Lawrence J. Jin

SC Johnson College of Business, Cornell University

Associate Professor of Finance

310E Warren Hall

Ithaca, NY 14850

United States

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 16,476

SSRN RANKINGS

Top 16,476

in Total Papers Downloads

4,545

SSRN CITATIONS
Rank 4,093

SSRN RANKINGS

Top 4,093

in Total Papers Citations

199

CROSSREF CITATIONS

128

Scholarly Papers (11)

1.
Downloads 1,654 ( 16,018)
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, SC Johnson College of Business, Cornell University and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 1,584 (16,815)
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: 12 Sep 2022
National Bureau of Economic Research (NBER)Yale School of Management, SC Johnson College of Business, Cornell University and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 70 (471,584)
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 SC Johnson College of Business, Cornell University
Downloads 727 (51,975)
Citation 15

Abstract:

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

3.

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
SC Johnson College of Business, Cornell University and The Chinese University of Hong Kong, Shenzhen
Downloads 478 (88,209)
Citation 8

Abstract:

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expectations, extrapolation, asset prices

4.

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 SC Johnson College of Business, Cornell University
Downloads 468 (90,481)
Citation 6

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efficient coding, perception, risky choice, neuroeconomics

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 SC Johnson College of Business, Cornell University
Downloads 384 (113,765)
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, SC Johnson College of Business, Cornell University and Harvard University - Department of Economics
Downloads 266 (167,895)
Citation 50

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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
SC Johnson College of Business, Cornell University
Downloads 197 (223,125)
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 SC Johnson College of Business, Cornell University
Downloads 152 (277,919)

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, SC Johnson College of Business, Cornell University and Harvard University - Department of Economics
Downloads 104 (367,604)
Citation 71

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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
SC Johnson College of Business, Cornell University, California Institute of Technology and California Institute of Technology - Division of the Humanities and Social Sciences
Downloads 71 (462,273)

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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: 07 Nov 2022
Harvard Business School - Finance Unit, Harvard University - Business School (HBS) and SC Johnson College of Business, Cornell University
Downloads 44 (575,653)
Citation 3

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