Details about Tse-Chun Lin
Access statistics for papers by Tse-Chun Lin.
Last updated 2020-05-07. Update your information in the RePEc Author Service.
Jump to Journal Articles
- Do Superstitious Traders Lose Money?
HKUST IEMS Working Paper Series, HKUST Institute for Emerging Market Studies
- Contracting with Feedback
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
- A New Method to Estimate Risk and Return of Non-Traded Assets from Cash Flows: The Case of Private Equity Funds
NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
See also Journal Article in Journal of Financial and Quantitative Analysis (2012)
- Do short sellers exploit risky business models of banks? Evidence from two banking crises
Journal of Financial Stability, 2020, 46, (C) View citations (1)
- Attention allocation and return co-movement: Evidence from repeated natural experiments
Journal of Financial Economics, 2019, 132, (2), 369-383 View citations (7)
- Contractual Managerial Incentives with Stock Price Feedback
American Economic Review, 2019, 109, (7), 2446-68 View citations (3)
- Does short-selling threat discipline managers in mergers and acquisitions decisions?
Journal of Accounting and Economics, 2019, 68, (1) View citations (2)
- Earnings management and post-split drift
Journal of Banking & Finance, 2019, 101, (C), 136-146 View citations (1)
- What do stock price levels tell us about the firms?
Journal of Corporate Finance, 2017, 46, (C), 34-50 View citations (3)
- How Do Short-Sale Costs Affect Put Options Trading? Evidence from Separating Hedging and Speculative Shorting Demands
Review of Finance, 2016, 20, (5), 1911-1943 View citations (6)
- Why does the option to stock volume ratio predict stock returns?
Journal of Financial Economics, 2016, 120, (3), 601-622 View citations (28)
- Cognitive Limitation and Investment Performance: Evidence from Limit Order Clustering
Review of Financial Studies, 2015, 28, (3), 838-875 View citations (12)
- Do Individual Investors Treat Trading as a Fun and Exciting Gambling Activity? Evidence from Repeated Natural Experiments
Review of Financial Studies, 2015, 28, (7), 2128-2166 View citations (15)
- Informational Content of Options Trading on Acquirer Announcement Return
Journal of Financial and Quantitative Analysis, 2015, 50, (5), 1057-1082 View citations (18)
- Why do options prices predict stock returns? Evidence from analyst tipping
Journal of Banking & Finance, 2015, 52, (C), 17-28 View citations (14)
- How the 52-Week High and Low Affect Option-Implied Volatilities and Stock Return Moments
Review of Finance, 2013, 17, (1), 369-401 View citations (8)
- Overconfident individual day traders: Evidence from the Taiwan futures market
Journal of Banking & Finance, 2013, 37, (9), 3548-3561 View citations (10)
- A New Method to Estimate Risk and Return of Nontraded Assets from Cash Flows: The Case of Private Equity Funds
Journal of Financial and Quantitative Analysis, 2012, 47, (3), 511-535 View citations (29)
See also Working Paper (2008)
- Dynamic short-sale constraints, price limits, and price dynamics
International Journal of Managerial Finance, 2012, 8, (3), 256-279
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.