Author Page for Lawrence J. Jin

1.

Prospect Theory and Stock Market Anomalies

Downloads 2,234 (14,600)

Citation 55

2

Prospect Theory and Stock Market Anomalies

10th Miami Behavioral Finance Conference

Number of pages: 83 Posted: 08 Nov 2019 Last Revised: 17 Dec 2020

Nicholas Barberis, Nicholas Barberis, Lawrence J. Jin and Baolian Wang

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 2,102 (15,800)

Citation 14

Abstract:

Prospect Theory and Stock Market Anomalies

NBER Working Paper No. w27155

Number of pages: 84 Posted: 18 May 2020 Last Revised: 13 Mar 2023

Nicholas Barberis, Nicholas Barberis, Lawrence J. Jin and Baolian Wang

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 132 (461,256)

Citation 41

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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 930 (54,253)

Citation 15

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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 693 (80,232)

Citation 61

Abstract:

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 655 (86,267)

Citation 56

Abstract:

5.

The Law of Small Numbers in Financial Markets: Theory and Evidence

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Citation 3

2

The Law of Small Numbers in Financial Markets: Theory and Evidence

Number of pages: 84 Posted: 08 Nov 2017 Last Revised: 24 May 2024

Lawrence J. Jin and Cameron Peng

SC Johnson College of Business, Cornell University and London School of Economics & Political Science (LSE) - Department of Finance

Downloads 553 (105,592)

Citation 3

Abstract:

The Law of Small Numbers in Financial Markets: Theory and Evidence

NBER Working Paper No. w32519

Number of pages: 60 Posted: 03 Jun 2024

Lawrence J. Jin and Cameron Peng

SC Johnson College of Business, Cornell University and London School of Economics & Political Science (LSE) - Department of Finance

Downloads 10 (1,300,903)

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6.

Reflexivity in Credit Markets

Number of pages: 73 Posted: 12 Jan 2024

Robin M. Greenwood, Samuel Gregory Hanson and Lawrence J. Jin

Harvard Business School - Finance Unit, Harvard University - Business School (HBS) and SC Johnson College of Business, Cornell University

Downloads 423 (146,186)

Citation 1

Abstract:

Reflexivity in Credit Markets

NBER Working Paper No. w25747

Number of pages: 74 Posted: 15 Apr 2019 Last Revised: 08 May 2023

Robin M. Greenwood, Samuel Gregory Hanson and Lawrence J. Jin

Harvard Business School - Finance Unit, Harvard University - Business School (HBS) and SC Johnson College of Business, Cornell University

Downloads 67 (729,809)

Citation 3

Abstract:

7.

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 448 (138,254)

Citation 63

Abstract:

8.

Model-free and Model-based Learning as Joint Drivers of Investor Behavior

Downloads 368 (172,864)

2

Model-free and Model-based Learning as Joint Drivers of Investor Behavior

Number of pages: 77 Posted: 24 Jan 2023 Last Revised: 19 Jul 2023

Nicholas Barberis, Nicholas Barberis and Lawrence J. Jin

National Bureau of Economic Research (NBER)Yale School of Management and SC Johnson College of Business, Cornell University

Downloads 342 (185,685)

Abstract:

Model-Free and Model-Based Learning as Joint Drivers of Investor Behavior

NBER Working Paper No. w31081

Number of pages: 59 Posted: 03 Apr 2023 Last Revised: 21 Jul 2023

Nicholas Barberis, Nicholas Barberis and Lawrence J. Jin

National Bureau of Economic Research (NBER)Yale School of Management and SC Johnson College of Business, Cornell University

Downloads 26 (1,090,660)

Abstract:

9.

Extrapolation and Bubbles

NBER Working Paper No. w21944

Number of pages: 53 Posted: 01 Feb 2016 Last Revised: 18 Jun 2023

Nicholas Barberis, Nicholas Barberis, Robin M. Greenwood, Lawrence J. Jin and Andrei Shleifer

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 356 (179,321)

Citation 50

Abstract:

10.

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 274 (236,932)

Citation 9

Abstract:

11.

On the Source and Instability of Probability Weighting

Downloads 242 (268,454)

Citation 1

2

On the Source and Instability of Probability Weighting

Number of pages: 66 Posted: 28 Jun 2023

Cary Frydman and Lawrence J. Jin

University of Southern California - Marshall School of Business and SC Johnson College of Business, Cornell University

Downloads 235 (274,718)

Citation 1

Abstract:

On the Source and Instability of Probability Weighting

NBER Working Paper No. w31573

Number of pages: 49 Posted: 21 Aug 2023

Cary Frydman and Lawrence J. Jin

University of Southern California - Marshall School of Business and SC Johnson College of Business, Cornell University

Downloads 7 (1,331,409)

Abstract:

12.

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 209 (309,125)

Abstract:

13.

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 2023

Nicholas Barberis, Nicholas Barberis, Robin M. Greenwood, Lawrence J. Jin and Andrei Shleifer

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 142 (433,704)

Citation 71

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14.

A Structural Neural Autopilot Analysis of Social Media Use Around the Pandemic Lockdown

Number of pages: 50 Posted: 11 Apr 2024 Last Revised: 12 Apr 2024

Yi Xin, Lawrence J. Jin, Jessica Fong and Colin Camerer

California Institute of Technology (Caltech), SC Johnson College of Business, Cornell University, University of Michigan Ross School of Business and California Institute of Technology (Caltech) - Division of the Humanities and Social Sciences

Downloads 115 (511,692)

Abstract:

15.

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 (Caltech) and California Institute of Technology (Caltech) - Division of the Humanities and Social Sciences

Downloads 104 (551,407)

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16.

Behavioral Economics of AI: LLM Biases and Corrections

Number of pages: 64 Posted: 15 Apr 2025

Pietro Bini, Lin William Cong, Xing Huang and Lawrence J. Jin

Cornell University - SC Johnson Graduate School of Business, Cornell University - Samuel Curtis Johnson Graduate School of Management, Washington University in St. Louis - Olin Business School and SC Johnson College of Business, Cornell University

Downloads 35 (961,683)

Lawrence J. Jin

SC Johnson College of Business, Cornell University

Associate Professor of Finance

National Bureau of Economic Research (NBER)

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Scholarly Papers (16)

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The Law of Small Numbers in Financial Markets: Theory and Evidence

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