1515-1542, May.
- Yu, Miao & Hu, Xiaolu & Zhong, Angel, 2024. "Network centrality, information diffusion and asset pricing," International Review of Financial Analysis, Elsevier, vol. 93(C).
- Lin, Mei-Chen, 2024. "Salience, psychological anchors, and stock return predictability," Pacific-Basin Finance Journal, Elsevier, vol. 88(C).
- Lin, Mei-Chen, 2024. "Shared analyst coverage, 52-week high, and cross-firm return predictability," International Review of Financial Analysis, Elsevier, vol. 95(PB).
- Li, Fengfei & Lin, Ji-Chai & Lin, Tse-Chun & Shang, Longfei, 2023. "Behavioral bias, distorted stock prices, and stock splits," Journal of Banking & Finance, Elsevier, vol. 154(C).
- Hu, May & Tuilautala, Mataiasi & Yang, Jingjing & Zhong, Qian, 2022. "Asymmetric information and inside management trading in the Chinese market," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
- Ge, Shuyi & Li, Shaoran & Zheng, Hanyu, 2025. "Diamond cuts diamond: News co-mention momentum spillover prevails in China," Journal of Banking & Finance, Elsevier, vol. 171(C).
- Chen, Chen & Stivers, Chris & Sun, Licheng, 2024. "Short-term momentum and reversals, turnover, and a stock’s price-to-52-week-high ratio," Journal of Empirical Finance, Elsevier, vol. 79(C).
- Wang, Zhuo & Wang, Ziyue & Wu, Ke, 2023. "The role of anchoring on investors’ gambling preference: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 80(C).
- Chen, Chun & He, Fangyi & Lin, Lei, 2024. "Anchoring effect, prospect value and stock return," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1539-1556.
- Lin, Chih-Yung & Bui, Dien Giau & Lin, Tse-Chun, 2020.
"Do short sellers exploit risky business models of banks? Evidence from two banking crises,"
Journal of Financial Stability, Elsevier, vol. 46(C).
Cited by:
- Chau, Michael & Lin, Chih-Yung & Lin, Tse-Chun, 2020. "Wisdom of crowds before the 2007–2009 global financial crisis," Journal of Financial Stability, Elsevier, vol. 48(C).
- Francis, Bill B. & Samuel, Gilna & Wu, Qiang, 2023. "The impact of short selling on dividend smoothing," Journal of Financial Stability, Elsevier, vol. 65(C).
- Chen, Hsuan-Chi & Chou, Robin K. & Lin, Chih-Yung & Lu, Chien-Lin, 2022. "Bank loans during the 2008 quantitative easing," Journal of Financial Stability, Elsevier, vol. 59(C).
- Bui, Dien Giau & Chen, Yan-Shing & Hsu, Hsing-Hua & Lin, Chih-Yung, 2020. "Labor unions and bank risk culture: evidence from the financial crisis," Journal of Financial Stability, Elsevier, vol. 51(C).
- Chang, Eric C. & Lin, Tse-Chun & Ma, Xiaorong, 2020.
"Governance through trading on acquisitions of public firms,"
Journal of Corporate Finance, Elsevier, vol. 65(C).
Cited by:
- Chemmanur, Thomas J. & Hu, Gang & Wei, K.C. John, 2021. "The role of institutional investors in corporate and entrepreneurial finance," Journal of Corporate Finance, Elsevier, vol. 66(C).
- da Silva Medina, Gabriel & Pokorny, Benno, 2022. "Agro-industrial development: Lessons from Brazil," Land Use Policy, Elsevier, vol. 120(C).
- Chen, Kejing & Jiang, Lin & Kang, Yanling & Yang, Mo & Zhen, Jiahua, 2024. "Blockholder exit threats and excess executive perks," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 80-97.
- Chau, Michael & Lin, Chih-Yung & Lin, Tse-Chun, 2020.
"Wisdom of crowds before the 2007–2009 global financial crisis,"
Journal of Financial Stability, Elsevier, vol. 48(C).
Cited by:
- Pisicoli, Beniamino, 2023. "Financial development, diversity, and economic stability: Micro and systemic evidence," International Economics, Elsevier, vol. 175(C), pages 187-200.
- Tse-Chun Lin & Qi Liu & Bo Sun, 2019.
"Contractual Managerial Incentives with Stock Price Feedback,"
American Economic Review, American Economic Association, vol. 109(7), pages 2446-2468, July.
Cited by:
- Archita Pal Choudhury & Amit Kundu & Dev Narayan Sarkar & Arabinda Bhattacharya, 2023. "Practitioners’ perspectives on the marketing strategies in Indian banking sector: a framework for strategy formulation," Journal of Financial Services Marketing, Palgrave Macmillan, vol. 28(1), pages 146-177, March.
- Caio Machado & Ana Elisa Pereira, 2019. "Optimal Investment and Capital Structure with Stock Market Feedback," Documentos de Trabajo 527, Instituto de Economia. Pontificia Universidad Católica de Chile..
- Francis, Bill B. & Samuel, Gilna & Wu, Qiang, 2023. "The impact of short selling on dividend smoothing," Journal of Financial Stability, Elsevier, vol. 65(C).
- Bui, Dien Giau & Hasan, Iftekhar & Lin, Chih-Yung & Nguyen, Hong Thoa, 2023. "Short-selling threats and bank risk-taking: Evidence from the financial crisis," Journal of Banking & Finance, Elsevier, vol. 150(C).
- Hendijani Zadeh, Mohammad & Jalali, Zahra, 2024. "Do options trading activities affect underlying firms' asymmetric cost behavior?," Journal of Corporate Finance, Elsevier, vol. 88(C).
- Toni Ahnert & Caio Machado & Ana Elisa Pereira, 2020.
"Trading for Bailouts,"
Staff Working Papers
20-23, Bank of Canada.
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- Caio Machado & Ana Elisa Pereira, 2020. "Competing for Stock Market Feedback," Documentos de Trabajo 545, Instituto de Economia. Pontificia Universidad Católica de Chile..
- Chang, Eric C. & Lin, Tse-Chun & Ma, Xiaorong, 2020. "Governance through trading on acquisitions of public firms," Journal of Corporate Finance, Elsevier, vol. 65(C).
- Li, Fengfei & Lin, Ji-Chai & Lin, Tse-Chun & Shang, Longfei, 2023. "Behavioral bias, distorted stock prices, and stock splits," Journal of Banking & Finance, Elsevier, vol. 154(C).
- Josef Schroth, 2020. "Outside Investor Access to Top Management: Market Monitoring versus Stock Price Manipulation," Staff Working Papers 20-43, Bank of Canada.
- Tianyu Cai & Lixiong Guo & Yongxian Tan, 2024. "Short seller monitoring and real earnings management," The Financial Review, Eastern Finance Association, vol. 59(1), pages 203-225, February.
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- Matta, Rafael & Rocha, Sergio H. & Vaz, Paulo, 2025. "Short selling and product market competition," Journal of Banking & Finance, Elsevier, vol. 171(C).
- Huang, Xiaohong & Xu, Yue & Ni, Jian, 2024. "Operational decisions of public firms and feedback mechanism from stock market," Economics Letters, Elsevier, vol. 238(C).
- Caio Machado & Ana Elisa Pereira, 2023. "Optimal Capital Structure with Stock Market Feedback," Review of Finance, European Finance Association, vol. 27(4), pages 1329-1371.
- Li, Fengfei & Lin, Chen & Lin, Tse-Chun & Shen, Sichen, 2024. "The role of options markets in corporate social responsibility," Journal of Financial Markets, Elsevier, vol. 70(C).
- Calcagno, Riccardo & Heider, Florian, 2021. "Stock-based pay, liquidity, and the role of market making," Journal of Economic Theory, Elsevier, vol. 197(C).
- Itay Goldstein & Shijie Yang & Luo Zuo, 2020. "The Real Effects of Modern Information Technologies: Evidence from the EDGAR Implementation," NBER Working Papers 27529, National Bureau of Economic Research, Inc.
- Chan, Konan & Li, Fengfei & Lin, Tse-Chun, 2019.
"Earnings management and post-split drift,"
Journal of Banking & Finance, Elsevier, vol. 101(C), pages 136-146.
Cited by:
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- Sheridan Titman & Chishen Wei. Wei & Bin Zhao, 2021. "Corporate Actions and the Manipulation of Retail Investors in China: An Analysis of Stock Splits," NBER Working Papers 29212, National Bureau of Economic Research, Inc.
- Du, Bingze & Yu, Jing & Fu, Liling & Ding, Jing, 2024. "Earnings management and analyst forecast," Finance Research Letters, Elsevier, vol. 62(PB).
- Walker, Scott, 2021. "Post-split underreaction: The importance of prior split history," International Review of Financial Analysis, Elsevier, vol. 78(C).
- Eric C. Chang & Tse-Chun Lin & Yan Luo & Jinjuan Ren, 2019.
"Ex-Day Returns of Stock Distributions: An Anchoring Explanation,"
Management Science, INFORMS, vol. 65(3), pages 1076-1095, March.
Cited by:
- Paudel, Shishir & Silveri, Sabatino (Dino) & Wu, Mark, 2022. "Investor sentiment and asset prices: Evidence from the ex-day," Journal of Banking & Finance, Elsevier, vol. 139(C).
- Víctor Alberto Pena & Alina Gómez-Mejía, 2019. "Effect of the anchoring and adjustment heuristic and optimism bias in stock market forecasts," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 11(2), pages 389-409, November.
- Lin, Mei-Chen, 2024. "Shared analyst coverage, 52-week high, and cross-firm return predictability," International Review of Financial Analysis, Elsevier, vol. 95(PB).
- Chang, Eric C. & Lin, Tse-Chun & Ma, Xiaorong, 2019.
"Does short-selling threat discipline managers in mergers and acquisitions decisions?,"
Journal of Accounting and Economics, Elsevier, vol. 68(1).
Cited by:
- Xu Guo & Chunchi Wu, 2022. "Short Selling Activity and Effects on Financial Markets and Corporate Decisions," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 98, pages 2313-2340, Springer.
- Feng, Lixuan & Xiang, Cheng, 2023. "Short-selling and mutual fund herding: The Chinese evidence," Finance Research Letters, Elsevier, vol. 52(C).
- Ni, Xiaoran & Xu, Hongmei, 2023. "Are short selling threats beneficial to creditors? Insights from corporate default risk," Pacific-Basin Finance Journal, Elsevier, vol. 81(C).
- Ge-zhi Wu & Da-ming You, 2021. "Margin trading, short selling and corporate green innovation," Papers 2107.11255, arXiv.org, revised Aug 2021.
- Deng, Mengdie & Lin, Tse-Chun & Zhou, Jiayu, 2024. "Does better liquidity for large orders attract institutional investors and analysts? Evidence from the Tick Size Pilot Program," Journal of Financial Markets, Elsevier, vol. 67(C).
- Xufeng Liu & Die Wan, 2022. "Does short‐selling affect mutual fund shareholdings? Evidence from China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(S1), pages 1887-1923, April.
- Yiwei Li & Wei Song & Tingyu Sun & Qingjing Zhang, 2023. "The impact of shareholder litigation risk on income smoothing," Review of Quantitative Finance and Accounting, Springer, vol. 61(4), pages 1379-1413, November.
- Bui, Dien Giau & Hasan, Iftekhar & Lin, Chih-Yung & Nguyen, Hong Thoa, 2023. "Short-selling threats and bank risk-taking: Evidence from the financial crisis," Journal of Banking & Finance, Elsevier, vol. 150(C).
- Li, Yuting & Huang, Jianye, 2025. "The accountability system for operation and investment and M&A performance of state-owned enterprises in China," Pacific-Basin Finance Journal, Elsevier, vol. 89(C).
- Dutordoir, Marie & Strong, Norman C. & Sun, Ping, 2022. "Does short-selling potential influence merger and acquisition payment choice?," Journal of Financial Economics, Elsevier, vol. 144(3), pages 761-779.
- Mahdi Nezafat & Tao Shen & Qinghai Wang, 2021. "Short selling, agency, and corporate investment," Financial Management, Financial Management Association International, vol. 50(3), pages 775-804, September.
- Xie, Guanghua & Chen, Lin & Chen, Xichan, 2021. "The role of short selling threat in corporate environmental disclosure strategies: Evidence from China," Resource and Energy Economics, Elsevier, vol. 66(C).
- Liu, Hao & Ye, Xiaofen & Zhang, Qun, 2024. "Foreign ownership and M&A activity: Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
- Hui Ding & Xiaoran Ni & Hongmei Xu, 2021. "Short selling and labor investment efficiency: evidence from the Chinese stock market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(S1), pages 2451-2476, April.
- Yanxi Li & Siu Kai Choy & Mingzhu Wang, 2022. "The potential built‐in supply effect from margin trading in the Chinese stock market," The Financial Review, Eastern Finance Association, vol. 57(4), pages 835-861, November.
- Wu, Kai & Lu, Yufei & Li, Donghui, 2025. "Contingent cash crunch: How do performance commitments affect acquirer liquidity?," Research in International Business and Finance, Elsevier, vol. 73(PA).
- Dong, Yunhe & Luo, Haoyi & Xu, Zijin & Yang, Xing, 2024. "Investing while lending: Do index funds improve managerial information disclosure?," International Review of Financial Analysis, Elsevier, vol. 94(C).
- Baixiao Liu & John J. McConnell & Andrew Schrowang, 2023. "The Effect of Short-Sale Restrictions on Corporate Managers," JRFM, MDPI, vol. 16(11), pages 1-23, November.
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- Haiyan Jiang & Gary Tian & Donghua Zhou, 2021. "The influence of the deregulation of short‐selling on related‐party transactions: Evidence from China," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 48(5-6), pages 1022-1056, May.
- Duong, Huu Nhan & Goyal, Abhinav & Kallinterakis, Vasileios & Veeraraghavan, Madhu, 2021. "Market manipulation rules and IPO underpricing," Journal of Corporate Finance, Elsevier, vol. 67(C).
- Stephie Tsai, Hsin-Ju & Wu, Yuliang & Xu, Bin, 2021. "Does capital market drive corporate investment efficiency? Evidence from equity lending supply," Journal of Corporate Finance, Elsevier, vol. 69(C).
- Chung, Kee H. & Lee, Choonsik, 2020. "Voting methods for director election, monitoring costs, and institutional ownership," Journal of Banking & Finance, Elsevier, vol. 113(C).
- Wang, Shuxun & Zhang, Dongyang, 2020. "Short-selling restrictions and firms’ environment responsibility," Research in International Business and Finance, Elsevier, vol. 54(C).
- Meng, Qingbin & Huang, Haozheng & Li, Xinyu & Wang, Song, 2023. "Short-selling and corporate default risk: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 398-417.
- Bessler, Wolfgang & Vendrasco, Marco, 2022. "Short-selling restrictions and financial stability in Europe: Evidence from the Covid-19 crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
- Chen, Shenglan & Chou, Robin K. & Liu, Xiaoling & Wu, Yuhui, 2020. "Deregulation of short-selling constraints and cost of bank loans: Evidence from a quasi-natural experiment," Pacific-Basin Finance Journal, Elsevier, vol. 64(C).
- Jiang, Jiaoliang, 2022. "Short selling and corporate diversification in emerging markets: Insights from controlling shareholder tunneling," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
- Jiang, Haiyan & Jia, Jing, 2021. "Short selling and future cash flow predictability of capital investment: Evidence from Australia," Journal of Contemporary Accounting and Economics, Elsevier, vol. 17(1).
- Liu, Claire & Low, Angie & Putnins, Talis, 2024. "The real impacts of public short campaigns: Evidence from stakeholders," Journal of Corporate Finance, Elsevier, vol. 88(C).
- Chang Yu, 2024. "Short selling and firm investment efficiency," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 38(2), pages 191-237, June.
- Jieqi Guan & Brian M. Lam & Ching Chi Lam & Ming Liu, 2022. "CEO overconfidence and the level of short-selling activity," Review of Quantitative Finance and Accounting, Springer, vol. 58(2), pages 685-708, February.
- Lan, Ge & Gao, Xin & Zheng, Xiaolan & Zhou, Hang & Li, Donghui, 2025. "Does short-selling threat potentially influence corporate risk-taking? Evidence from equity lending supply," International Review of Financial Analysis, Elsevier, vol. 97(C).
- Haiyan Jiang & Ahsan Habib & Mostafa Monzur Hasan, 2022. "Short Selling: A Review of the Literature and Implications for Future Research," European Accounting Review, Taylor & Francis Journals, vol. 31(1), pages 1-31, January.
- Yang, Xingquan & Yang, Zheng & Ren, Xiaoyi, 2022. "Deregulation of short selling and corporate cash dividend policy: A quasi-natural experiment from China," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
- Zixia Cao & Kehan Xu, 2022. "CEO narcissism, brand acquisition and disposal, and stock returns," Journal of the Academy of Marketing Science, Springer, vol. 50(4), pages 777-799, July.
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"Attention allocation and return co-movement: Evidence from repeated natural experiments,"
Journal of Financial Economics, Elsevier, vol. 132(2), pages 369-383.
Cited by:
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"Stock Return Comovement when Investors are Distracted: More, and More Homogeneous,"
CEPR Discussion Papers
14713, C.E.P.R. Discussion Papers.
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- Wang, Jianxin, 2022. "Market distraction and near-zero daily volatility persistence," International Review of Financial Analysis, Elsevier, vol. 80(C).
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- Robert W. Faff, 2019. "Adopting a Structured Abstract Design to More Effectively Catch Reader Attention: An Application of the Pitching Research® Framework," Capital Markets Review, Malaysian Finance Association, vol. 27(2), pages 1-13.
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- Li, Shasha & Yang, Biao, 2024. "Green Investing, Information Asymmetry, and Capital Structure," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges 302416, Verein für Socialpolitik / German Economic Association.
- Lu, Shan & Zhao, Jichang, 2024. "Investor network and stock return comovement: Information-seeking through intragroup and intergroup followings," International Review of Financial Analysis, Elsevier, vol. 93(C).
- de Haan, Ed & Lawrence, Alastair & Litjens, Robin, 2024. "Measuring investor attention using Google Search," Other publications TiSEM a186d16d-dce3-4d48-b0fc-1, Tilburg University, School of Economics and Management.
- Arnold, Marc & Pelster, Matthias & Subrahmanyam, Marti G., 2022. "Attention triggers and investors’ risk-taking," Journal of Financial Economics, Elsevier, vol. 143(2), pages 846-875.
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- Xu, Liao & Zhang, Xuan & Zhao, Jing, 2023. "Limited investor attention and biased reactions to information: Evidence from the COVID-19 pandemic," Journal of Financial Markets, Elsevier, vol. 62(C).
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"Macro news and micro news: Complements or substitutes?,"
Journal of Financial Economics, Elsevier, vol. 145(3), pages 1006-1024.
- Hirshleifer, David & Sheng, Jinfei, 2016. "Macro News and Micro News: Complements or Substitutes?," MPRA Paper 108224, University Library of Munich, Germany, revised 08 Jun 2021.
- David Hirshleifer & Jinfei Sheng, 2021. "Macro News and Micro News: Complements or Substitutes?," NBER Working Papers 28931, National Bureau of Economic Research, Inc.
- Guomei Tang & Xueyong Zhang, 2021. "Media attention to locations and the cross‐section of stock returns," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(S1), pages 2301-2336, April.
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"Skewness expectations and portfolio choice,"
Experimental Economics, Springer;Economic Science Association, vol. 26(1), pages 107-144, March.
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- Tilman H. Drerup & Matthias Wibral & Christian Zimpelmann, 2023.
"Skewness expectations and portfolio choice,"
Experimental Economics, Springer;Economic Science Association, vol. 26(1), pages 107-144, March.
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"What do stock price levels tell us about the firms?,"
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"Why does the option to stock volume ratio predict stock returns?,"
Journal of Financial Economics, Elsevier, vol. 120(3), pages 601-622.
Cited by:
- Jieun Lee & Doojin Ryu, 2019. "The impacts of public news announcements on intraday implied volatility dynamics," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(6), pages 656-685, June.
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- Doojin Ryu & Doowon Ryu & Heejin Yang, 2021. "The impact of net buying pressure on index options prices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(1), pages 27-45, January.
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- Ge-zhi Wu & Da-ming You, 2021. "Margin trading, short selling and corporate green innovation," Papers 2107.11255, arXiv.org, revised Aug 2021.
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- Yang-Ho Park, 2019. "Variance Disparity and Market Frictions," Finance and Economics Discussion Series 2019-059, Board of Governors of the Federal Reserve System (U.S.).
- Gkionis, Konstantinos & Kostakis, Alexandros & Skiadopoulos, George & Stilger, Przemyslaw S., 2021.
"Positive stock information in out-of-the-money option prices,"
Journal of Banking & Finance, Elsevier, vol. 128(C).
- Konstantinos Gkionis & Alexandros Kostakis & George Skiadopoulos & Przemyslaw S. Stilger, 2018. "Positive Stock Information In Out-Of-The-Money Option Prices," Working Papers 859, Queen Mary University of London, School of Economics and Finance.
- Jian Chen & Yangshu Liu, 2020. "Bid and ask prices of index put options: Which predicts the underlying stock returns?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(9), pages 1337-1353, September.
- Augustin, Patrick & Brenner, Menachem & Grass, Gunnar & Orłowski, Piotr & Subrahmanyam, Marti G., 2022. "Informed options strategies before corporate events," LawFin Working Paper Series 39, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
- Yangyang Chen & Jeffrey Ng & Xin Yang, 2021. "Talk Less, Learn More: Strategic Disclosure in Response to Managerial Learning from the Options Market," Journal of Accounting Research, Wiley Blackwell, vol. 59(5), pages 1609-1649, December.
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- Li Cai & Jian Du, 2018. "Excess returns to buying low options‐volume stocks and selling high options‐volume stocks: Information or characteristics?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(12), pages 1487-1513, December.
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- Brian Du, 2019. "Relative option liquidity and price efficiency," Review of Quantitative Finance and Accounting, Springer, vol. 52(4), pages 1119-1135, May.
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- Du, Brian & Fung, Scott, 2018. "Directional information effects of options trading: Evidence from the banking industry," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 56(C), pages 149-168.
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- Augustin, Patrick & Brenner, Menachem & Grass, Gunnar & Orłowski, Piotr & Subrahmanyam, Marti G., 2023. "Informed options strategies before corporate events," Journal of Financial Markets, Elsevier, vol. 63(C).
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- Bevilacqua, Mattia & Tunaru, Radu & Vioto, Davide, 2023. "Options-based systemic risk, financial distress, and macroeconomic downturns," Journal of Financial Markets, Elsevier, vol. 65(C).
- Kelley Bergsma & Vivien Csapi & Dean Diavatopoulos & Andy Fodor, 2020. "Show me the money: Option moneyness concentration and future stock returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(5), pages 761-775, May.
- Sonali Jain & Sobhesh Kumar Agarwalla & Jayanth R. Varma & Ajay Pandey, 2019. "Informed trading around earnings announcements—Spot, futures, or options?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(5), pages 579-589, May.
- Xingguo Luo & Xiaoli Yu & Shihua Qin & Qi Xu, 2020. "Option trading and the cross‐listed stock returns: Evidence from Chinese A–H shares," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(11), pages 1665-1690, November.
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- David Weinbaum & Andrew Fodor & Dmitriy Muravyev & Martijn Cremers, 2023. "Option Trading Activity, News Releases, and Stock Return Predictability," Management Science, INFORMS, vol. 69(8), pages 4810-4827, August.
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- Jianfeng Hu, 2020. "Is the synthetic stock price really lower than actual price?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(12), pages 1809-1824, December.
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- George D. Cashman & David M. Harrison & Hainan Sheng, 2021. "Option Trading and REIT Returns," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(1), pages 332-389, March.
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- Li, Fengfei & Lin, Chen & Lin, Tse-Chun & Shen, Sichen, 2024. "The role of options markets in corporate social responsibility," Journal of Financial Markets, Elsevier, vol. 70(C).
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- Xingguo Luo & Yuting Lin & Xiaoli Yu & Feng He, 2021. "How trading in commodity futures option markets impacts commodity futures prices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(8), pages 1333-1347, August.
- Chan, Konan & Li, Fengfei & Lin, Ji-Chai & Lin, Tse-Chun, 2017. "What do stock price levels tell us about the firms?," Journal of Corporate Finance, Elsevier, vol. 46(C), pages 34-50.
- Ghaly, Mohamed & Kostakis, Alexandros & Stathopoulos, Konstantinos, 2021. "The (non-) effect of labor unionization on firm risk: Evidence from the options market," Journal of Corporate Finance, Elsevier, vol. 66(C).
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- Bevilacqua, Mattia & Tunaru, Radu & Vioto, Davide, 2023. "Options-based systemic risk, financial distress, and macroeconomic downturns," LSE Research Online Documents on Economics 119289, London School of Economics and Political Science, LSE Library.
- Lee, Jaeram & Ryu, Doojin & Yang, Heejin, 2021. "Does vega-neutral options trading contain information?," Journal of Empirical Finance, Elsevier, vol. 62(C), pages 294-314.
- Przemysław S. Stilger & Alexandros Kostakis & Ser-Huang Poon, 2017. "What Does Risk-Neutral Skewness Tell Us About Future Stock Returns?," Management Science, INFORMS, vol. 63(6), pages 1814-1834, June.
- Fung, Scott & Loveland, Robert, 2024. "Option trading activity and capital reallocation efficiency: Evidence from corporate restructurings," Finance Research Letters, Elsevier, vol. 66(C).
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- Da‐Hea Kim, 2022. "Investment horizon and option market activity," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(5), pages 923-958, May.
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"How Do Short-Sale Costs Affect Put Options Trading? Evidence from Separating Hedging and Speculative Shorting Demands,"
Review of Finance, European Finance Association, vol. 20(5), pages 1911-1943.
Cited by:
- Ni, Sophie Xiaoyan & Pan, Jun, 2024. "Trading options and CDS on stocks under the short sale ban," Journal of Banking & Finance, Elsevier, vol. 167(C).
- Marc Bohmann & Vinay Patel, 2020. "Information Leakage in Energy Derivatives around News Announcements," Published Paper Series 2020-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
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- Yi‐Wei Chuang & Wei‐Che Tsai & Pei‐Shih Weng & Chi Yin, 2021. "Do put warrants unwind short‐sale restrictions? Further evidence from the Taiwan Stock Exchange," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(3), pages 325-348, March.
- Du, Brian & Fung, Scott, 2018. "Directional information effects of options trading: Evidence from the banking industry," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 56(C), pages 149-168.
- Zou, Mi & Han, Lin & Yang, Zhini, 2024. "Price discovery of the Chinese crude oil options and futures markets," Finance Research Letters, Elsevier, vol. 60(C).
- Ramachandran, Lakshmi Shankar & Tayal, Jitendra, 2021. "Mispricing, short-sale constraints, and the cross-section of option returns," Journal of Financial Economics, Elsevier, vol. 141(1), pages 297-321.
- Patel, Vinay & Putniņš, Tālis J. & Michayluk, David & Foley, Sean, 2020. "Price discovery in stock and options markets," Journal of Financial Markets, Elsevier, vol. 47(C).
- Hannes Mohrschladt & Susanne Siedhoff, 2024. "The Valuation of Loss Firms: A Stock Market Perspective," Abacus, Accounting Foundation, University of Sydney, vol. 60(4), pages 752-776, December.
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"Option prices and costly short-selling,"
Journal of Financial Economics, Elsevier, vol. 134(1), pages 1-28.
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- Li, Fengfei & Lin, Chen & Lin, Tse-Chun & Shen, Sichen, 2024. "The role of options markets in corporate social responsibility," Journal of Financial Markets, Elsevier, vol. 70(C).
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"Informational Content of Options Trading on Acquirer Announcement Return,"
Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 50(5), pages 1057-1082, October.
Cited by:
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- Chin‐Ho Chen, 2021. "Investor sentiment, misreaction, and the skewness‐return relationship," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(9), pages 1427-1455, September.
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See citations under working paper version above.
- Joost Driessen & Tse-Chun Lin & Ludovic Phalippou, 2008. "A New Method to Estimate Risk and Return of Non-Traded Assets from Cash Flows: The Case of Private Equity Funds," NBER Working Papers 14144, National Bureau of Economic Research, Inc.