Lin Sun

George Mason University - Department of Finance

Fairfax, VA 22030

United States

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 29,417

SSRN RANKINGS

Top 29,417

in Total Papers Downloads

1,628

SSRN CITATIONS

8

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.
Downloads 1,216 ( 16,041)
Citation 8

Short- and Long-Horizon Behavioral Factors

Review of Financial Studies, Forthcoming
Number of pages: 74 Posted: 12 Dec 2017 Last Revised: 13 Sep 2019
Columbia Business School - Finance and Economics, University of California, Irvine - Paul Merage School of Business and George Mason University - Department of Finance
Downloads 1,216 (16,577)
Citation 7

Abstract:

Loading...

Factor Models, Anomalies, Behavioral Factors

2.

Weather, Institutional Investors, and Earnings News

Number of pages: 57 Posted: 21 Mar 2018 Last Revised: 21 Nov 2019
College of Business, Stony Brook University, Florida State University and George Mason University - Department of Finance
Downloads 213 (148,581)

Abstract:

Loading...

Weather condition, Institutional investor, Earnings announcement premium, Market response, Post-earnings announcement drift

3.

When the Start Matters: The Timing of Hedge Fund Inceptions

Number of pages: 65 Posted: 24 Aug 2018 Last Revised: 27 Jan 2019
Lin Sun, Zheng Sun and Lu Zheng
George Mason University - Department of Finance, University of California, Irvine - Paul Merage School of Business and University of California, Irvine - Paul Merage School of Business
Downloads 199 (158,371)

Abstract:

Loading...

Hedge Fund Starts, Market Timing, Investor Sentiment, Agency Issues