Details about Lawrence Jin

Access statistics for papers by Lawrence Jin.

Last updated 2023-03-10. Update your information in the RePEc Author Service.

Short-id: pji170

Working Papers

2024

1. The Law of Small Numbers in Financial Markets: Theory and Evidence
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)

2023

2. Model-free and Model-based Learning as Joint Drivers of Investor Behavior
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)
3. On the Source and Instability of Probability Weighting
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)

2020

4. Prospect Theory and Stock Market Anomalies
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)

2019

5. Reflexivity in Credit Markets
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)

2016

6. Extrapolation and Bubbles
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (34)

2013

7. X-CAPM: An Extrapolative Capital Asset Pricing Model
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (64)
   Also in Working Paper, Harvard University OpenScholar View citations (121)

Journal Articles

2013

1. Realization Utility with Reference-Dependent Preferences
   The Review of Financial Studies, 2013, 26, (3), 723-767 View citations (51)