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

22

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Top 14,749

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SSRN CITATIONS
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Top 8,702

in Total Papers Citations

86

CROSSREF CITATIONS

64

Scholarly Papers (22)

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 427 (86,781)
Citation 2

Abstract:

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Earnings management, Executive compensation, Optimal contract, Corporate governance

Executive Compensation and Earnings Management Under Moral Hazard

Number of pages: 38 Posted: 10 Mar 2010
Bo Sun
Board of Governors of the Federal Reserve System
Downloads 244 (159,655)
Citation 5

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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 (225,388)

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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 364 (104,292)
Citation 3

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

Contracting with Feedback

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 278 (139,851)
Citation 1

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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 599 (57,769)
Citation 4

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

4.
Downloads 79 ( 83,810)
Citation 3

What is Certain About Uncertainty?

Journal of Economic Literature, Forthcoming
Number of pages: 45 Posted: 02 Aug 2021
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve SystemBoard of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, 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, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 79 (389,357)
Citation 3

Abstract:

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

5.
Downloads 287 (135,981)
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 122 (291,808)

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

Asset Returns with Earnings Management

Number of pages: 73 Posted: 11 Mar 2010
Bo Sun
Board of Governors of the Federal Reserve System
Downloads 91 (356,733)
Citation 2

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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 74 (404,409)

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

6.

A Model of Anomaly Discovery

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 264 (148,139)

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Anomaly, Arbitrage, Discovery, Arbitrageur-based asset pricing

7.

Monetary Policy Uncertainty

Number of pages: 60 Posted: 23 Oct 2017
Board of Governors of the Federal Reserve System, Fudan University - Fanhai International School of Finance (FISF) and Board of Governors of the Federal Reserve System
Downloads 216 (180,005)
Citation 19

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Monetary policy uncertainty, VAR identification, FOMC communication

8.

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)World Bank - Development Research Group (DECRG)
Downloads 195 (197,725)

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

9.

Taxonomy of Global Risk, Uncertainty, and Volatility Measures

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 Fudan University - Fanhai International School of Finance (FISF)
Downloads 188 (204,407)
Citation 2

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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)World Bank - Development Research Group (DECRG)
Downloads 106 (322,618)

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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

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)World Bank - Development Research Group (DECRG)
Downloads 57 (464,311)
Citation 13

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

11.

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 Board of Governors of the Federal Reserve System
Downloads 157 (238,558)
Citation 1

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Racial disparities, Small business lending, Banking deregulation

12.
Downloads 154 (242,283)
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, Asper School of Business, University of Manitoba and Board of Governors of the Federal Reserve System
Downloads 108 (318,431)

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ambiguity, executive compensation, options

Incentive Contracting Under Ambiguity Aversion

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 (511,337)
Citation 2

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Ambiguity, Executive compensation, Options, Relative performance evaluation

13.

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 128 (280,250)

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relative wealth concerns, executive compensation

14.

Uncertainty, Currency Excess Returns, and Risk Reversals

Number of pages: 36 Posted: 24 Feb 2017
Board of Governors of the Federal Reserve System, Fudan University - Fanhai International School of Finance (FISF) and Board of Governors of the Federal Reserve System
Downloads 90 (356,258)
Citation 5

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Exchange rates, Uncovered interest parity, Uncertainty

15.

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

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 81 (379,877)

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

16.

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

Number of pages: 46 Posted: 23 Jul 2011
Bo Sun
Board of Governors of the Federal Reserve System
Downloads 59 (449,843)

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

17.

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 56 (461,032)

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

18.

Investor Sentiment and the (Discretionary) Accrual-Return Relation

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 43 (515,311)

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Investor sentiment, Uncertainty, Earnings management, Accrual anomaly

19.

Risk Choices and Compensation Design

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 42 (519,966)

Abstract:

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Compensation, Bad tail risk

20.

Managerial Compensation Under Privately-Observed Hedging

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 30 (582,509)

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Managerial compensation, Corporate hedging

21.

The Stock Market Response to a "Regulatory Sine Curve"

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 14 (693,126)

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

22.

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 (818,037)
Citation 1
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