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 26,198

SSRN RANKINGS

Top 26,198

in Total Papers Downloads

1,858

SSRN CITATIONS
Rank 5,325

SSRN RANKINGS

Top 5,325

in Total Papers Citations

66

CROSSREF CITATIONS

138

Scholarly Papers (11)

1.

Prospect Theory and Stock Market Anomalies

10th Miami Behavioral Finance Conference
Number of pages: 61 Posted: 08 Nov 2019 Last Revised: 28 Jan 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 409 (74,218)
Citation 2

Abstract:

Loading...

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

2.

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 343 (90,957)
Citation 15

Abstract:

Loading...

Realization Utility, Prospect Theory, Disposition Effect

3.

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

Number of pages: 55 Posted: 22 Mar 2018 Last Revised: 29 Oct 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 313 (100,326)
Citation 7

Abstract:

Loading...

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

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 186 (168,810)
Citation 8

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 166 (186,580)
Citation 10

Abstract:

Loading...

crash risk, financial instability

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 130 (228,091)
Citation 1

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 117 (246,901)

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 75 (329,119)
Citation 18

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 56 (383,135)
Citation 24

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 49 (406,639)

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 (579,205)
Citation 2
  • Add to Cart

Abstract:

Loading...