Lin Sun

George Mason University

Fairfax, VA 22030

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 25,102

SSRN RANKINGS

Top 25,102

in Total Papers Downloads

2,398

SSRN CITATIONS
Rank 22,060

SSRN RANKINGS

Top 22,060

in Total Papers Citations

43

CROSSREF CITATIONS

2

Scholarly Papers (5)

1.
Downloads 1,568 ( 13,030)
Citation 43

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
Downloads 1,568 (13,587)
Citation 29

Abstract:

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Factor Models, Anomalies, Behavioral Factors

2.

Weather, Institutional Investors, and Earnings News

Journal of Corporate Finance, Forthcoming
Number of pages: 47 Posted: 02 Apr 2021 Last Revised: 18 Jun 2021
College of Business, Stony Brook University, Troy University and George Mason University
Downloads 383 (94,483)

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Weather Condition; Institutional Investor; Earnings Announcement; Post-earnings-announcement Drift

3.

When the Start Matters: Investor Sentiment and Hedge Fund Inceptions

Number of pages: 80 Posted: 24 Aug 2018 Last Revised: 24 Sep 2020
Lin Sun, Zheng Sun and Lu Zheng
George Mason University, University of California, Irvine - Paul Merage School of Business and University of California, Irvine - Paul Merage School of Business
Downloads 241 (154,781)
Citation 1

Abstract:

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Hedge fund, investor sentiment, inception, performance, money flow, delegated portfolio management

4.

The FIN and PEAD Factors: Motivation, Construction, and Availability

Number of pages: 6 Posted: 06 Oct 2020
Columbia Business School - Finance and Economics, University of California, Irvine - Paul Merage School of Business and George Mason University
Downloads 169 (214,211)

Abstract:

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Factor Models, Behavioral Factors

5.

Teaching Slides on Short and Long Horizon Behavioral Factors

Number of pages: 63 Posted: 24 May 2021
Columbia Business School - Finance and Economics, University of California, Irvine - Paul Merage School of Business and George Mason University
Downloads 37 (521,571)

Abstract:

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Factor Models, Anomalies, Behavioral Factors