Details about Bing Han

Access statistics for papers by Bing Han.

Last updated 2025-02-07. Update your information in the RePEc Author Service.

Short-id: pha1002

Working Papers

2023

1. Market Crowds' Trading Behaviors, Agreement Prices, and the Implications of Trading Volume
   Papers, arXiv.org

2020

2. Housing Market and Entrepreneurship: Micro Evidence from China
   MPRA Paper, University Library of Munich, Germany View citations (5)

2019

3. Visibility Bias in the Transmission of Consumption Beliefs and Undersaving
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
   See also Journal Article Visibility Bias in the Transmission of Consumption Beliefs and Undersaving, Journal of Finance, American Finance Association (2023) View citations (2) (2023)

2018

4. Social Transmission Bias and Investor Behavior
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
   See also Journal Article Social Transmission Bias and Investor Behavior, Journal of Financial and Quantitative Analysis, Cambridge University Press (2022) View citations (8) (2022)

2010

5. Investor Overconfidence and the Forward Discount Puzzle
   2010 Meeting Papers, Society for Economic Dynamics View citations (1)
   Also in Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2005) View citations (2)
   MPRA Paper, University Library of Munich, Germany (2007) View citations (2)
6. Investor Overconfidence and the Forward Premium Puzzle
   Working Papers, Duke University, Department of Economics View citations (7)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) View citations (5)
   See also Journal Article Investor Overconfidence and the Forward Premium Puzzle, The Review of Economic Studies, Review of Economic Studies Ltd (2011) View citations (58) (2011)

2007

7. Fear of the Unknown: Familiarity and Economic Decisions
   MPRA Paper, University Library of Munich, Germany View citations (6)
   See also Journal Article Fear of the Unknown: Familiarity and Economic Decisions, Review of Finance, European Finance Association (2011) View citations (49) (2011)
8. Promotion Tournaments and Capital Rationing
   MPRA Paper, University Library of Munich, Germany
   Also in Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2005)
   See also Journal Article Promotion Tournaments and Capital Rationing, The Review of Financial Studies, Society for Financial Studies (2009) View citations (3) (2009)
9. Prospect Theory, Mental Accounting, and Momentum
   Yale School of Management Working Papers, Yale School of Management
   See also Journal Article Prospect theory, mental accounting, and momentum, Journal of Financial Economics, Elsevier (2005) View citations (306) (2005)

2005

10. Institutional Investment Constraints and Stock Prices
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics
    See also Journal Article Institutional Investment Constraints and Stock Prices, Journal of Financial and Quantitative Analysis, Cambridge University Press (2017) View citations (12) (2017)
11. The Cherry-Picking Option in the U.S. Treasury Buyback Auctions
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics

2004

12. Insider Ownership and Corporate Value: Evidences from Real Estate Investment Trust
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics View citations (3)
13. Revenue Implications of Multi-Item Multi-Unit Auction Designs: Empirical Evidence from the U.S. Treasury Buyback Auctions
    University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA

2003

14. The Disposition Effect and Momentum
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics View citations (1)
    Also in University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA (2001) View citations (11)
    NBER Working Papers, National Bureau of Economic Research, Inc (2002) View citations (26)

Journal Articles

2024

1. Firm visibility, liquidity, and valuation for thinly traded assets
   Journal of Financial Markets, 2024, 70, (C)

2023

2. Option price implied information and REIT returns
   Journal of Empirical Finance, 2023, 71, (C), 13-28 View citations (2)
3. Visibility Bias in the Transmission of Consumption Beliefs and Undersaving
   Journal of Finance, 2023, 78, (3), 1647-1704 View citations (2)
   See also Working Paper Visibility Bias in the Transmission of Consumption Beliefs and Undersaving, NBER Working Papers (2019) View citations (6) (2019)

2022

4. Option Return Predictability
   The Review of Financial Studies, 2022, 35, (3), 1394-1442 View citations (9)
5. Social Transmission Bias and Investor Behavior
   Journal of Financial and Quantitative Analysis, 2022, 57, (1), 390-412 View citations (8)
   See also Working Paper Social Transmission Bias and Investor Behavior, NBER Working Papers (2018) View citations (7) (2018)

2021

6. Information Content of Aggregate Implied Volatility Spread
   Management Science, 2021, 67, (2), 1249-1269 View citations (11)
7. Sentiment Trading and Hedge Fund Returns
   Journal of Finance, 2021, 76, (4), 2001-2033 View citations (11)

2019

8. Two Trees with Heterogeneous Beliefs: Spillover Effect of Disagreement
   Journal of Financial and Quantitative Analysis, 2019, 54, (4), 1791-1819 View citations (5)

2018

9. Do Analysts Gain an Informational Advantage by Visiting Listed Companies?
   Contemporary Accounting Research, 2018, 35, (4), 1843-1867 View citations (89)
10. HOUSING PRICE AND FUNDAMENTALS IN A TRANSITION ECONOMY: THE CASE OF THE BEIJING MARKET
    International Economic Review, 2018, 59, (3), 1653-1677 View citations (15)

2017

11. Institutional Investment Constraints and Stock Prices
    Journal of Financial and Quantitative Analysis, 2017, 52, (2), 465-489 View citations (12)
    See also Working Paper Institutional Investment Constraints and Stock Prices, Working Paper Series (2005) (2005)
12. The term structure of credit spreads, firm fundamentals, and expected stock returns
    Journal of Financial Economics, 2017, 124, (1), 147-171 View citations (17)

2016

13. Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns
    Journal of Banking & Finance, 2016, 73, (C), 1-15 View citations (39)
14. Public information and uninformed trading: Implications for market liquidity and price efficiency
    Journal of Economic Theory, 2016, 163, (C), 604-643 View citations (47)

2015

15. Understanding the term structure of credit default swap spreads
    Journal of Empirical Finance, 2015, 31, (C), 18-35 View citations (24)

2013

16. Cross section of option returns and idiosyncratic stock volatility
    Journal of Financial Economics, 2013, 108, (1), 231-249 View citations (56)
17. Social Networks, Information Acquisition, and Asset Prices
    Management Science, 2013, 59, (6), 1444-1457 View citations (62)
18. Speculative Retail Trading and Asset Prices
    Journal of Financial and Quantitative Analysis, 2013, 48, (2), 377-404 View citations (158)

2011

19. Fear of the Unknown: Familiarity and Economic Decisions
    Review of Finance, 2011, 15, (1), 173-206 View citations (49)
    See also Working Paper Fear of the Unknown: Familiarity and Economic Decisions, MPRA Paper (2007) View citations (6) (2007)
20. Investor Overconfidence and the Forward Premium Puzzle
    The Review of Economic Studies, 2011, 78, (2), 523-558 View citations (58)
    See also Working Paper Investor Overconfidence and the Forward Premium Puzzle, Working Papers (2010) View citations (7) (2010)
21. Taking the road less traveled by: Does conversation eradicate pernicious cascades?
    Journal of Economic Theory, 2011, 146, (4), 1418-1436 View citations (19)

2009

22. Forecast Accuracy Uncertainty and Momentum
    Management Science, 2009, 55, (6), 1035-1046 View citations (6)
23. Promotion Tournaments and Capital Rationing
    The Review of Financial Studies, 2009, 22, (1), 219-255 View citations (3)
    See also Working Paper Promotion Tournaments and Capital Rationing, MPRA Paper (2007) (2007)

2008

24. Investor Sentiment and Option Prices
    The Review of Financial Studies, 2008, 21, (1), 387-414 View citations (144)

2007

25. Stochastic Volatilities and Correlations of Bond Yields
    Journal of Finance, 2007, 62, (3), 1491-1524 View citations (20)
26. The U.S. Treasury Buyback Auctions: The Cost of Retiring Illiquid Bonds
    Journal of Finance, 2007, 62, (6), 2673-2693 View citations (12)

2006

27. Insider Ownership and Firm Value: Evidence from Real Estate Investment Trusts
    The Journal of Real Estate Finance and Economics, 2006, 32, (4), 471-493 View citations (56)

2005

28. Prospect theory, mental accounting, and momentum
    Journal of Financial Economics, 2005, 78, (2), 311-339 View citations (306)
    See also Working Paper Prospect Theory, Mental Accounting, and Momentum, Yale School of Management Working Papers (2007) (2007)