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

DOWNLOADS
Rank 21,095

SSRN RANKINGS

Top 21,095

in Total Papers Downloads

2,504

SSRN CITATIONS
Rank 4,884

SSRN RANKINGS

Top 4,884

in Total Papers Citations

111

CROSSREF CITATIONS

136

Scholarly Papers (11)

1.
Downloads 849 ( 30,372)
Citation 2

Prospect Theory and Stock Market Anomalies

10th Miami Behavioral Finance Conference
Number of pages: 64 Posted: 08 Nov 2019 Last Revised: 06 May 2020
Nicholas Barberis, Lawrence J. Jin and Baolian Wang
Yale School of Management, California Institute of Technology and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 831 (30,841)
Citation 3

Abstract:

Loading...

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

Prospect Theory and Stock Market Anomalies

NBER Working Paper No. w27155
Number of pages: 65 Posted: 18 May 2020
Nicholas Barberis, Lawrence J. Jin and Baolian Wang
Yale School of Management, California Institute of Technology and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 18 (600,509)
  • Add to Cart

Abstract:

Loading...

2.

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

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 57 Posted: 22 Mar 2018 Last Revised: 07 Apr 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 416 (76,538)
Citation 10

Abstract:

Loading...

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

3.

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 346 (94,644)
Citation 18

Abstract:

Loading...

Realization Utility, Prospect Theory, Disposition Effect

4.

Asset Pricing with Return Extrapolation

Number of pages: 60 Posted: 01 Oct 2017 Last Revised: 29 Sep 2019
Lawrence J. Jin and Pengfei Sui
California Institute of Technology and The Chinese University of Hong Kong, Shenzhen
Downloads 210 (158,641)
Citation 11

Abstract:

Loading...

Expectations, Return Extrapolation, Stock Market Movements

5.

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 172 (190,122)
Citation 9

Abstract:

Loading...

crash risk, financial instability

6.

Efficient Coding and Risky Choice

Number of pages: 82 Posted: 05 Nov 2018 Last Revised: 07 Aug 2020
Cary Frydman and Lawrence J. Jin
University of Southern California - Marshall School of Business and California Institute of Technology
Downloads 168 (193,977)
Citation 8

Abstract:

Loading...

efficient coding, perception, risky choice, neuroeconomics

7.

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 121 (254,205)

Abstract:

Loading...

realization utility, diminishing sensitivity, disposition effect

8.

Extrapolation and Bubbles

NBER Working Paper No. w21944
Number of pages: 53 Posted: 01 Feb 2016 Last Revised: 06 Feb 2016
Yale School of Management, Harvard Business School - Finance Unit, California Institute of Technology and Harvard University - Department of Economics
Downloads 95 (298,559)
Citation 32

Abstract:

Loading...

9.

X-Capm: An Extrapolative Capital Asset Pricing Model

NBER Working Paper No. w19189
Number of pages: 62 Posted: 29 Jun 2013 Last Revised: 10 Jul 2013
Yale School of Management, Harvard Business School - Finance Unit, California Institute of Technology and Harvard University - Department of Economics
Downloads 59 (391,061)
Citation 38

Abstract:

Loading...

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 54 (407,847)

Abstract:

Loading...

cushioning, extrapolation, oil exploration

11.

Reflexivity in Credit Markets

NBER Working Paper No. w25747
Number of pages: 59 Posted: 15 Apr 2019
Harvard Business School - Finance Unit, Harvard University - Business School (HBS) and California Institute of Technology
Downloads 14 (606,267)
Citation 2
  • Add to Cart

Abstract:

Loading...