Lawrence J. Jin

California Institute of Technology

Assistant Professor of Finance

1200 E. California Blvd.

MC 228-77

Pasadena, CA 91125

United States

http://www.hss.caltech.edu/content/lawrence-jin

SCHOLARLY PAPERS

11

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4,243

SSRN CITATIONS
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SSRN RANKINGS

Top 4,096

in Total Papers Citations

199

CROSSREF CITATIONS

128

Scholarly Papers (11)

1.
Downloads 1,527 ( 17,042)
Citation 4

Prospect Theory and Stock Market Anomalies

10th Miami Behavioral Finance Conference
Number of pages: 83 Posted: 08 Nov 2019 Last Revised: 17 Dec 2020
National Bureau of Economic Research (NBER)Yale School of Management, California Institute of Technology and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 1,467 (17,753)
Citation 7

Abstract:

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prospect theory, loss aversion, probability weighting, cross-section

Prospect Theory and Stock Market Anomalies

NBER Working Paper No. w27155
Number of pages: 84 Posted: 18 May 2020 Last Revised: 19 Nov 2021
National Bureau of Economic Research (NBER)Yale School of Management, California Institute of Technology and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 60 (485,458)
Citation 1

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2.

Extrapolative Beliefs in the Cross-Section: What Can We Learn from the Crowds?

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 58 Posted: 22 Mar 2018 Last Revised: 08 Sep 2020
Zhi Da, Xing Huang and Lawrence J. Jin
University of Notre Dame - Mendoza College of Business, Washington University in St. Louis - Olin Business School and California Institute of Technology
Downloads 699 (51,858)
Citation 15

Abstract:

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return extrapolation; beliefs in the cross-section; expectation formation

3.

Efficient Coding and Risky Choice

Quarterly Journal of Economics, Forthcoming
Number of pages: 74 Posted: 05 Nov 2018 Last Revised: 03 Aug 2021
Cary Frydman and Lawrence J. Jin
University of Southern California - Marshall School of Business and California Institute of Technology
Downloads 437 (92,883)
Citation 6

Abstract:

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efficient coding, perception, risky choice, neuroeconomics

4.

Asset Pricing with Return Extrapolation

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 65 Posted: 01 Oct 2017 Last Revised: 22 Nov 2021
Lawrence J. Jin and Pengfei Sui
California Institute of Technology and The Chinese University of Hong Kong, Shenzhen
Downloads 433 (93,879)
Citation 8

Abstract:

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expectations, extrapolation, asset prices

5.

Realization Utility with Reference-Dependent Preferences

The Review of Financial Studies (2013) 26 (3): 723-767.
Number of pages: 48 Posted: 01 Jan 2012 Last Revised: 20 Feb 2013
Jonathan E. Ingersoll and Lawrence J. Jin
Yale School of Management - International Center for Finance and California Institute of Technology
Downloads 375 (110,770)
Citation 27

Abstract:

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Realization Utility, Prospect Theory, Disposition Effect

6.

Extrapolation and Bubbles

NBER Working Paper No. w21944
Number of pages: 53 Posted: 01 Feb 2016 Last Revised: 18 Jun 2022
National Bureau of Economic Research (NBER)Yale School of Management, Harvard Business School - Finance Unit, California Institute of Technology and Harvard University - Department of Economics
Downloads 227 (185,841)
Citation 50

Abstract:

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7.

A Speculative Asset Pricing Model of Financial Instability

Number of pages: 64 Posted: 16 Nov 2014 Last Revised: 16 Mar 2015
Lawrence J. Jin
California Institute of Technology
Downloads 190 (218,904)
Citation 9

Abstract:

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crash risk, financial instability

8.

Why Do Investors Trade? A Realization Utility Explanation

Finance and Accounting MeMOS (2014) 1 (1): 10-13.
Number of pages: 6 Posted: 27 Feb 2013 Last Revised: 16 Jan 2014
Jonathan E. Ingersoll and Lawrence J. Jin
Yale School of Management - International Center for Finance and California Institute of Technology
Downloads 146 (273,037)

Abstract:

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realization utility, diminishing sensitivity, disposition effect

9.

X-Capm: An Extrapolative Capital Asset Pricing Model

NBER Working Paper No. w19189
Number of pages: 62 Posted: 29 Jun 2013 Last Revised: 08 Jun 2022
National Bureau of Economic Research (NBER)Yale School of Management, Harvard Business School - Finance Unit, California Institute of Technology and Harvard University - Department of Economics
Downloads 101 (356,334)
Citation 71

Abstract:

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10.

The Cushioning Benefits of Biased Beliefs

Number of pages: 45 Posted: 12 Sep 2017 Last Revised: 20 Jul 2018
Lawrence J. Jin, Matthew Shum and Mali Zhang
California Institute of Technology, California Institute of Technology and California Institute of Technology - Division of the Humanities and Social Sciences
Downloads 68 (449,257)

Abstract:

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cushioning, extrapolation, oil exploration

11.

Reflexivity in Credit Markets

NBER Working Paper No. w25747
Number of pages: 59 Posted: 15 Apr 2019 Last Revised: 09 May 2021
Harvard Business School - Finance Unit, Harvard University - Business School (HBS) and California Institute of Technology
Downloads 40 (566,539)
Citation 3

Abstract:

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