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
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Working Papers
2021
- Welfare Consequences of Sustainable Finance
NBER Working Papers, National Bureau of Economic Research, Inc
2020
- A Sticky-Price View of Hoarding
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
- Implications of Stochastic Transmission Rates for Managing Pandemic Risks
NBER Working Papers, National Bureau of Economic Research, Inc
- Mitigating Disaster Risks in the Age of Climate Change
NBER Working Papers, National Bureau of Economic Research, Inc
- Pandemics, Vaccines and an Earnings Damage Function
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
2018
- Anticipating the Direct Effects of Credit Supply
NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
- Selection versus Talent Effects on Firm Value
NBER Working Papers, National Bureau of Economic Research, Inc
2017
- Assignment of Stock Market Coverage
NBER Working Papers, National Bureau of Economic Research, Inc
- Location Choice, Portfolio Choice
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
2016
- Climate Risks and Market Efficiency
NBER Working Papers, National Bureau of Economic Research, Inc View citations (10)
2015
- Crime, Punishment and the Halo Effect of Corporate Social Responsibility
NBER Working Papers, National Bureau of Economic Research, Inc View citations (31)
- Days to Cover and Stock Returns
NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
- Hoard Behavior and Commodity Bubbles
NBER Working Papers, National Bureau of Economic Research, Inc
2014
- When Real Estate is the Only Game in Town
NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
2013
- Do Managers Do Good with Other People's Money?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (18)
- Regression Discontinuity and the Price Effects of Stock Market Indexing
NBER Working Papers, National Bureau of Economic Research, Inc View citations (37)
2012
- Financial Constraints on Corporate Goodness
NBER Working Papers, National Bureau of Economic Research, Inc View citations (56)
- Quiet Bubbles
NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
- Speculative Betas
NBER Working Papers, National Bureau of Economic Research, Inc View citations (7)
2011
- 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
- Yesterday's Heroes: Compensation and Creative Risk-Taking
NBER Working Papers, National Bureau of Economic Research, Inc View citations (63)
See also Chapter (2010)
2008
- Do Hedge Funds Profit From Mutual-Fund Distress?
NBER Working Papers, National Bureau of Economic Research, Inc View citations (32)
- The Only Game in Town: Stock-Price Consequences of Local Bias
Scholarly Articles, Harvard University Department of Economics View citations (53)
Also in Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2005) View citations (3) NBER Working Papers, National Bureau of Economic Research, Inc (2005) View citations (3)
See also Journal Article in Journal of Financial Economics (2008)
2007
- Advisors and Asset Prices: A Model of the Origins of Bubbles
NBER Working Papers, National Bureau of Economic Research, Inc 
See also Journal Article in Journal of Financial Economics (2008)
- Disagreement and the Stock Market
Scholarly Articles, Harvard University Department of Economics View citations (198)
See also Journal Article in Journal of Economic Perspectives (2007)
2005
- Asset Float and Speculative Bubbles
NBER Working Papers, National Bureau of Economic Research, Inc View citations (21)
2003
- 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 (13)
- 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 (19)
2002
- 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 (13)
2001
- Breadth of Ownership and Stock Returns
NBER Working Papers, National Bureau of Economic Research, Inc View citations (14)
See also Journal Article in Journal of Financial Economics (2002)
- Social Interaction and Stock-Market Participation
NBER Working Papers, National Bureau of Economic Research, Inc View citations (78)
- Strategic Trading and Learning about Liquidity
Discussion Papers in Economics, University of Munich, Department of Economics 
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2000)  FMG Discussion Papers, Financial Markets Group (2000)  Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000) 
See also Journal Article in Journal of Financial Markets (2002)
2000
- 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
- Differences of Opinion, Rational Arbitrage and Market Crashes
NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
1998
- Bad News Travels Slowly: Size, Analyst Coverage and the Profitability of Momentum Strategies
NBER Working Papers, National Bureau of Economic Research, Inc View citations (39)
1997
- A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (115)
Journal Articles
2012
- Do arbitrageurs amplify economic shocks?
Journal of Financial Economics, 2012, 103, (3), 454-470 View citations (20)
- What does futures market interest tell us about the macroeconomy and asset prices?
Journal of Financial Economics, 2012, 105, (3), 473-490 View citations (166)
See also Working Paper (2011)
2009
- Gone fishin': Seasonality in trading activity and asset prices
Journal of Financial Markets, 2009, 12, (4), 672-702 View citations (51)
- The price of sin: The effects of social norms on markets
Journal of Financial Economics, 2009, 93, (1), 15-36 View citations (413)
2008
- Advisors and asset prices: A model of the origins of bubbles
Journal of Financial Economics, 2008, 89, (2), 268-287 View citations (42)
See also Working Paper (2007)
- Firms as buyers of last resort
Journal of Financial Economics, 2008, 88, (1), 119-145 View citations (17)
- The only game in town: Stock-price consequences of local bias
Journal of Financial Economics, 2008, 90, (1), 20-37 View citations (49)
See also Working Paper (2008)
2007
- Disagreement and the Stock Market
Journal of Economic Perspectives, 2007, 21, (2), 109-128 View citations (193)
See also Working Paper (2007)
- Do industries lead stock markets?
Journal of Financial Economics, 2007, 83, (2), 367-396 View citations (191)
2005
- Talking up liquidity: insider trading and investor relations
Journal of Financial Intermediation, 2005, 14, (1), 1-31 View citations (16)
2004
- Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization
American Economic Review, 2004, 94, (5), 1276-1302 View citations (344)
2003
- Differences of Opinion, Short-Sales Constraints, and Market Crashes
Review of Financial Studies, 2003, 16, (2), 487-525 View citations (265)
2002
- Breadth of ownership and stock returns
Journal of Financial Economics, 2002, 66, (2-3), 171-205 View citations (312)
See also Working Paper (2001)
- Discussion of "Momentum and Autocorrelation in Stock Returns"
Review of Financial Studies, 2002, 15, (2), 565-574 View citations (10)
- Strategic trading and learning about liquidity
Journal of Financial Markets, 2002, 5, (4), 419-450 View citations (4)
See also Working Paper (2001)
2001
- Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices
Journal of Financial Economics, 2001, 61, (3), 345-381 View citations (271)
See also Working Paper (2000)
2000
- Security Analysts' Career Concerns and Herding of Earnings Forecasts
RAND Journal of Economics, 2000, 31, (1), 121-144 View citations (230)
Chapters
2010
- Yesterday's Heroes: Compensation and Creative Risk-Taking
A chapter in Market Institutions and Financial Market Risk, 2010 View citations (36)
See also Working Paper (2010)
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