Jiang Luo

Nanyang Technological University (NTU) - Division of Banking & Finance

S3-01C-75 50 Nanyang Avenue

Singapore, 639798

Singapore

SCHOLARLY PAPERS

4

DOWNLOADS

706

CITATIONS

7

Scholarly Papers (4)

1.

A Parsimonious Model of Momentum and Reversals in Financial Markets

Number of pages: 87 Posted: 07 Jul 2017 Last Revised: 26 Apr 2019
Nanyang Technological University (NTU) - Division of Banking & Finance, University of California, Los Angeles (UCLA) - Finance Area and University of Texas at Austin - Department of Finance
Downloads 372 (78,652)
Citation 2

Abstract:

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momentum, reversal, cursedness, information trading

2.

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 Technological University (NTU) - Division of Banking & Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 167 (177,544)
Citation 2

Abstract:

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Trading, Volume, Gambling, Covariance Risk

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 Technological University (NTU) - Division of Banking & Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 86 (292,953)

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 Technological University (NTU) - Division of Banking & Finance and University of California, Los Angeles (UCLA) - Finance Area
Downloads 57 (369,164)
Citation 1

Abstract:

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4.

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 (UIBE) - Business School, Fanhai International School of Finance, Fudan University, Nanyang Technological University (NTU) - Division of Banking & Finance and Business School, University of International Business and Economics
Downloads 24 (501,659)
Citation 1

Abstract:

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