Details about Tse-Chun Lin

Access statistics for papers by Tse-Chun Lin.

Last updated 2024-10-09. Update your information in the RePEc Author Service.

Short-id: pli503

Working Papers

2019

1. Do Superstitious Traders Lose Money?
   HKUST IEMS Working Paper Series, HKUST Institute for Emerging Market Studies View citations (1)

2015

2. Contracting with Feedback
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (1)

2008

3. 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 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, Cambridge University Press (2012) View citations (46) (2012)

Journal Articles

2024

1. Does better liquidity for large orders attract institutional investors and analysts? Evidence from the Tick Size Pilot Program
   Journal of Financial Markets, 2024, 67, (C) View citations (1)
2. Lottery jackpot winnings and retail trading in the neighborhood
   Journal of Banking & Finance, 2024, 167, (C)
3. The role of options markets in corporate social responsibility
   Journal of Financial Markets, 2024, 70, (C)

2023

4. Behavioral bias, distorted stock prices, and stock splits
   Journal of Banking & Finance, 2023, 154, (C) View citations (1)
5. Gender differences in reward-based crowdfunding
   Journal of Financial Intermediation, 2023, 53, (C)
6. Momentum in machine learning: Evidence from the Taiwan stock market
   Pacific-Basin Finance Journal, 2023, 82, (C) View citations (1)
7. Social trust distance in mergers and acquisitions
   Journal of Banking & Finance, 2023, 149, (C)

2022

8. Foreign bank entry deregulation and stock market stability: Evidence from staggered regulatory changes
   Journal of Empirical Finance, 2022, 69, (C), 185-207 View citations (4)
9. Regional social capital and moral hazard in crowdfunding
   Journal of Business Venturing, 2022, 37, (4) View citations (4)

2021

10. Psychological barrier and cross-firm return predictability
    Journal of Financial Economics, 2021, 142, (1), 338-356 View citations (7)
11. Risk-Neutral Skewness, Informed Trading, and the Cross Section of Stock Returns
    Journal of Financial and Quantitative Analysis, 2021, 56, (5), 1713-1737 View citations (12)
12. Risk-taking of bank CEOs and corporate innovation
    Journal of International Money and Finance, 2021, 115, (C)
13. Salient anchor and analyst recommendation downgrade
    Journal of Corporate Finance, 2021, 69, (C) View citations (7)
14. The round number heuristic and entrepreneur crowdfunding performance
    Journal of Corporate Finance, 2021, 68, (C) View citations (8)

2020

15. Do short sellers exploit risky business models of banks? Evidence from two banking crises
    Journal of Financial Stability, 2020, 46, (C) View citations (4)
16. Governance through trading on acquisitions of public firms
    Journal of Corporate Finance, 2020, 65, (C) View citations (3)
17. Wisdom of crowds before the 2007–2009 global financial crisis
    Journal of Financial Stability, 2020, 48, (C) View citations (1)

2019

18. Attention allocation and return co-movement: Evidence from repeated natural experiments
    Journal of Financial Economics, 2019, 132, (2), 369-383 View citations (58)
19. Contractual Managerial Incentives with Stock Price Feedback
    American Economic Review, 2019, 109, (7), 2446-68 View citations (18)
20. Does short-selling threat discipline managers in mergers and acquisitions decisions?
    Journal of Accounting and Economics, 2019, 68, (1) View citations (33)
21. Earnings management and post-split drift
    Journal of Banking & Finance, 2019, 101, (C), 136-146 View citations (5)
22. Ex-Day Returns of Stock Distributions: An Anchoring Explanation
    Management Science, 2019, 65, (3), 1076-1095 View citations (3)

2018

23. Skewness, Individual Investor Preference, and the Cross-section of Stock Returns
    (Illiquidity and stock returns: cross-section and time-series effects)
    Review of Finance, 2018, 22, (5), 1841-1876 View citations (13)

2017

24. What do stock price levels tell us about the firms?
    Journal of Corporate Finance, 2017, 46, (C), 34-50 View citations (7)

2016

25. 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 (16)
26. Why does the option to stock volume ratio predict stock returns?
    Journal of Financial Economics, 2016, 120, (3), 601-622 View citations (75)

2015

27. Cognitive Limitation and Investment Performance: Evidence from Limit Order Clustering
    The Review of Financial Studies, 2015, 28, (3), 838-875 View citations (38)
28. Do Individual Investors Treat Trading as a Fun and Exciting Gambling Activity? Evidence from Repeated Natural Experiments
    The Review of Financial Studies, 2015, 28, (7), 2128-2166 View citations (64)
29. Informational Content of Options Trading on Acquirer Announcement Return
    Journal of Financial and Quantitative Analysis, 2015, 50, (5), 1057-1082 View citations (47)
30. Why do options prices predict stock returns? Evidence from analyst tipping
    Journal of Banking & Finance, 2015, 52, (C), 17-28 View citations (32)

2013

31. 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 (20)
32. Overconfident individual day traders: Evidence from the Taiwan futures market
    Journal of Banking & Finance, 2013, 37, (9), 3548-3561 View citations (16)

2012

33. 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 (46)
    See also Working Paper A New Method to Estimate Risk and Return of Non-Traded Assets from Cash Flows: The Case of Private Equity Funds, NBER Working Papers (2008) View citations (4) (2008)
34. Dynamic short‐sale constraints, price limits, and price dynamics
    International Journal of Managerial Finance, 2012, 8, (3), 256-279