Xin Lin

Monash University - School of Mathematics

Melbourne

Australia

http://www.xinlin.me

SCHOLARLY PAPERS

4

DOWNLOADS

869

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Investor Disagreement: The Secret Fuel Behind Stock Price Jumps

Number of pages: 84 Posted: 22 Nov 2022 Last Revised: 24 Apr 2024
Monash UniversityMonash University and Monash University - School of Mathematics
Downloads 350 (166,914)

Abstract:

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Investor Disagreement; News; Jumps; Hawkes Processes

2.

Who Influences Whom? Behavior Contagion among Investors

Number of pages: 99 Posted: 15 Jan 2021 Last Revised: 02 Sep 2022
Monash UniversityMonash University and Monash University - School of Mathematics
Downloads 265 (223,490)

Abstract:

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Sentiment; Jumps; Hawkes Processes; Behaviour Contagion; Herding/dispersing; Information Cascades

3.

Asset Pricing with Neural Networks: Significance Tests

Journal of Econometrics, Forthcoming
Number of pages: 94 Posted: 22 Jul 2021 Last Revised: 29 Aug 2023
Monash UniversityMonash University, Monash University and Monash University - School of Mathematics
Downloads 239 (247,459)
Citation 3

Abstract:

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Asset Pricing; Risk Premium; Neural Networks; Variable Significant Test

4.

The Social Signal and News Media

Number of pages: 50
Monash UniversityMonash University, Monash University - School of Mathematics and Monash University - Department of Econometrics and Business Statistics
Downloads 15

Abstract:

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Social media, News media, Social Finance, Connectedness