Details about Danling Jiang

Access statistics for papers by Danling Jiang.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pji64

Working Papers

2018

1. Mood Betas and Seasonalities in Stock Returns
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
   See also Journal Article Mood beta and seasonalities in stock returns, Journal of Financial Economics, Elsevier (2020) View citations (41) (2020)

2010

2. A Financing-Based Misvaluation Factor and the Cross Section of Expected Returns
   MPRA Paper, University Library of Munich, Germany View citations (43)
   See also Journal Article A Financing-Based Misvaluation Factor and the Cross-Section of Expected Returns, The Review of Financial Studies, Society for Financial Studies (2010) View citations (43) (2010)

2009

3. Commonality in Misvaluation, Equity Financing, and the Cross Section of Stock Returns
   MPRA Paper, University Library of Munich, Germany View citations (2)
4. Gambling Preference and the New Year Effect of Assets with Lottery Features
   MPRA Paper, University Library of Munich, Germany View citations (3)
   See also Journal Article Gambling Preference and the New Year Effect of Assets with Lottery Features, Review of Finance, European Finance Association (2011) View citations (22) (2011)

2008

5. Cross-Sectional Dispersion of Firm Valuations and Expected Stock Returns
   MPRA Paper, University Library of Munich, Germany View citations (6)

2007

6. Short-Sale Constraints and the Non-January Idiosyncratic Volatility Puzzle
   MPRA Paper, University Library of Munich, Germany View citations (2)

2006

7. Investor Overreaction, Cross-Sectional Dispersion of Firm Valuations, and Expected Stock Returns
   Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics View citations (1)
8. Reference Point Adaptation: Tests in the Domain of Security Trading
   MPRA Paper, University Library of Munich, Germany View citations (32)
   See also Journal Article Reference point adaptation: Tests in the domain of security trading, Organizational Behavior and Human Decision Processes, Elsevier (2008) View citations (61) (2008)

Journal Articles

2021

1. Blockchain speculation or value creation? Evidence from corporate investments
   Financial Management, 2021, 50, (3), 727-746 View citations (12)
2. Weather, institutional investors and earnings news
   Journal of Corporate Finance, 2021, 69, (C) View citations (6)

2020

3. Mood beta and seasonalities in stock returns
   Journal of Financial Economics, 2020, 137, (1), 272-295 View citations (41)
   See also Working Paper Mood Betas and Seasonalities in Stock Returns, NBER Working Papers (2018) View citations (3) (2018)

2019

4. The preholiday corporate announcement effect
   Journal of Financial Markets, 2019, 45, (C), 61-82 View citations (5)

2018

5. Short interest as a signal to issue equity
   Journal of Corporate Finance, 2018, 48, (C), 797-815 View citations (3)

2016

6. Cultural New Year Holidays and Stock Returns around the World
   Financial Management, 2016, 45, (1), 3-35 View citations (25)
7. Political contributions and analyst behavior
   Review of Accounting Studies, 2016, 21, (1), 37-88 View citations (36)
8. The Human Capital That Matters: Expected Returns and High-Income Households
   The Review of Financial Studies, 2016, 29, (9), 2523-2563

2015

9. Political Values, Culture, and Corporate Litigation
   Management Science, 2015, 61, (12), 2905-2925 View citations (54)

2014

10. Corporate Policies of Republican Managers
    Journal of Financial and Quantitative Analysis, 2014, 49, (5-6), 1279-1310 View citations (133)
11. Short-sale constraints and the idiosyncratic volatility puzzle: An event study approach
    Journal of Empirical Finance, 2014, 28, (C), 36-59 View citations (1)

2013

12. Call-Put Implied Volatility Spreads and Option Returns
    The Review of Asset Pricing Studies, 2013, 3, (2), 258-290 View citations (7)
13. The second moment matters! Cross-sectional dispersion of firm valuations and expected returns
    Journal of Banking & Finance, 2013, 37, (10), 3974-3992 View citations (4)

2011

14. Gambling Preference and the New Year Effect of Assets with Lottery Features
    Review of Finance, 2011, 16, (3), 685-731 View citations (22)
    See also Working Paper Gambling Preference and the New Year Effect of Assets with Lottery Features, MPRA Paper (2009) View citations (3) (2009)

2010

15. A Financing-Based Misvaluation Factor and the Cross-Section of Expected Returns
    The Review of Financial Studies, 2010, 23, (9), 3401-3436 View citations (43)
    See also Working Paper A Financing-Based Misvaluation Factor and the Cross Section of Expected Returns, MPRA Paper (2010) View citations (43) (2010)
16. A cross-cultural study of reference point adaptation: Evidence from China, Korea, and the US
    Organizational Behavior and Human Decision Processes, 2010, 112, (2), 99-111 View citations (36)

2008

17. Reference point adaptation: Tests in the domain of security trading
    Organizational Behavior and Human Decision Processes, 2008, 105, (1), 67-81 View citations (61)
    See also Working Paper Reference Point Adaptation: Tests in the Domain of Security Trading, MPRA Paper (2006) View citations (32) (2006)