Bo Sun

University of Virginia Darden School of Business

Associate Professor of Business Administration

100 Darden Blvd

K, VA 22903

United States

  • University of Virginia Darden School of Business

SCHOLARLY PAPERS

24

DOWNLOADS
Rank 11,507

SSRN RANKINGS

Top 11,507

in Total Papers Downloads

7,347

SSRN CITATIONS
Rank 5,299

SSRN RANKINGS

Top 5,299

in Total Papers Citations

255

CROSSREF CITATIONS

62

Scholarly Papers (24)

Actions:
Email selected abstracts
1.

What is Certain About Uncertainty?

Downloads 1,196 (30,886)
Citation 19

What is Certain About Uncertainty?

International Finance Discussion Paper No. 1294
Number of pages: 45 Posted: 07 Aug 2020 Last Revised: 08 Mar 2022
Danilo Cascaldi-Garcia, Cisil Sarisoy, Juan M. Londono, Bo Sun, John H. Rogers, Deepa Datta, Thiago R.T. Ferreira, Olesya V. Grishchenko, Mohammad R. Jahan-Parvar, Francesca Loria, Sai Ma, Marius Rodriguez and Ilknur Zer
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, University of Virginia Darden School of Business, Fudan University - Fanhai International School of Finance (FISF), 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 625 (73,848)
Citation 11

Abstract:

Loading...

global risks, Uncertainty, Volatility, Crises, Economic policy, Monetary policy, Geopolitical risk, Trade policy, Downside risk

What is Certain About Uncertainty?

Journal of Economic Literature, Forthcoming
Number of pages: 45 Posted: 02 Aug 2021
Danilo Cascaldi-Garcia, Cisil Sarisoy, Juan M. Londono, John H. Rogers, Bo Sun, Deepa Datta, Thiago R.T. Ferreira, Olesya V. Grishchenko, Mohammad R. Jahan-Parvar, Francesca Loria, Sai Ma, Marius Rodriguez and Ilknur Zer
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Fudan University - Fanhai International School of Finance (FISF), University of Virginia Darden School of Business, 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 571 (82,698)
Citation 11

Abstract:

Loading...

global risk, uncertainty, volatility, crises, economic policy, monetary policy, downside risk, transmission.

2.

Anomaly Discovery and Arbitrage Trading

Number of pages: 66 Posted: 14 Mar 2023
Xi Dong, Qi Liu, Lei Lu, Bo Sun and Hongjun Yan
City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance, Peking University - Department of Finance, University of Manitoba, University of Virginia Darden School of Business and DePaul University
Downloads 985 (40,742)
Citation 4

Abstract:

Loading...

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

3.

Executive Compensation and Earnings Management under Moral Hazard

Downloads 900 (46,151)
Citation 7

Executive Compensation and Earnings Management under Moral Hazard

Number of pages: 29 Posted: 24 Sep 2009 Last Revised: 07 Oct 2009
Bo Sun
University of Virginia Darden School of Business
Downloads 443 (112,778)
Citation 2

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
University of Virginia Darden School of Business
Downloads 264 (198,900)
Citation 8

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
University of Virginia Darden School of Business
Downloads 193 (268,562)

Abstract:

Loading...

Earnings management, Executive compensation, Optimal contract, Corporate governance

4.

Contractual Managerial Incentives with Stock Price Feedback

Downloads 784 (55,717)
Citation 16

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 University of Virginia Darden School of Business
Downloads 431 (116,510)
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 University of Virginia Darden School of Business
Downloads 353 (146,444)
Citation 1

Abstract:

Loading...

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

5.

Racial Disparities in Small Business Lending

Nanyang Business School Research Paper No. 21-11
Number of pages: 47 Posted: 07 Apr 2021 Last Revised: 23 Jun 2021
Tao Chen, Chen Lin and Bo Sun
Nanyang Business School, Nanyang Technological University, The University of Hong Kong - Faculty of Business and Economics and University of Virginia Darden School of Business
Downloads 421 (121,037)
Citation 1

Abstract:

Loading...

Racial disparities, Small business lending, Banking deregulation

6.

Asset Returns with Earnings Management

Downloads 348 (149,760)
Citation 2

Asset Returns with Earnings Management

Number of pages: 67 Posted: 24 Sep 2009 Last Revised: 05 Oct 2009
Bo Sun
University of Virginia Darden School of Business
Downloads 142 (349,831)

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
University of Virginia Darden School of Business
Downloads 113 (416,750)
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
University of Virginia Darden School of Business
Downloads 93 (478,356)

Abstract:

Loading...

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

7.

Taxonomy of Global Risk, Uncertainty, and Volatility Measures

International Finance Discussion Paper No. 1216
Number of pages: 49 Posted: 26 Nov 2017
Deepa Datta, Juan M. Londono, Bo Sun, Daniel O. Beltran, Thiago R.T. Ferreira, Matteo Iacoviello, Mohammad R. Jahan-Parvar, Canlin Li, Marius Rodriguez and John H. Rogers
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, University of Virginia Darden School of Business, 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 Fudan University - Fanhai International School of Finance (FISF)
Downloads 324 (161,741)
Citation 4

Abstract:

Loading...

8.

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, University of Manitoba, University of Virginia Darden School of Business and DePaul University
Downloads 291 (181,035)

Abstract:

Loading...

Anomaly, Arbitrage, Discovery, Arbitrageur-based asset pricing

9.

Monetary Policy Uncertainty

International Finance Discussion Paper No. 1215
Number of pages: 60 Posted: 23 Oct 2017
Lucas Husted, John H. Rogers and Bo Sun
Board of Governors of the Federal Reserve System, Fudan University - Fanhai International School of Finance (FISF) and University of Virginia Darden School of Business
Downloads 275 (191,843)
Citation 19

Abstract:

Loading...

Monetary policy uncertainty, VAR identification, FOMC communications

10.

Drivers of the Global Financial Cycle

Number of pages: 58 Posted: 03 Apr 2023
John H. Rogers, Bo Sun and Wenbin Wu
Fudan University - Fanhai International School of Finance (FISF), University of Virginia Darden School of Business and Fudan University
Downloads 244 (216,007)

Abstract:

Loading...

Global Financial Cycle, Monetary Policy, Financial Shocks

11.

Market Integration in China

World Bank Policy Research Working Paper No. 5630
Number of pages: 28 Posted: 20 Apr 2016
Qingqing Chen, Chor-Ching Goh, Lixin Colin Xu, Bo Sun and Lixin Colin Xu
Government of the United States of America - Office of the Comptroller of the Currency (OCC), The World Bank, World Bank, University of Virginia Darden School of Business and Cheung Kong Graduate School of Business
Downloads 241 (218,654)

Abstract:

Loading...

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

12.

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

Downloads 218 (240,693)
Citation 55

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
Robert Cull, Wei Li, Bo Sun and Lixin Colin Xu
World Bank - Development Research Group (DECRG), Cheung Kong Graduate School of Business, University of Virginia Darden School of Business and Cheung Kong Graduate School of Business
Downloads 131 (372,660)

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
Robert Cull, Wei Li, Bo Sun and Lixin Colin Xu
World Bank - Development Research Group (DECRG), affiliation not provided to SSRN, University of Virginia Darden School of Business and Cheung Kong Graduate School of Business
Downloads 87 (499,265)
Citation 34

Abstract:

Loading...

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

13.

Incentive Contracting under Ambiguity-Aversion

Downloads 198 (262,898)
Citation 2

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, University of Manitoba and University of Virginia Darden School of Business
Downloads 130 (374,905)

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, University of Manitoba and University of Virginia Darden School of Business
Downloads 68 (578,138)
Citation 2

Abstract:

Loading...

Ambiguity, Executive compensation, Options, Relative performance evaluation

14.

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 University of Virginia Darden School of Business
Downloads 155 (325,222)

Abstract:

Loading...

relative wealth concerns, executive compensation

15.

Lending Next to the Courthouse: Exposure to Adverse Events and Mortgage Lending Decisions

Number of pages: 63 Posted: 28 Oct 2019 Last Revised: 08 Mar 2023
Derek Huo, Bo Sun, Mingzhu Tai and Yuhai Xuan
Department of Real Estate and Construction, The University of Hong Kong, University of Virginia Darden School of Business, The University of Hong Kong, Faculty of Business and Economics and University of California, Irvine - Paul Merage School of Business
Downloads 149 (335,941)

Abstract:

Loading...

mortgage lending, foreclosure, salience

16.

Uncertainty, Currency Excess Returns, and Risk Reversals

FRB International Finance Discussion Paper No. 1196
Number of pages: 36 Posted: 24 Feb 2017
Lucas Husted, John H. Rogers and Bo Sun
Board of Governors of the Federal Reserve System, Fudan University - Fanhai International School of Finance (FISF) and University of Virginia Darden School of Business
Downloads 116 (406,737)
Citation 13

Abstract:

Loading...

Exchange rates, Uncovered interest parity, Uncertainty

17.

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 University of Virginia Darden School of Business
Downloads 114 (412,038)
Citation 2

Abstract:

Loading...

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

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 University of Virginia Darden School of Business
Downloads 89 (487,697)

Abstract:

Loading...

Investor sentiment, Uncertainty, Earnings management, Accrual anomaly

19.

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
University of Virginia Darden School of Business
Downloads 70 (561,163)

Abstract:

Loading...

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

20.

Limited Market Participation and Asset Prices with Earnings Management

Number of pages: 41 Posted: 28 Oct 2012
Bo Sun
University of Virginia Darden School of Business
Downloads 68 (574,381)

Abstract:

Loading...

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

21.

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 University of Virginia Darden School of Business
Downloads 65 (583,474)

Abstract:

Loading...

Managerial compensation, Corporate hedging

22.

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 University of Virginia Darden School of Business
Downloads 57 (622,693)

Abstract:

Loading...

Compensation, Bad tail risk

23.

The Stock Market Response to a "Regulatory Sine Curve"

FRB International Finance Discussion Paper No. 1299
Number of pages: 48 Posted: 28 Sep 2020
Bo Sun, Xuan S. Tam and Eric R. Young
University of Virginia Darden School of Business, City University of Hong Kong and University of Virginia
Downloads 39 (730,553)

Abstract:

Loading...

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

24.

The Fed's Inaugural Conference on the International Roles of the U.S. Dollar

FEDS Notes No. 2022-07-05-1
Posted: 12 Jul 2022
Ricardo Correa, Linda S. Goldberg, Robert Lerman and Bo Sun
Board of Governors of the Federal Reserve System, Federal Reserve Bank of New York, Independent and University of Virginia Darden School of Business

Abstract:

Loading...