Details about Harrison Hong

Access statistics for papers by Harrison Hong.

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

Short-id: pho390

Working Papers

2018

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

2017

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

2016

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

2015

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

2014

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

2013

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

2012

12. Financial Constraints on Corporate Goodness
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (37)
13. Quiet Bubbles
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
14. Speculative Betas
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)

2011

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

2010

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

2008

17. Do Hedge Funds Profit From Mutual-Fund Distress?
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (23)
18. The Only Game in Town: Stock-Price Consequences of Local Bias
    Scholarly Articles, Harvard University Department of Economics View citations (47)
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2005) View citations (2)
    NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations (3)
    See also Journal Article in Journal of Financial Economics (2008)

2007

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

2005

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

2003

22. Simple Forecasts and Paradigm Shifts
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2003) View citations (8)
23. 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 View citations (2)
    Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2003) View citations (12)

2002

24. 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 View citations (11)

2001

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

2000

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

1999

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

1998

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

1997

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

Journal Articles

2012

1. Do arbitrageurs amplify economic shocks?
   Journal of Financial Economics, 2012, 103, (3), 454-470 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 View citations (123)
   See also Working Paper (2011)

2009

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

2008

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

2007

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

2005

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

2004

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

2003

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

2002

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

2001

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

2000

17. 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)