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.

Short-id: pli503

Working Papers

2019

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

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 in Journal of Financial and Quantitative Analysis (2012)

Journal Articles

2020

1. Do short sellers exploit risky business models of banks? Evidence from two banking crises
   Journal of Financial Stability, 2020, 46, (C) View citations (1)

2019

2. Attention allocation and return co-movement: Evidence from repeated natural experiments
   Journal of Financial Economics, 2019, 132, (2), 369-383 View citations (7)
3. Contractual Managerial Incentives with Stock Price Feedback
   American Economic Review, 2019, 109, (7), 2446-68 View citations (3)
4. Does short-selling threat discipline managers in mergers and acquisitions decisions?
   Journal of Accounting and Economics, 2019, 68, (1) View citations (2)
5. Earnings management and post-split drift
   Journal of Banking & Finance, 2019, 101, (C), 136-146 View citations (1)

2017

6. What do stock price levels tell us about the firms?
   Journal of Corporate Finance, 2017, 46, (C), 34-50 View citations (3)

2016

7. 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)
8. Why does the option to stock volume ratio predict stock returns?
   Journal of Financial Economics, 2016, 120, (3), 601-622 View citations (28)

2015

9. Cognitive Limitation and Investment Performance: Evidence from Limit Order Clustering
   Review of Financial Studies, 2015, 28, (3), 838-875 View citations (12)
10. 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)
11. Informational Content of Options Trading on Acquirer Announcement Return
    Journal of Financial and Quantitative Analysis, 2015, 50, (5), 1057-1082 View citations (18)
12. Why do options prices predict stock returns? Evidence from analyst tipping
    Journal of Banking & Finance, 2015, 52, (C), 17-28 View citations (14)

2013

13. 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)
14. Overconfident individual day traders: Evidence from the Taiwan futures market
    Journal of Banking & Finance, 2013, 37, (9), 3548-3561 View citations (10)

2012

15. 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)
16. Dynamic short-sale constraints, price limits, and price dynamics
    International Journal of Managerial Finance, 2012, 8, (3), 256-279