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

10

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CITATIONS
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Top 5,206

in Total Papers Citations

156

Scholarly Papers (10)

1.

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 340 (87,318)
Citation 4

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Realization Utility, Prospect Theory, Disposition Effect

2.

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

Number of pages: 53 Posted: 22 Mar 2018 Last Revised: 08 May 2019
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 251 (120,989)
Citation 6

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

3.

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 161 (183,093)
Citation 6

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crash risk, financial instability

4.

Asset Pricing with Return Extrapolation

Finance Down Under 2018 Building on the Best from the Cellars of Finance Paper
Number of pages: 73 Posted: 01 Oct 2017 Last Revised: 28 Feb 2018
Lawrence J. Jin and Pengfei Sui
California Institute of Technology and California Institute of Technology
Downloads 149 (195,454)
Citation 5

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Expectations, Return Extrapolation, Stock Market Movements

5.

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 114 (240,614)

Abstract:

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realization utility, diminishing sensitivity, disposition effect

6.

Efficient Coding and Risky Choice

Number of pages: 74 Posted: 05 Nov 2018 Last Revised: 10 Jul 2019
Cary Frydman and Lawrence J. Jin
University of Southern California - Marshall School of Business and California Institute of Technology
Downloads 91 (280,216)
Citation 1

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efficient coding, perception, risky choice, neuroeconomics

7.

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 61 (351,870)
Citation 3

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8.

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 52 (379,609)
Citation 6

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9.

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 48 (393,066)

Abstract:

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cushioning, extrapolation, oil exploration

10.

Reflexivity in Credit Markets

NBER Working Paper No. w25747
Number of pages: 59 Posted: 15 Apr 2019
Harvard Business School - Finance Unit, Harvard Business School and California Institute of Technology
Downloads 11 (572,707)
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