Bo Sun

Board of Governors of the Federal Reserve System - Division of International Finance

Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

18

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3,311

CITATIONS
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Top 33,062

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6

Scholarly Papers (18)

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 - Division of International Finance
Downloads 414 (67,475)
Citation 2

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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 - Division of International Finance
Downloads 237 (125,542)
Citation 2

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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 - Division of International Finance
Downloads 164 (177,459)
Citation 2

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Earnings management, Executive compensation, Optimal contract, Corporate governance

2.

Anomaly Discovery and Arbitrage Trading

Number of pages: 48 Posted: 02 May 2014 Last Revised: 05 Oct 2018
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 - Division of International Finance and DePaul University
Downloads 429 (65,277)

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

3.
Downloads 374 ( 76,725)

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 - Division of International Finance
Downloads 212 (140,131)

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

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 - Division of International Finance
Downloads 162 (179,323)

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

4.
Downloads 272 (109,410)
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 - Division of International Finance
Downloads 113 (239,401)
Citation 2

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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 - Division of International Finance
Downloads 88 (283,825)
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 - Division of International Finance
Downloads 71 (323,134)
Citation 2

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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 - Division of International Finance and DePaul University
Downloads 252 (118,438)

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Anomaly, Arbitrage, Discovery, Arbitrageur-based asset pricing

6.

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 - Division of International Finance and World Bank - Development Research Group (DECRG)
Downloads 182 (161,733)
Citation 2

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

7.

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 - Trade and Financial Studies Section and Board of Governors of the Federal Reserve System - Division of International Finance
Downloads 176 (166,613)

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Monetary policy uncertainty, VAR identification, FOMC communication

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 - Division of International Finance
Downloads 101 (259,318)

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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 - Division of International Finance
Downloads 38 (431,849)

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Ambiguity, Executive compensation, Options, Relative performance evaluation

9.

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, Federal Reserve Board of Governors, Board of Governors of the Federal Reserve System - Division of International Finance, Federal Reserve Board, Board of Governors of the Federal Reserve System, Federal Reserve Board - Trade and Financial Studies, 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 - Trade and Financial Studies Section
Downloads 131 (213,171)

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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 - Division of International Finance and World Bank - Development Research Group (DECRG)
Downloads 87 (285,854)

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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

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 - Division of International Finance and World Bank - Development Research Group (DECRG)
Downloads 41 (419,371)

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

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 - Division of International Finance
Downloads 113 (238,179)

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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 - Trade and Financial Studies Section and Board of Governors of the Federal Reserve System - Division of International Finance
Downloads 73 (314,671)

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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 - Division of International Finance
Downloads 65 (334,883)

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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 - Division of International Finance
Downloads 55 (363,715)

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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 - Division of International Finance
Downloads 46 (392,992)

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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 - Division of International Finance (IFDP) - International Banking Section and Board of Governors of the Federal Reserve System - Division of International Finance
Downloads 37 (426,654)

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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 - Division of International Finance
Downloads 24 (487,279)

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Managerial compensation, Corporate hedging

18.

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 - Division of International Finance
Downloads 0 (650,323)
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