Lin Sun

George Mason University - Department of Finance

Fairfax, VA 22030

United States

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

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 1,117 (18,162)

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Factor Models, Anomalies, Behavioral Factors

2.

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 189 (161,131)

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

3.

Weather, Institutional Investors, and Earnings News

Number of pages: 55 Posted: 21 Mar 2018 Last Revised: 10 May 2019
College of Business, Stony Brook University, Florida State University and George Mason University - Department of Finance
Downloads 172 (175,243)

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