Jiang Luo

Nanyang Business School, Nanyang Technological University

Singapore, 639798

Singapore

  • Nanyang Business School, Nanyang Technological University

SCHOLARLY PAPERS

10

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Top 22,810

in Total Papers Downloads

4,775

TOTAL CITATIONS
Rank 28,070

SSRN RANKINGS

Top 28,070

in Total Papers Citations

41

Scholarly Papers (10)

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1.

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

Review of Financial Studies, forthcoming, Nanyang Business School Research Paper No. 22-13
Number of pages: 78 Posted: 30 Mar 2022 Last Revised: 28 Feb 2025
Narasimhan Jegadeesh, Jiang Luo, Avanidhar Subrahmanyam and Sheridan Titman
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 1,277 (34,660)
Citation 6

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momentum, reversals, noise traders, liquidity, GameStop

2.

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
Jiang Luo, Avanidhar Subrahmanyam and Sheridan Titman
Nanyang Business School, Nanyang Technological University, University of California, Los Angeles (UCLA) - Finance Area and University of Texas at Austin - Department of Finance
Downloads 1,086 (43,894)
Citation 21

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momentum, reversal, cursedness, information trading

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
Claire Yurong Hong, Frank Weikai Li, Jiang Luo and Avanidhar Subrahmanyam
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 632 (90,844)
Citation 1

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ETFs, financial intermediaries, capital constraints

4.

Index-Tracking Rigidity and Arbitrage Opportunities in MSCI Index Reconstitutions

Nanyang Business School Research Paper No. 23-09
Number of pages: 34 Posted: 12 Jun 2023 Last Revised: 20 Feb 2025
Shuoge Qian, Xin Chang, Jiang Luo, Jiaxin Peng and Choon Wee Tan
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 415 (151,875)

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

5.

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
Zhenyu Gao, Jiang Luo, Haohan Ren and Bohui Zhang
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 334 (193,160)

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Market sentiment, Institutional investors

6.

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

Downloads 275 (237,474)
Citation 4

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 144 (432,226)

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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 131 (467,319)
Citation 4

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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 245 (266,816)
Citation 6

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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
Deqiu Chen, Huasheng Gao, Jiang Luo and Yujing Ma
University of International Business and Economics, Fudan University, Nanyang Business School, Nanyang Technological University and Hong Kong Polytechnic University
Downloads 210 (309,638)
Citation 3

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

9.

The Capital Market Implications of Climate Risk Disclosure

Number of pages: 78 Posted: 14 Feb 2025 Last Revised: 10 Apr 2025
Jiang Luo, Konstantinos Stathopoulos, Avanidhar Subrahmanyam, Xiaoxia Ye and Ran Zhao
Nanyang Business School, Nanyang Technological University, The University of Manchester - Alliance Manchester Business School, University of California, Los Angeles (UCLA) - Finance Area, University of Nottingham and San Diego State University
Downloads 189 (341,504)

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Climate risk, Disclosure, Breadth of ownership, Stock liquidity, Price efficiency JEL: G14, G20, G30, Q54 Climate risk, Disclosure, Breadth of ownership, Stock liquidity, Price efficiency JEL: G14, G20, G30, Q54

10.

Asset Pricing with Affect Investing, Gambling, and Overconfidence: Theory and Evidence

Nanyang Business School Research Paper No. 24-16
Number of pages: 93 Posted: 11 Jul 2024 Last Revised: 16 Feb 2025
Jiang Luo, Shuoge Qian, Zheng Qiao and Avanidhar Subrahmanyam
Nanyang Business School, Nanyang Technological University, Nanyang Business School, Nanyang Technological University, School of Management, Xi'an Jiaotong University and University of California, Los Angeles (UCLA) - Finance Area
Downloads 112 (525,580)

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