Lin Sun

George Mason University - Department of Finance

Fairfax, VA 22030

United States

SCHOLARLY PAPERS

3

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Top 28,477

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SSRN CITATIONS
Rank 41,605

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Top 41,605

in Total Papers Citations

14

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.
Downloads 1,323 ( 14,810)
Citation 16

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 1,323 (15,339)
Citation 14

Abstract:

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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, Troy University and George Mason University - Department of Finance
Downloads 247 (134,753)

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

3.

When the Start Matters: Investor Sentiment and Hedge Fund Inceptions

Number of pages: 70 Posted: 24 Aug 2018 Last Revised: 18 Mar 2020
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 214 (154,737)

Abstract:

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