Jiang Luo

Nanyang Business School, Nanyang Technological University

Singapore, 639798

Singapore

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 26,791

SSRN RANKINGS

Top 26,791

in Total Papers Downloads

3,457

SSRN CITATIONS
Rank 28,285

SSRN RANKINGS

Top 28,285

in Total Papers Citations

31

CROSSREF CITATIONS

7

Scholarly Papers (8)

1.

Momentum and Reversals when Overconfident Investors Underestimate Their Competition

Review of Financial Studies, Forthcoming
Number of pages: 63 Posted: 07 Jul 2017 Last Revised: 22 Dec 2019
Nanyang Business School, Nanyang Technological University, University of California, Los Angeles (UCLA) - Finance Area and University of Texas at Austin - Department of Finance
Downloads 984 (42,197)
Citation 19

Abstract:

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momentum, reversal, cursedness, information trading

2.

Short-Term Reversals and Longer-Term Momentum Around the World: Theory and Evidence

Nanyang Business School Research Paper No. 22-13
Number of pages: 78 Posted: 30 Mar 2022 Last Revised: 27 Nov 2023
Emory University - Department of Finance, Nanyang Business School, Nanyang Technological University, University of California, Los Angeles (UCLA) - Finance Area and University of Texas at Austin - Department of Finance
Downloads 910 (47,013)
Citation 4

Abstract:

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momentum, reversals, noise traders, liquidity, GameStop

3.

Financial Intermediaries and Comovement in Market Efficiency: The Case of ETFs

Number of pages: 82 Posted: 30 Mar 2022 Last Revised: 27 Oct 2023
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Singapore Management University - Lee Kong Chian School of Business, Nanyang Business School, Nanyang Technological University and University of California, Los Angeles (UCLA) - Finance Area
Downloads 418 (126,593)

Abstract:

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ETFs, financial intermediaries, capital constraints

4.

Institutional Investors and Market Sentiment

Nanyang Business School Research Paper No. 22-36
Number of pages: 71 Posted: 30 Sep 2022 Last Revised: 16 Nov 2023
The Chinese University of Hong Kong (CUHK) - CUHK Business School, Nanyang Business School, Nanyang Technological University, School of Management, Fudan University and The Chinese University of Hong Kong, Shenzhen
Downloads 255 (214,209)

Abstract:

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Market sentiment, Institutional investors

5.

Arbitrage Opportunities from MSCI Index Reconstitutions In Asian Stock Markets

Nanyang Business School Research Paper No. 23-09
Number of pages: 40 Posted: 12 Jun 2023
Nanyang Business School, Nanyang Technological University, Nanyang Business School, Nanyang Technological University, Nanyang Business School, Nanyang Technological University, Capital University of Economics and Business and Advance Capital Partners Pte. Ltd.
Downloads 237 (230,196)

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Index Reconstitution, Index-tracking Funds, Tracking Errors, Arbitrageurs, Security Lending

The Implications of Stock Ownership as a Consumption Good: A Theoretical Perspective

Asian Finance Association (AsianFA) 2017 Conference
Number of pages: 65 Posted: 27 Mar 2016 Last Revised: 17 Sep 2017
Jiang Luo and Avanidhar Subrahmanyam
Nanyang Business School, Nanyang Technological University and University of California, Los Angeles (UCLA) - Finance Area
Downloads 121 (410,695)

Abstract:

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behavioral finance, market efficiency, value effect

The Affect Heuristic and Stock Ownership: A Theoretical Perspective

Review of Financial Economics, Forthcoming
Number of pages: 59 Posted: 15 Jan 2017 Last Revised: 20 Apr 2018
Jiang Luo and Avanidhar Subrahmanyam
Nanyang Business School, Nanyang Technological University and University of California, Los Angeles (UCLA) - Finance Area
Downloads 103 (463,133)
Citation 4

Abstract:

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7.

Asset Pricing When Trading Is for Entertainment

Review of Behavioral Finance, Forthcoming
Number of pages: 67 Posted: 23 May 2016 Last Revised: 30 Apr 2018
Jiang Luo and Avanidhar Subrahmanyam
Nanyang Business School, Nanyang Technological University and University of California, Los Angeles (UCLA) - Finance Area
Downloads 222 (244,946)
Citation 5

Abstract:

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Trading, Volume, Gambling, Covariance Risk

8.

The Effects of Rural-Urban Migration on Corporate Innovation: Evidence from a Natural Experiment in China

Number of pages: 41 Posted: 24 Apr 2019
University of International Business and Economics, Fanhai International School of Finance, Fudan University, Nanyang Business School, Nanyang Technological University and Hong Kong Polytechnic University
Downloads 207 (261,382)
Citation 3

Abstract:

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Innovation, Patents; Migration, Low-Skilled Worker, Household Registration, Hukou