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Details about Harrison Hong

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

Access statistics for papers by Harrison Hong.

Last updated 2016-05-13. Update your information in the RePEc Author Service.

Short-id: pho390


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Working Papers

2018

  1. Riding the Credit Boom
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  2. Selection versus Talent Effects on Firm Value
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2017

  1. Assignment of Stock Market Coverage
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  2. Location Choice, Portfolio Choice
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

2016

  1. Climate Risks and Market Efficiency
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)

2015

  1. Crime, Punishment and the Halo Effect of Corporate Social Responsibility
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (13)
  2. Days to Cover and Stock Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
  3. Hoard Behavior and Commodity Bubbles
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2014

  1. When Real Estate is the Only Game in Town
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)

2013

  1. Do Managers Do Good with Other People's Money?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (11)
  2. Regression Discontinuity and the Price Effects of Stock Market Indexing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (24)

2012

  1. Financial Constraints on Corporate Goodness
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (37)
  2. Quiet Bubbles
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
  3. Speculative Betas
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)

2011

  1. What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (6)
    See also Journal Article in Journal of Financial Economics (2012)

2010

  1. Yesterday's Heroes: Compensation and Creative Risk-Taking
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (56)
    See also Chapter (2010)

2008

  1. Do Hedge Funds Profit From Mutual-Fund Distress?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (23)
  2. The Only Game in Town: Stock-Price Consequences of Local Bias
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (47)
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2005) Downloads View citations (2)
    NBER Working Papers, National Bureau of Economic Research, Inc (2005) Downloads View citations (3)

    See also Journal Article in Journal of Financial Economics (2008)

2007

  1. Advisors and Asset Prices: A Model of the Origins of Bubbles
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Journal of Financial Economics (2008)
  2. Disagreement and the Stock Market
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (159)
    See also Journal Article in Journal of Economic Perspectives (2007)

2005

  1. Asset Float and Speculative Bubbles
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)

2003

  1. Simple Forecasts and Paradigm Shifts
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2003) Downloads View citations (8)
  2. The Neighbor's Portfolio: Word-of-Mouth Effects in the Holdings and Trade of Money Managers
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2003) Downloads View citations (12)

2002

  1. 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 Downloads View citations (11)

2001

  1. Breadth of Ownership and Stock Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (13)
    See also Journal Article in Journal of Financial Economics (2002)
  2. Social Interaction and Stock-Market Participation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (54)
  3. Strategic Trading and Learning about Liquidity
    Discussion Papers in Economics, University of Munich, Department of Economics Downloads
    Also in Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) Downloads
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2000) Downloads
    FMG Discussion Papers, Financial Markets Group (2000) Downloads

    See also Journal Article in Journal of Financial Markets (2002)

2000

  1. Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (29)
    See also Journal Article in Journal of Financial Economics (2001)

1999

  1. Differences of Opinion, Rational Arbitrage and Market Crashes
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (10)

1998

  1. Bad News Travels Slowly: Size, Analyst Coverage and the Profitability of Momentum Strategies
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (23)

1997

  1. A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (82)

Journal Articles

2012

  1. Do arbitrageurs amplify economic shocks?
    Journal of Financial Economics, 2012, 103, (3), 454-470 Downloads View citations (14)
  2. What does futures market interest tell us about the macroeconomy and asset prices?
    Journal of Financial Economics, 2012, 105, (3), 473-490 Downloads View citations (123)
    See also Working Paper (2011)

2009

  1. Gone fishin': Seasonality in trading activity and asset prices
    Journal of Financial Markets, 2009, 12, (4), 672-702 Downloads View citations (42)
  2. The price of sin: The effects of social norms on markets
    Journal of Financial Economics, 2009, 93, (1), 15-36 Downloads View citations (289)

2008

  1. Advisors and asset prices: A model of the origins of bubbles
    Journal of Financial Economics, 2008, 89, (2), 268-287 Downloads View citations (32)
    See also Working Paper (2007)
  2. Firms as buyers of last resort
    Journal of Financial Economics, 2008, 88, (1), 119-145 Downloads View citations (15)
  3. The only game in town: Stock-price consequences of local bias
    Journal of Financial Economics, 2008, 90, (1), 20-37 Downloads View citations (43)
    See also Working Paper (2008)

2007

  1. Disagreement and the Stock Market
    Journal of Economic Perspectives, 2007, 21, (2), 109-128 Downloads View citations (154)
    See also Working Paper (2007)
  2. Do industries lead stock markets?
    Journal of Financial Economics, 2007, 83, (2), 367-396 Downloads View citations (154)

2005

  1. Talking up liquidity: insider trading and investor relations
    Journal of Financial Intermediation, 2005, 14, (1), 1-31 Downloads View citations (13)

2004

  1. Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization
    American Economic Review, 2004, 94, (5), 1276-1302 Downloads View citations (281)

2003

  1. Differences of Opinion, Short-Sales Constraints, and Market Crashes
    Review of Financial Studies, 2003, 16, (2), 487-525 Downloads View citations (218)

2002

  1. Breadth of ownership and stock returns
    Journal of Financial Economics, 2002, 66, (2-3), 171-205 Downloads View citations (255)
    See also Working Paper (2001)
  2. Discussion of "Momentum and Autocorrelation in Stock Returns"
    Review of Financial Studies, 2002, 15, (2), 565-574 View citations (9)
  3. Strategic trading and learning about liquidity
    Journal of Financial Markets, 2002, 5, (4), 419-450 Downloads View citations (4)
    See also Working Paper (2001)

2001

  1. Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices
    Journal of Financial Economics, 2001, 61, (3), 345-381 Downloads View citations (177)
    See also Working Paper (2000)

2000

  1. Security Analysts' Career Concerns and Herding of Earnings Forecasts
    RAND Journal of Economics, 2000, 31, (1), 121-144 View citations (176)

Chapters

2010

  1. Yesterday's Heroes: Compensation and Creative Risk-Taking
    A chapter in Market Institutions and Financial Market Risk, 2010 View citations (31)
    See also Working Paper (2010)
 
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