Fangcheng Ruan

Purdue University - Krannert School of Management

Doctoral Candidate

1310 Krannert Building

West Lafayette, IN 47907-1310

United States

http://sites.google.com/view/ruanfangcheng/home

SCHOLARLY PAPERS

2

DOWNLOADS

662

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Dynamic Equilibrium with Costly Short-Selling and Lending Market

Number of pages: 63 Posted: 03 Feb 2020 Last Revised: 04 Jan 2022
Adem Atmaz, Suleyman Basak and Fangcheng Ruan
Purdue University - Krannert School of Management, London Business School and Purdue University - Krannert School of Management
Downloads 378 (108,941)
Citation 1

Abstract:

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Short-selling, stock lending, belief disagreement, shorting fee, short interest, predictive power, volatility, short-selling risk, GameStop

2.

Contrarians, Extrapolators, and Stock Market Momentum and Reversal

Number of pages: 49 Posted: 07 Dec 2020 Last Revised: 11 Feb 2022
Purdue University - Krannert School of Management, Tilburg University- School of Economics and Management, Purdue University - Krannert School of Management and Purdue University - Krannert School of Management
Downloads 284 (147,634)
Citation 1

Abstract:

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Extrapolative expectations, extrapolators, autocorrelation, momentum, reversal