Bo Sun

Board of Governors of the Federal Reserve System

Principal Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

20

DOWNLOADS
Rank 14,588

SSRN RANKINGS

Top 14,588

in Total Papers Downloads

3,812

SSRN CITATIONS
Rank 9,636

SSRN RANKINGS

Top 9,636

in Total Papers Citations

67

CROSSREF CITATIONS

58

Scholarly Papers (20)

Executive Compensation and Earnings Management under Moral Hazard

Number of pages: 29 Posted: 24 Sep 2009 Last Revised: 07 Oct 2009
Bo Sun
Board of Governors of the Federal Reserve System
Downloads 421 (79,070)

Abstract:

Loading...

Earnings management, Executive compensation, Optimal contract, Corporate governance

Executive Compensation and Earnings Management Under Moral Hazard

FRB International Finance Discussion Paper No. 985
Number of pages: 38 Posted: 10 Mar 2010
Bo Sun
Board of Governors of the Federal Reserve System
Downloads 241 (145,911)
Citation 4

Abstract:

Loading...

Earnings management, executive compensation, optimal contract, corporate governance

Executive Compensation and Earnings Management under Moral Hazard

Number of pages: 34 Posted: 28 Oct 2012
Bo Sun
Board of Governors of the Federal Reserve System
Downloads 168 (204,237)

Abstract:

Loading...

Earnings management, Executive compensation, Optimal contract, Corporate governance

Contractual Managerial Incentives with Stock Price Feedback

American Economic Review (Forthcoming)
Number of pages: 44 Posted: 30 Jun 2017 Last Revised: 16 Mar 2019
Tse-Chun Lin, Qi Liu and Bo Sun
The University of Hong Kong - Faculty of Business and Economics, Peking University - Department of Finance and Board of Governors of the Federal Reserve System
Downloads 319 (108,842)
Citation 3

Abstract:

Loading...

Feedback effect, CEO compensation, Financial market frictions, Reg-SHO Pilot program, Managerial learning from the market

Contracting with Feedback

FRB International Finance Discussion Paper No. 1143
Number of pages: 65 Posted: 28 Aug 2015
Tse-Chun Lin, Qi Liu and Bo Sun
The University of Hong Kong - Faculty of Business and Economics, Peking University - Department of Finance and Board of Governors of the Federal Reserve System
Downloads 248 (141,962)
Citation 1

Abstract:

Loading...

Feedback effect, CEO compensation, Transaction costs, Reg-SHO Pilot program, Decimalization

3.

Anomaly Discovery and Arbitrage Trading

Number of pages: 57 Posted: 02 May 2014 Last Revised: 29 Dec 2020
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Peking University - Department of Finance, Asper School of Business, University of Manitoba, Board of Governors of the Federal Reserve System and DePaul University
Downloads 518 (61,933)
Citation 4

Abstract:

Loading...

Anomaly, Arbitrage, Discovery, Arbitrageur-based asset pricing.

4.
Downloads 285 (123,456)
Citation 2

Asset Returns with Earnings Management

Number of pages: 67 Posted: 24 Sep 2009 Last Revised: 05 Oct 2009
Bo Sun
Board of Governors of the Federal Reserve System
Downloads 121 (266,707)

Abstract:

Loading...

Earnings management, Stock returns, Financial anomalies, Volatility clustering, GARCH, Optimal contract

Asset Returns with Earnings Management

FRB International Finance Discussion Paper No. 988
Number of pages: 73 Posted: 11 Mar 2010
Bo Sun
Board of Governors of the Federal Reserve System
Downloads 91 (324,707)
Citation 2

Abstract:

Loading...

Earnings management, stock returns, financial anomalies, volatility clustering, GARCH, optimal contract

Asset Returns with Earnings Management

Number of pages: 59 Posted: 12 Mar 2010
Bo Sun
Board of Governors of the Federal Reserve System
Downloads 73 (371,331)

Abstract:

Loading...

Earnings management, Stock returns, Financial anomalies, Volatility clustering, GARCH, Optimal contract

5.

A Model of Anomaly Discovery

FRB International Finance Discussion Paper No. 1128
Number of pages: 52 Posted: 10 May 2015
Liu Qu, Lei Lu, Bo Sun and Hongjun Yan
Independent, Asper School of Business, University of Manitoba, Board of Governors of the Federal Reserve System and DePaul University
Downloads 258 (137,018)

Abstract:

Loading...

Anomaly, Arbitrage, Discovery, Arbitrageur-based asset pricing

6.

Monetary Policy Uncertainty

FRB International Finance Discussion Paper No. 1215
Number of pages: 60 Posted: 23 Oct 2017
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 203 (172,532)
Citation 14

Abstract:

Loading...

Monetary policy uncertainty, VAR identification, FOMC communication

7.

Market Integration in China

World Bank Policy Research Working Paper No. 5630
Number of pages: 28 Posted: 20 Apr 2016
Government of the United States of America - Office of the Comptroller of the Currency (OCC), The World Bank, World Bank, Board of Governors of the Federal Reserve System and World Bank - Development Research Group (DECRG)
Downloads 188 (185,044)

Abstract:

Loading...

Economic Theory & Research, Banks & Banking Reform, Debt Markets, Emerging Markets, Access to Finance

8.

Taxonomy of Global Risk, Uncertainty, and Volatility Measures

FRB International Finance Discussion Paper No. 1216
Number of pages: 49 Posted: 26 Nov 2017
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 163 (209,400)
Citation 2

Abstract:

Loading...

Risk, Uncertainty, Volatility, Monetary policy, Geopolitical risk, Equities, Interest rates, Exchange rates, Commodities, Inflation, Variance risk premium

Government Connections and Financial Constraints: Evidence from a Large Representative Sample of Chinese Firms

World Bank Policy Research Working Paper No. 6352
Number of pages: 58 Posted: 20 Apr 2016
World Bank - Development Research Group (DECRG), Cheung Kong Graduate School of Business, Board of Governors of the Federal Reserve System and World Bank - Development Research Group (DECRG)
Downloads 104 (297,324)

Abstract:

Loading...

Access to Finance, Debt Markets, Bankruptcy and Resolution of Financial Distress, Investment and Investment Climate, Emerging Markets

Government Connections and Financial Constraints: Evidence from a Large Representative Sample of Chinese Firms

FRB International Finance Discussion Paper No. 1129
Number of pages: 68 Posted: 08 Oct 2015
World Bank - Development Research Group (DECRG), affiliation not provided to SSRN, Board of Governors of the Federal Reserve System and World Bank - Development Research Group (DECRG)
Downloads 53 (438,468)
Citation 12

Abstract:

Loading...

Financial constraints, investment, political connections, firm size, China, capital allocation, invest cash flow sensitivity

10.
Downloads 153 (220,738)
Citation 1

Incentive Contracting under Ambiguity-Aversion

Number of pages: 34 Posted: 11 Oct 2012 Last Revised: 26 Feb 2017
Qi Liu, Lei Lu and Bo Sun
Peking University - Department of Finance, Asper School of Business, University of Manitoba and Board of Governors of the Federal Reserve System
Downloads 107 (291,404)

Abstract:

Loading...

ambiguity, executive compensation, options

Incentive Contracting Under Ambiguity Aversion

FRB International Finance Discussion Paper No. 1195
Number of pages: 41 Posted: 24 Feb 2017
Qi Liu, Lei Lu and Bo Sun
Peking University - Department of Finance, Asper School of Business, University of Manitoba and Board of Governors of the Federal Reserve System
Downloads 46 (466,615)
Citation 1

Abstract:

Loading...

Ambiguity, Executive compensation, Options, Relative performance evaluation

11.

Relative Wealth Concerns, Executive Compensation, and Risk Taking

Number of pages: 40 Posted: 14 Mar 2012 Last Revised: 25 Feb 2017
Qi Liu and Bo Sun
Peking University - Department of Finance and Board of Governors of the Federal Reserve System
Downloads 122 (264,004)

Abstract:

Loading...

relative wealth concerns, executive compensation

12.

Uncertainty, Currency Excess Returns, and Risk Reversals

FRB International Finance Discussion Paper No. 1196
Number of pages: 36 Posted: 24 Feb 2017
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 83 (341,051)
Citation 5

Abstract:

Loading...

Exchange rates, Uncovered interest parity, Uncertainty

13.

Relative Wealth Concerns, Executive Compensation, and Systemic Risk-Taking

FRB International Finance Discussion Paper No. 1164
Number of pages: 46 Posted: 23 May 2016
Qi Liu and Bo Sun
Peking University - Department of Finance and Board of Governors of the Federal Reserve System
Downloads 75 (361,817)

Abstract:

Loading...

Relative wealth concerns, Managerial compensation, Pay-for-luck, Excessive risk-taking

14.

Limited Market Participation and Asset Prices in the Presence of Earnings Management

FRB International Finance Discussion Paper No. 1019
Number of pages: 46 Posted: 23 Jul 2011
Bo Sun
Board of Governors of the Federal Reserve System
Downloads 58 (413,769)

Abstract:

Loading...

Earnings management, excess volatility, equity premium, limited stock market participation

15.

Limited Market Participation and Asset Prices with Earnings Management

Number of pages: 41 Posted: 28 Oct 2012
Bo Sun
Board of Governors of the Federal Reserve System
Downloads 53 (431,451)

Abstract:

Loading...

Earnings management, Excess volatility, Equity premium, Limited stock market participation

16.

Risk Choices and Compensation Design

FRB International Finance Discussion Paper No. 1130
Number of pages: 64 Posted: 25 Apr 2015
Mark Carey and Bo Sun
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 40 (483,747)

Abstract:

Loading...

Compensation, Bad tail risk

17.

Managerial Compensation Under Privately-Observed Hedging

FRB International Finance Discussion Paper No. 1160
Number of pages: 19 Posted: 04 Apr 2016
Qi Liu and Bo Sun
Peking University - Department of Finance and Board of Governors of the Federal Reserve System
Downloads 29 (537,962)

Abstract:

Loading...

Managerial compensation, Corporate hedging

18.

Investor Sentiment and the (Discretionary) Accrual-Return Relation

FRB International Finance Discussion Paper No. 1300
Number of pages: 27 Posted: 28 Sep 2020
Jiajun Jiang, Qi Liu and Bo Sun
Fudan University - School of Economics, Peking University - Department of Finance and Board of Governors of the Federal Reserve System
Downloads 18 (607,368)

Abstract:

Loading...

Investor sentiment, Uncertainty, Earnings management, Accrual anomaly

19.

The Stock Market Response to a "Regulatory Sine Curve"

FRB International Finance Discussion Paper No. 1299
Number of pages: 48 Posted: 28 Sep 2020
Board of Governors of the Federal Reserve System, City University of Hong Kong and University of Virginia
Downloads 12 (649,263)

Abstract:

Loading...

Cyclical financial regulation, Stock crash risk, Gradual boom and sudden crash

20.

Asset Returns Under Periodic Revelations of Earnings Management

International Economic Review, Vol. 55, Issue 1, pp. 255-282, 2014
Number of pages: 28 Posted: 25 Jan 2014
Bo Sun
Board of Governors of the Federal Reserve System
Downloads 0 (755,275)
Citation 1
  • Add to Cart

Abstract:

Loading...