Tse-Chun Lin

The University of Hong Kong - Faculty of Business and Economics

Pokfulam Road

Hong Kong

China

SCHOLARLY PAPERS

91

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SSRN RANKINGS

Top 1,002

in Total Papers Downloads

49,414

TOTAL CITATIONS

428

Scholarly Papers (91)

1.

Alternative Investments in the Fintech Era: The Risk and Return of Non-fungible Token (NFT)

Number of pages: 80 Posted: 01 Sep 2021 Last Revised: 26 Jun 2023
De-Rong Kong and Tse-Chun Lin
Yuan Ze University and The University of Hong Kong - Faculty of Business and Economics
Downloads 9,651 (1,240)
Citation 4

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Non-Fungible Tokens, Rarity, Alternative investments, Risk and return, Fintech, Blockchain

A New Method to Estimate Risk and Return of Non-traded Assets from Cash Flows: The Case of Private Equity Funds

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming, EFA 2007 Ljubljana Meetings Paper, AFA 2008 New Orleans Meetings Paper, Swedish Institute for Financial Research Conference on The Economics of the Private Equity Market
Number of pages: 50 Posted: 27 Feb 2007 Last Revised: 13 Jan 2015
Joost Driessen, Tse-Chun Lin and Ludovic Phalippou
Tilburg University - Tilburg University School of Economics and Management, The University of Hong Kong - Faculty of Business and Economics and University of Oxford - Said Business School
Downloads 4,231 (5,000)
Citation 2

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Risk exposure, Abnormal return, Private equity

A New Method to Estimate Risk and Return of Non-Traded Assets from Cash Flows: The Case of Private Equity Funds

Netspar Discussion Paper No. 02/2011-121
Number of pages: 51 Posted: 25 May 2012
Joost Driessen, Tse-Chun Lin and Ludovic Phalippou
Tilburg University - Tilburg University School of Economics and Management, The University of Hong Kong - Faculty of Business and Economics and University of Oxford - Said Business School
Downloads 381 (160,101)
Citation 39

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Risk exposure, abnormal return, private equity

A New Method to Estimate Risk and Return of Non-Traded Assets from Cash Flows: The Case of Private Equity Funds

NBER Working Paper No. w14144
Number of pages: 53 Posted: 30 Jun 2008 Last Revised: 26 Aug 2022
Joost Driessen, Tse-Chun Lin and Ludovic Phalippou
Tilburg University - Tilburg University School of Economics and Management, The University of Hong Kong - Faculty of Business and Economics and University of Oxford - Said Business School
Downloads 192 (323,332)
Citation 34

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3.

Why Does the Option to Stock Volume Ratio Predict Stock Returns?

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 59 Posted: 22 Jul 2014 Last Revised: 17 Aug 2015
Li Ge, Tse-Chun Lin and Neil D. Pearson
Monash Business School, The University of Hong Kong - Faculty of Business and Economics and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 2,116 (15,506)
Citation 71

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Option trading volume, stock return predictability, information, leverage

4.

How the 52-Week High and Low Affect Option-Implied Volatilities and Stock Return Moments

Review of Finance, Forthcoming
Number of pages: 47 Posted: 22 Mar 2010 Last Revised: 09 Jul 2011
Joost Driessen, Tse-Chun Lin and Otto Van Hemert
Tilburg University - Tilburg University School of Economics and Management, The University of Hong Kong - Faculty of Business and Economics and Man AHL
Downloads 1,466 (27,338)
Citation 3

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52-week high, 52-week low, implied volatility, beta, volatility, anchoring, prospect theory, investor attention, barrier, support level, resistance level

5.

A one-two punch to the economy: Climate vulnerability and corporate innovation strategies

HKU Jockey Club Enterprise Sustainability Global Research Institute - Archive
Number of pages: 74 Posted: 01 Mar 2021 Last Revised: 30 Dec 2024
Fengfei Li, Chen Lin and Tse-Chun Lin
Deakin University - Deakin Business School, The University of Hong Kong - Faculty of Business and Economics and The University of Hong Kong - Faculty of Business and Economics
Downloads 1,419 (28,711)
Citation 6

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JEL classification: F20, G32, G15, O31, Q55 climate vulnerability, patents, innovation, R&D, climate risk, climate change

6.

Why Do Options Prices Predict Stock Returns?

Netspar Discussion Paper No. 07/2013-079
Number of pages: 49 Posted: 25 Feb 2014
Tse-Chun Lin, Xiaolong Lu and Joost Driessen
The University of Hong Kong - Faculty of Business and Economics, The University of Hong Kong - Faculty of Business and Economics and Tilburg University - Tilburg University School of Economics and Management
Downloads 1,387 (29,716)
Citation 3

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Informed traders, corporate events, implied volatility spread, implied volatility skew, short-sale constraint

7.

Do Superstitious Traders Lose Money?

Forthcoming: Management Science
Number of pages: 80 Posted: 10 Aug 2014 Last Revised: 14 Oct 2016
HKUST Business School, National Chengchi University (NCCU) - Department of International Business, The University of Hong Kong - Faculty of Business and Economics and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 1,218 (35,863)
Citation 6

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superstition, limit order clustering, investment performance, individual investors

8.

Does Short-selling Threat Discipline Managers in Mergers and Acquisitions Decisions?

Journal of Accounting & Economics (JAE), Vol. 67, No. 1, 2019, Finance Down Under 2015 Building on the Best from the Cellars of Finance Paper
Number of pages: 42 Posted: 04 Nov 2013 Last Revised: 08 Dec 2018
Eric C. Chang, Tse-Chun Lin and Xiaorong Ma
University of Hong Kong - School of Business, The University of Hong Kong - Faculty of Business and Economics and University of Macau, Faculty of Business Administration
Downloads 1,141 (39,455)
Citation 6

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mergers and acquisitions, short-selling threat, external corporate governance, lending supply, announcement returns

9.

Why Do Options Prices Predict Stock Returns? Evidence from Analyst Tipping

Journal of Banking and Finance, Forthcoming, EFA 2013 Cambridge Meetings Paper, WFA 2013 Lake Tahoe Meetings Paper, CICF 2012 Chongqing Meetings Paper
Number of pages: 42 Posted: 31 Oct 2012 Last Revised: 23 Nov 2014
Tse-Chun Lin and Xiaolong Lu
The University of Hong Kong - Faculty of Business and Economics and The University of Hong Kong - Faculty of Business and Economics
Downloads 1,078 (42,883)
Citation 5

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Informed traders, analyst tipping, implied volatility spread, implied volatility skew, market liquidity

10.

Do Individual Investors Treat Trading as a Fun and Exciting Gambling Activity? Evidence from Repeated Natural Experiments

Forthcoming, Review of Financial Studies
Number of pages: 59 Posted: 09 Jun 2010 Last Revised: 23 Sep 2014
Xiaohui Gao and Tse-Chun Lin
Temple University-Fox School of Business and The University of Hong Kong - Faculty of Business and Economics
Downloads 974 (49,498)
Citation 24

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Natural experiments, lottery, stock trading, substitution effect, fun and excitement

11.

Risk-neutral Skewness, Informed Trading, and the Cross-section of Stock Returns

Journal of Financial and Quantitative Analysis, forthcoming
Number of pages: 87 Posted: 01 Oct 2018 Last Revised: 30 Mar 2020
Tarun Chordia, Tse-Chun Lin and Vincent Xiang
Emory University - Department of Finance, The University of Hong Kong - Faculty of Business and Economics and Deakin University-Department of Finance
Downloads 900 (55,133)
Citation 15

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Risk-Neutral Skewness, Options Markets, Informed Trading, Earnings Announcements, Non-scheduled News Release

12.

The Disutility of Stock Market Losses: Evidence From Domestic Violence

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 103 Posted: 21 Jan 2018 Last Revised: 10 Feb 2022
Tse-Chun Lin and Vesa Pursiainen
The University of Hong Kong - Faculty of Business and Economics and University of St. Gallen
Downloads 880 (56,856)
Citation 2

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domestic violence, intimate partner violence, stock market losses, disutility, financial stress

Contractual Managerial Incentives with Stock Price Feedback

American Economic Review (Forthcoming)
Number of pages: 44 Posted: 30 Jun 2017 Last Revised: 16 Mar 2019
Tse-Chun Lin, Qi Liu and Bo Sun
The University of Hong Kong - Faculty of Business and Economics, Peking University - Department of Finance and University of Virginia Darden School of Business
Downloads 470 (125,107)
Citation 3

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Feedback effect, CEO compensation, Financial market frictions, Reg-SHO Pilot program, Managerial learning from the market

Contracting with Feedback

FRB International Finance Discussion Paper No. 1143
Number of pages: 65 Posted: 28 Aug 2015
Tse-Chun Lin, Qi Liu and Bo Sun
The University of Hong Kong - Faculty of Business and Economics, Peking University - Department of Finance and University of Virginia Darden School of Business
Downloads 387 (157,264)
Citation 1

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Feedback effect, CEO compensation, Transaction costs, Reg-SHO Pilot program, Decimalization

14.

Psychological Barrier and Cross-Firm Return Predictability

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 76 Posted: 06 Feb 2018 Last Revised: 28 Sep 2020
Shiyang Huang, Tse-Chun Lin and Hong Xiang
The University of Hong Kong - Faculty of Business and Economics, The University of Hong Kong - Faculty of Business and Economics and The Hong Kong Polytechnic University
Downloads 855 (59,129)
Citation 20

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Cross-firm return predictability, Psychological barrier, 52-week high, Customer momentum

15.

Skewness, Individual investor preference, and the Cross-Section of Stock Returns

Review of Finance, Forthcoming
Number of pages: 63 Posted: 21 Oct 2015 Last Revised: 13 Mar 2017
Tse-Chun Lin and Xin Liu
The University of Hong Kong - Faculty of Business and Economics and University of Macau - Faculty of Business Administration
Downloads 776 (67,586)
Citation 5

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MAX, lottery-like features, skewness, individual investor preference index, cross-sectional return predictability

16.

Informational Content of Options Trading on Acquirer Announcement Return

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 64 Posted: 15 Jul 2013 Last Revised: 02 Sep 2013
Konan Chan, Li Ge and Tse-Chun Lin
National Chengchi Unversity (NCCU) - Finance, Monash Business School and The University of Hong Kong - Faculty of Business and Economics
Downloads 650 (84,602)
Citation 29

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Merger and Acquisition, Acquirer, Informed Trading, Implied Volatility Spread, Implied Volatility Skew

17.

Attention Allocation and Return Co-Movement: Evidence from Repeated Natural Experiments

Second Annual Volatility Institute at NYU Shanghai (VINS) 2016, Journal of Financial Economics (JFE), Forthcoming
Number of pages: 75 Posted: 20 Nov 2016 Last Revised: 04 Nov 2017
Shiyang Huang, Yulin Huang and Tse-Chun Lin
The University of Hong Kong - Faculty of Business and Economics, The University of Hong Kong - Faculty of Business and Economics and The University of Hong Kong - Faculty of Business and Economics
Downloads 649 (84,779)
Citation 37

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limited attention, attention allocation, return co-movement, earnings surprises

18.

Salient Anchor and Analyst Recommendation Downgrade

Journal of Corporate Finance, 2021
Number of pages: 63 Posted: 01 Nov 2014 Last Revised: 20 Jul 2021
Fengfei Li, Chen Lin and Tse-Chun Lin
Deakin University - Deakin Business School, The University of Hong Kong - Faculty of Business and Economics and The University of Hong Kong - Faculty of Business and Economics
Downloads 616 (90,653)
Citation 1

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salient anchor; 52-week high; analyst recommendation changes; limited attention; trading strategy

19.

Regional Social Capital and Moral Hazard in Crowdfunding

Number of pages: 83 Posted: 20 Dec 2017 Last Revised: 28 Mar 2022
Tse-Chun Lin and Vesa Pursiainen
The University of Hong Kong - Faculty of Business and Economics and University of St. Gallen
Downloads 584 (97,051)
Citation 20

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crowdfunding, social capital, formal and informal institutions, Kickstarter, moral hazard

20.

The role of options markets in corporate social responsibility

Journal of Financial Markets, Forthcoming
Number of pages: 70 Posted: 01 Mar 2021 Last Revised: 08 Mar 2024
Fengfei Li, Chen Lin, Tse-Chun Lin and Sichen Shen
Deakin University - Deakin Business School, The University of Hong Kong - Faculty of Business and Economics, The University of Hong Kong - Faculty of Business and Economics and The University of Hong Kong
Downloads 502 (117,026)
Citation 3

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Corporate Social Responsibility (CSR); options trading; shareholder activism; corporate governance; environmental performance; CSR investment

21.

Equity Short Selling and the Bank Loan Market

Journal of Money, Credit and Banking, forthcoming.
Number of pages: 50 Posted: 24 Sep 2015 Last Revised: 27 Apr 2021
Po-Hsin Ho, Chih-Yung Lin and Tse-Chun Lin
National Central University - Department of Finance, National Chiao Tung University and The University of Hong Kong - Faculty of Business and Economics
Downloads 498 (118,179)
Citation 1

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Reg SHO Pilot program, short selling, bank loan spread, information asymmetry, non-price contract terms

22.

Cognitive Limitation and Investment Performance: Evidence from Limit Order Clustering

Review of Financial Studies, Forthcoming
Number of pages: 87 Posted: 19 Jan 2012 Last Revised: 17 Feb 2014
Weiyu Kuo, Tse-Chun Lin and Jing Zhao
National Chengchi University (NCCU) - Department of International Business, The University of Hong Kong - Faculty of Business and Economics and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 496 (118,790)
Citation 21

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cognitive limitation, cognitive abilities, limit order clustering, investment performance, individual investors, investor learning

23.

Informed Options Trading Prior to Bankruptcy Filings

28th Australasian Finance and Banking Conference, Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 47 Posted: 01 Aug 2013 Last Revised: 11 May 2019
Monash Business School, Singapore Management University - Lee Kong Chian School of Business, University of New South Wales (UNSW)UNSW Business School and The University of Hong Kong - Faculty of Business and Economics
Downloads 483 (122,621)
Citation 3

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Bankruptcy, O/S, Informed Options Trading, Insider Trading

24.

Innovative firms’ cash holdings, tax policies, and institutional environments

Financial Management, forthcoming
Number of pages: 53 Posted: 15 Aug 2015 Last Revised: 06 Dec 2021
Fengfei Li and Tse-Chun Lin
Deakin University - Deakin Business School and The University of Hong Kong - Faculty of Business and Economics
Downloads 477 (124,469)
Citation 7

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innovation, cash holdings, patent box, repatriation tax, R&D tax credit, institutional environment

25.

The Financialization of Cryptocurrencies

Number of pages: 68 Posted: 25 Oct 2021 Last Revised: 13 Mar 2024
Lei Huang, Tse-Chun Lin, Fangzhou Lu and Jian Sun
The University of Hong Kong - Faculty of Business and Economics, The University of Hong Kong - Faculty of Business and Economics, The University of Hong Kong - Department of Finance and Lee Kong Chian School of Business, Singapore Management University
Downloads 458 (130,588)

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Cryptocurrency, Bitcoin ETFs, Coinbase, GBTC, Sentiment

26.

Gender Differences in Reward-Based Crowdfunding

Number of pages: 71 Posted: 01 Oct 2017 Last Revised: 11 Oct 2022
Tse-Chun Lin and Vesa Pursiainen
The University of Hong Kong - Faculty of Business and Economics and University of St. Gallen
Downloads 442 (136,367)
Citation 4

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crowdfunding, fintech, gender differences, overconfidence, Kickstarter

27.

Local Information Advantage and Stock Returns: Evidence from Social Media

Contemporary Accounting Research, Forthcoming
Number of pages: 55 Posted: 27 Sep 2014 Last Revised: 16 Jan 2024
Yuqin Huang, Feng Li, Tong Li and Tse-Chun Lin
Central University of Finance and Economics (CUFE), Peking University - Guanghua School of Management, Xiamen University - Wang Yanan Institute for Studies in Economics (WISE) and The University of Hong Kong - Faculty of Business and Economics
Downloads 426 (142,386)

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Local Information Advantage, Social Media, Topical Analysis, Sentiment Analysis, Return Predictability

28.

Attention Constraints and Financial Inclusion

Number of pages: 77 Posted: 15 Jun 2021 Last Revised: 28 Apr 2023
Renmin University of China - School of Finance, David Eccles School of Business, University of Utah, The University of Hong Kong - Faculty of Business and Economics, The University of Hong Kong, Faculty of Business and Economics and Hong Kong University of Science & Technology (HKUST)
Downloads 418 (145,920)
Citation 2

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Attention Constraint, Financial Inclusion, Diversity, Retail Lending

29.

Ex-Day Returns of Stock Distributions: An Anchoring Explanation

Management Science, Forthcoming.
Number of pages: 47 Posted: 11 Oct 2014 Last Revised: 09 Apr 2017
Eric C. Chang, Tse-Chun Lin, Yan Luo and Jinjuan Ren
University of Hong Kong - School of Business, The University of Hong Kong - Faculty of Business and Economics, Fudan University - School of Management and University of Macau
Downloads 401 (152,650)
Citation 3

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anchoring; ex-day return; splits; stock dividends

30.

How Do Short-Sale Costs Affect Put Options Trading? Evidence from Separating Hedging and Speculative Shorting Demands

Review of Finance, Forthcoming
Number of pages: 59 Posted: 22 Jul 2014 Last Revised: 10 Sep 2015
Tse-Chun Lin and Xiaolong Lu
The University of Hong Kong - Faculty of Business and Economics and The University of Hong Kong - Faculty of Business and Economics
Downloads 391 (156,939)
Citation 9

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Put options, short-sale costs, lending fee, short selling, 2008 Short-Sale Ban

31.

What do stock price levels tell us about the firms?

Journal of Corporate Finance, Vol. 46, 2017
Number of pages: 49 Posted: 16 Mar 2012 Last Revised: 03 Aug 2017
Konan Chan, Fengfei Li, Tse-Chun Lin and Ji-Chai Lin
National Chengchi Unversity (NCCU) - Finance, Deakin University - Deakin Business School, The University of Hong Kong - Faculty of Business and Economics and Hong Kong PolyU
Downloads 385 (159,670)
Citation 5

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Stock price level, price informativeness, O/S, future earnings, stock splits

32.

Managerial Learning from Decoding Noisy Stock Prices: New(s) Evidence from Billions of Internet Article Reads

HKU Jockey Club Enterprise Sustainability Global Research Institute - Archive
Number of pages: 82 Posted: 23 Oct 2022 Last Revised: 25 Oct 2024
Alan Kwan, Tse-Chun Lin and Po-Yu Liu
The University of Hong Kong, The University of Hong Kong - Faculty of Business and Economics and National Taiwan University - Department of Finance
Downloads 370 (167,011)

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big data, managerial learning, market feedback effects, financial news, R&D.

33.

Behavioral Bias, Distorted Stock Prices, and Stock Splits

Number of pages: 71 Posted: 05 Mar 2020 Last Revised: 15 Jun 2023
Fengfei Li, Ji-Chai Lin, Tse-Chun Lin and Longfei Shang
Deakin University - Deakin Business School, Hong Kong PolyU, The University of Hong Kong - Faculty of Business and Economics and Hong Kong Polytechnic University
Downloads 367 (168,559)
Citation 2

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Distorted prices; Anchoring bias; Stock split; Information production; Investment-price sensitivity

34.

Intra-Family Relationship and Female Entrepreneurship

Number of pages: 64 Posted: 03 Nov 2020 Last Revised: 02 Feb 2022
Tse-Chun Lin and Mingzhu Tai
The University of Hong Kong - Faculty of Business and Economics and The University of Hong Kong, Faculty of Business and Economics
Downloads 366 (169,061)
Citation 1

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Female Entrepreneurship, Intra-household Bargaining Power, Marriage Law

35.

Social Trust Distance in Mergers and Acquisitions

Number of pages: 58 Posted: 03 Sep 2017 Last Revised: 28 Jun 2023
Tse-Chun Lin and Vesa Pursiainen
The University of Hong Kong - Faculty of Business and Economics and University of St. Gallen
Downloads 366 (169,061)

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mergers and acquisitions, cultural difference, trust, social capital, synergies

36.

Overconfident Individual Day Traders: Evidence from the Taiwan Futures Market

Journal of Banking and Finance, Forthcoming, Paris December 2011 Finance Meeting EUROFIDAI - AFFI
Number of pages: 37 Posted: 14 Oct 2011 Last Revised: 22 Apr 2013
Weiyu Kuo and Tse-Chun Lin
National Chengchi University (NCCU) - Department of International Business and The University of Hong Kong - Faculty of Business and Economics
Downloads 365 (169,596)
Citation 2

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overconfidence, index futures, day traders, individual investors, learning

37.

Firm Trustworthiness and Bank Loan Pricing

Number of pages: 57 Posted: 05 Mar 2020
Konan Chan, Weiyu Kuo, Chih-Yung Lin and Tse-Chun Lin
National Chengchi Unversity (NCCU) - Finance, National Chengchi University (NCCU) - Department of International Business, National Chiao Tung University and The University of Hong Kong - Faculty of Business and Economics
Downloads 361 (171,610)
Citation 1

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bank loan pricing, firm trustworthiness, Pilot program, information asymmetry, textual analysis

38.

Earnings Management and Post-Split Drift

Journal of Banking and Finance, Forthcoming
Number of pages: 38 Posted: 24 Sep 2013 Last Revised: 15 Feb 2019
Konan Chan, Fengfei Li and Tse-Chun Lin
National Chengchi Unversity (NCCU) - Finance, Deakin University - Deakin Business School and The University of Hong Kong - Faculty of Business and Economics
Downloads 353 (175,861)
Citation 5

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earnings management, stock split, earnings surprise, post-split drift

39.

Endogenous Social Effects on Corporate Research and Development

Number of pages: 50 Posted: 02 Jul 2019 Last Revised: 17 Aug 2021
Yuan Ze University, National Taiwan University, National Chiao Tung University and The University of Hong Kong - Faculty of Business and Economics
Downloads 340 (183,223)
Citation 3

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R&D; endogenous social effects; peer effect, trade secret legal protection, high-tech firms, capital expenditure

40.

Lottery Jackpot Winnings and Retail Trading in the Neighborhood

Journal of Banking & Finance, Forthcoming
Number of pages: 60 Posted: 08 Jun 2021 Last Revised: 13 Jul 2024
Yuan Ze University, National Chengchi University (NCCU) - Department of Money and Banking, National Chiao Tung University and The University of Hong Kong - Faculty of Business and Economics
Downloads 338 (184,899)

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JEL Classification: G11, G12, G41, G51 Lottery winnings, regrefulness, probability weighting, trading turnover, retail investors

41.

Information Cherry-Picking: When Confirmation Bias Met Anchoring Bias

Number of pages: 59 Posted: 04 Dec 2022
Shiyang Huang, Tse-Chun Lin, Yan Luo and Ningyu Zhou
The University of Hong Kong - Faculty of Business and Economics, The University of Hong Kong - Faculty of Business and Economics, Fudan University - School of Management and Fudan University - School of Management
Downloads 337 (184,899)

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EDGAR implementation, Confirmation bias, Anchoring bias, 52-week highs, Information cherry-picking, Information uncertainty

42.

The Unintended Externalities of an Environmental Regulation: Evidence from the NOx Budget Trading Program

HKU Jockey Club Enterprise Sustainability Global Research Institute - Archive
Number of pages: 54 Posted: 13 Apr 2022 Last Revised: 14 Jan 2025
Tse-Chun Lin, Zoey Yiyuan Zhou and Hong Zou
The University of Hong Kong - Faculty of Business and Economics, Hong Kong University of Science & Technology (HKUST) and The University of Hong Kong - Faculty of Business and Economics
Downloads 319 (196,022)
Citation 2

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Emissions; Unintended Externalities; Supply Chain; Managerial Short-termism; NOx Budget Trading Program; Pass-through; Pollution Inequality.

43.

Financial Statement Disaggregation and Bank Loan Pricing

Forthcoming in Journal of Empirical Finance 2024.
Number of pages: 56 Posted: 07 Feb 2018 Last Revised: 10 Dec 2024
Chih-Yung Lin, Tse-Chun Lin and Bin Miao
National Chiao Tung University, The University of Hong Kong - Faculty of Business and Economics and The Chinese University of Hong Kong, Shenzhen
Downloads 310 (202,111)
Citation 1

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disaggregation quality, bank loan spread, total cost of borrowing, disclosure quality, default risk

44.

Domestic Violence and Marijuana: Evidence from Retail Marijuana Law

Number of pages: 45 Posted: 15 Jan 2020
Tse-Chun Lin and Runtong Lin
The University of Hong Kong - Faculty of Business and Economics and The University of Hong Kong - Faculty of Business and Economics
Downloads 294 (213,891)
Citation 2

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Domestic violence; Cannabis; Recreational marijuana legalization; Marijuana use; Retail marijuana law

45.

Domestic Violence and Marijuana: Evidence from Recreational Marijuana Legalization

Number of pages: 40 Posted: 23 Oct 2021 Last Revised: 13 Jan 2025
Runtong Lin and Tse-Chun Lin
The University of Hong Kong and The University of Hong Kong - Faculty of Business and Economics
Downloads 287 (219,352)

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Domestic violence, intimate partner violence, Cannabis, Recreational marijuana legalization, Alcohol co-use

Behavioral Consistency in Green Lifestyle and Green Investment

Number of pages: 43 Posted: 03 Nov 2023
Chuwen Chen, Tse-Chun Lin and Xingguo Luo
Zhejiang University, The University of Hong Kong - Faculty of Business and Economics and Zhejiang University - Department of Finance
Downloads 187 (331,300)

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Green investment, Retail investors, Behavioral consistency theory, Fintech App, Pro-environmental behavior

Do Gamified Social Interactions on a Green Fintech App Nudge Users' Green Investments?

HKU Jockey Club Enterprise Sustainability Global Research Institute - Archive
Number of pages: 58 Posted: 27 Jun 2024 Last Revised: 07 Dec 2024
Chuwen Chen, Tse-Chun Lin and Xingguo Luo
Zhejiang University, The University of Hong Kong - Faculty of Business and Economics and Zhejiang University - Department of Finance
Downloads 98 (560,431)

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Gamification, Green investment, Retail investors, Green fintech app, Gamified social interactions, green preference, digital carbon footprint

47.

Salience Theory and Corporate Bond Pricing

Number of pages: 36 Posted: 30 Sep 2022 Last Revised: 23 Oct 2022
Tse-Chun Lin and Yaoyuan Zhang
The University of Hong Kong - Faculty of Business and Economics and HKU Business School
Downloads 275 (229,146)

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Salience theory, Limited attention, Downside returns, Corporate bond pricing, Cross-sectional return predictability

48.

The Correlated Trading and Investment Performance of Individual Investors

Journal of Empirical Finance, Forthcoming
Number of pages: 72 Posted: 30 Aug 2014 Last Revised: 24 Jun 2024
Weiyu Kuo, Tse-Chun Lin and Jing Zhao
National Chengchi University (NCCU) - Department of International Business, The University of Hong Kong - Faculty of Business and Economics and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 274 (229,989)

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herding, trading correlation, investment performance, individual investors, learning

49.

Alternative Stars: Do Key Opinion Leaders on Social Media Move the Market?

Number of pages: 62 Posted: 21 Nov 2022 Last Revised: 24 Oct 2024
Henry Leung, Tse-Chun Lin and Ruiqi Mao
University of Sydney Business School, The University of Hong Kong - Faculty of Business and Economics and University of Sussex Business School
Downloads 271 (232,536)

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Financial Social Media Platforms, Key Opinion Leaders, Information Intermediary, StockTwits, Market Efficiency

50.

CEO Anchoring and Financial Decision Consistency under Uncertainty

Number of pages: 77 Posted: 28 Sep 2016 Last Revised: 19 Oct 2023
Fengfei Li, Chen Lin and Tse-Chun Lin
Deakin University - Deakin Business School, The University of Hong Kong - Faculty of Business and Economics and The University of Hong Kong - Faculty of Business and Economics
Downloads 261 (241,515)

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behavioral consistency; anchoring CEO; insider trading; seasoned equity offerings; mergers and acquisitions; 52-week high; uncertainty

Monetary Policy Shocks and Corporate Financing Decisions

HKU Jockey Club Enterprise Sustainability Global Research Institute - Archive
Number of pages: 54 Posted: 04 Apr 2022 Last Revised: 25 Oct 2024
Chih-Yung Lin, Tse-Chun Lin and Chien-Lin Lu
National Chiao Tung University, The University of Hong Kong - Faculty of Business and Economics and National Ilan University
Downloads 220 (284,222)

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Bank loans; Capital structure; Federal Funds Rate; R&D expenses; Firm efficiency

Monetary Policy Shocks and Corporate Financing Decisions

Number of pages: 54 Posted: 31 Jul 2024 Last Revised: 25 Oct 2024
Chih-Yung Lin, Tse-Chun Lin and Chien-Lin Lu
National Chiao Tung University, The University of Hong Kong - Faculty of Business and Economics and National Taipei University
Downloads 37 (917,204)

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Bank loans, Capital structure, Federal Funds Rate, R&D expenses, Firm efficiency

52.

Governance Through Trading on Acquisitions of Public Firms

WFA 2013 Lake Tahoe Meetings Paper, Journal of Corporate Finance, Forthcoming
Number of pages: 53 Posted: 12 May 2013 Last Revised: 17 Oct 2020
Eric C. Chang, Tse-Chun Lin and Xiaorong Ma
University of Hong Kong - School of Business, The University of Hong Kong - Faculty of Business and Economics and University of Macau, Faculty of Business Administration
Downloads 257 (245,400)
Citation 5

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governance through trading, corporate investments, mergers and acquisitions, wealth performance sensitivity, Decimalization

53.

Foreign Bank Entry Deregulation and Stock Market Stability: Evidence from Staggered Regulatory Changes

Number of pages: 61 Posted: 06 Sep 2019 Last Revised: 15 Mar 2022
Tse-Chun Lin, Jinyu Liu and Xiaoran Ni
The University of Hong Kong - Faculty of Business and Economics, University of International Business and Economics (UIBE) - School of Banking and Finance and Xiamen University - School of Economics
Downloads 239 (263,723)

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Foreign Bank Entry Deregulation; Stock Price Crash; Regulatory Change; Corporate Governance; Monitoring Spillover Effect; Stock Market Stability

54.

In Victory or Defeat: Consumption Responses to Wealth Shocks

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2022-141
Number of pages: 53 Posted: 20 Oct 2022
Alex Imas, Tse-Chun Lin, Yan Luo and Xiaohuan Wang
University of Chicago - Booth School of Business, The University of Hong Kong - Faculty of Business and Economics, Fudan University - School of Management and Shanghai National Accounting Institute
Downloads 233 (270,224)

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Wealth shocks, Consumption responses, Behavioral finance, Individual investors, Financial retail therapy, Digital payment data

55.

The Information Content of 10-K’s Disaggregation Quality on Future Firm Performance

Number of pages: 67 Posted: 09 Oct 2018
Yulin Huang and Tse-Chun Lin
The University of Hong Kong - Faculty of Business and Economics and The University of Hong Kong - Faculty of Business and Economics
Downloads 220 (285,585)

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10-K, disaggregation quality, profitability, Tobin’s Q, stock returns

56.

Risk-taking of bank CEOs and corporate innovation

Journal of International Money and Finance, Forthcoming
Number of pages: 62 Posted: 25 Jan 2017 Last Revised: 27 Apr 2021
Yuan Ze University, National Taiwan University, National Chiao Tung University and The University of Hong Kong - Faculty of Business and Economics
Downloads 217 (289,388)
Citation 3

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CEO risk-taking attitude, corporate innovation, bank syndicate loan, R&D, Tobin’s q

57.

The Round Number Heuristic and Entrepreneur Crowdfunding Performance

Journal of Corporate Finance, Forthcoming
Number of pages: 62 Posted: 16 Aug 2018 Last Revised: 07 Jan 2021
Tse-Chun Lin and Vesa Pursiainen
The University of Hong Kong - Faculty of Business and Economics and University of St. Gallen
Downloads 214 (293,224)
Citation 1

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crowdfunding performance, round number heuristic, Kickstarter, fintech, entrepreneur

58.

Tacit Collusion among Dominant Banks: Evidence from Round-Yard Loan Pricing

HKU Jockey Club Enterprise Sustainability Global Research Institute - Archive, Journal of Corporate Finance, Forthcoming
Number of pages: 54 Posted: 16 Aug 2021 Last Revised: 10 Feb 2025
Yu-Ju Chan, Chih-Yung Lin and Tse-Chun Lin
National Chengchi University (NCCU) - Department of Money and Banking, National Chiao Tung University and The University of Hong Kong - Faculty of Business and Economics
Downloads 209 (301,076)

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Tacit collusion, dominant banks, round-yard pricing, bargaining power, loan spreads, round up

59.

The Tradeoff between Risk Sharing and Information Production in Financial Markets: Evidence from Stock Splits

Number of pages: 44 Posted: 17 Sep 2015
Eric C. Chang, Tse-Chun Lin and Xiaorong Ma
University of Hong Kong - School of Business, The University of Hong Kong - Faculty of Business and Economics and University of Macau, Faculty of Business Administration
Downloads 205 (305,248)

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risk sharing, stock price informativeness, stock split, long run stock returns, post-split return drifts

60.

Tradin’ in the Rain: Attention Allocation and Investment Performance

Number of pages: 73 Posted: 08 Jul 2021
Yuan Ze University, The University of Hong Kong - Faculty of Business and Economics, National Chiao Tung University and The University of Hong Kong - Faculty of Business and Economics
Downloads 202 (309,525)
Citation 1

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Attention allocation, investment performance, rational inattention, return co-movement, retail investors

61.

Salience Theory and Momentum Everywhere

Number of pages: 72 Posted: 17 May 2023 Last Revised: 20 Jul 2024
Jiaqi Guo, Peng Li, Tse-Chun Lin and Jinyu Liu
Birmingham Business School, University of Bath, School of management, The University of Hong Kong - Faculty of Business and Economics and University of International Business and Economics (UIBE) - School of Banking and Finance
Downloads 195 (319,711)

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Salience theory, Return momentum, International markets, Customer momentum, Shared analyst momentum, Industry momentum JEL classification: G02, G11, G12, G14, G15

62.

Does Geopolitical Risk Exposure Lead to Higher Cost of Debt? Evidence from Multinational Companies

Number of pages: 68 Posted: 28 Dec 2023 Last Revised: 21 Dec 2024
Fang Hu, Tse-Chun Lin, Weiqiang Tan and Jian Zhang
Griffith University - The Department of Accounting, Finance & Economics, The University of Hong Kong - Faculty of Business and Economics, The Education University of Hong Kong and The University of Hong Kong - Faculty of Business and Economics
Downloads 193 (322,732)
Citation 1

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Geopolitical Risk, Multinational Company, Cost of Debt, Bank Financing, Loan Contracting JEL Codes: F23, F51, F52, F65, G21, G32

63.

Do short sellers exploit the persistent risk culture of banks? Evidence from two banking crises

Journal of Financial Stability, Vol. 46, 2020
Number of pages: 58 Posted: 20 May 2016 Last Revised: 05 Dec 2020
Dien Giau Bui, Chih-Yung Lin and Tse-Chun Lin
Yuan Ze University, National Chiao Tung University and The University of Hong Kong - Faculty of Business and Economics
Downloads 193 (322,732)
Citation 1

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Short selling; short interest; financial crisis; predictability; persistent risky business models

64.

Current Expected Credit Loss Standard and Bank Lending Procyclicality: Evidence from the US Housing Market

Number of pages: 54 Posted: 17 Apr 2023
Yi-Chun Chen, Tse-Chun Lin and Donghe Yang
City University of Hong Kong (CityU), The University of Hong Kong - Faculty of Business and Economics and Renmin University of China
Downloads 185 (335,505)

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Bank loans, CECL, House prices, Mortgage, Loss recognition, Procyclicality

65.

Does better liquidity for large orders attract institutional investors and analysts?

Number of pages: 57 Posted: 04 Apr 2022
Mengdie Deng, Tse-Chun Lin and Jiayu Zhou
HKU Business School, The University of Hong Kong, The University of Hong Kong - Faculty of Business and Economics and The University of Hong Kong - Faculty of Business and Economics
Downloads 181 (342,362)

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tick size pilot program; institutional investors; liquidity for large orders; analyst coverage; forecast accuracy; earnings conference calls

66.

Overconfident Rivals and Corporate R&D

HKU Jockey Club Enterprise Sustainability Global Research Institute - Archive
Number of pages: 61 Posted: 18 Aug 2021 Last Revised: 13 Jan 2025
Yuan Ze University, National Taiwan University, National Chiao Tung University and The University of Hong Kong - Faculty of Business and Economics
Downloads 174 (354,337)

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CEO overconfidence; rival firms; research and development expenditure; keeping-up-with-Joneses; innovation.

67.

Happy App Happy Tip: The Return Predictability from Amusement Apps Downloads Around the World

Number of pages: 94 Posted: 15 Mar 2024
Tse-Chun Lin, Yican Liu and Fangzhou Lu
The University of Hong Kong - Faculty of Business and Economics, HKU Business School, The University of Hong Kong and The University of Hong Kong - Department of Finance
Downloads 172 (357,901)

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Amusement Apps, Investor Sentiment, Behavioral Finance

68.

Catering to Environmental Premium in Green Venture Financing: Evidence from a Bert-Based Deep Learning Approach

HKU Jockey Club Enterprise Sustainability Global Research Institute - Archive
Number of pages: 46 Posted: 29 Jul 2023 Last Revised: 25 Oct 2024
Macquarie University, Macquarie Business School, University of Sydney Business School, The University of Hong Kong - Faculty of Business and Economics and The University of Sydney, Business School, Discipline of Finance, Students
Downloads 169 (363,439)

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Catering, Environmental premium, Green ventures, BERT, Deep learning, Pre-IPO investors

69.

The Effect of Stock Market Indexing on Option Price Efficiency

Number of pages: 50 Posted: 14 May 2023 Last Revised: 31 Oct 2024
Eric C. Chang, Li Ge, Tse-Chun Lin and Xiaorong Ma
University of Hong Kong - School of Business, Monash Business School, The University of Hong Kong - Faculty of Business and Economics and University of Macau, Faculty of Business Administration
Downloads 154 (393,547)

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Option price efficiency, Options market liquidity, Russell index reconstitution, Local linear regressions JEL Classification: G12, Stock indexing effect

70.

Collective Reputations, the Trust Premium, and Corporate Misconduct

HKU Jockey Club Enterprise Sustainability Global Research Institute - Archive
Number of pages: 60 Posted: 09 Jul 2021 Last Revised: 13 Jan 2025
Konan Chan, De-Rong Kong and Tse-Chun Lin
National Chengchi Unversity (NCCU) - Finance, Yuan Ze University and The University of Hong Kong - Faculty of Business and Economics
Downloads 144 (415,663)

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Collective reputation, country trustworthiness, trust premium, corporate misconduct, imperfect information

71.

Color, Loan Approval, and Crimes: The Dark Side of Mortgage Market Deregulation

HKU Jockey Club Enterprise Sustainability Global Research Institute - Archive
Number of pages: 31 Posted: 12 Jul 2021 Last Revised: 13 Jan 2025
Tse-Chun Lin, Mingzhu Tai and Jiayu Zhou
The University of Hong Kong - Faculty of Business and Economics, The University of Hong Kong, Faculty of Business and Economics and The University of Hong Kong - The University of Hong Kong Faculty of Business and Economics, Students
Downloads 140 (424,913)

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discrimination; credit expansion; housing price; crime

72.

Trust of the Crowd and Audit Pricing

Number of pages: 54 Posted: 14 Aug 2020
Konan Chan, Jianxin Cui, Weiyu Kuo and Tse-Chun Lin
National Chengchi Unversity (NCCU) - Finance, The University of Hong Kong - Faculty of Business and Economics, National Chengchi University (NCCU) - Department of International Business and The University of Hong Kong - Faculty of Business and Economics
Downloads 135 (437,348)

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audit pricing, trustworthiness, social media, natural language processing, textual analysis

73.

Dynamic Short-Sales Constraints, Price Limits and Price Delays

Number of pages: 47 Posted: 13 Jan 2009 Last Revised: 12 Sep 2010
Tse-Chun Lin
The University of Hong Kong - Faculty of Business and Economics
Downloads 135 (437,348)

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Short-sales constraints, price limits, price delay

74.

Windfall Gains and Stock Market Participation: Evidence from Shopping Receipt Lottery

Journal of Banking & Finance
Number of pages: 58 Posted: 11 Feb 2022 Last Revised: 31 Jan 2025
National Central University - Department of Economics, Washington University in St. Louis - Department of Economics, The University of Hong Kong - Faculty of Business and Economics, Academia Sinica - Institute of Economics and Fu Jen Catholic University - Department of Economics
Downloads 130 (450,645)

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Windfall gains, Stock market participation, Taiwan receipt lottery, Stock holding diversity

75.

Momentum in Machine Learning: Evidence from the Taiwan Stock Market

Pacific-Basin Finance Journal, Forthcoming
Number of pages: 63 Posted: 03 Nov 2023
Yuan Ze University, Yuan Ze University, National Chiao Tung University and The University of Hong Kong - Faculty of Business and Economics
Downloads 128 (456,067)
Citation 1

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Momentum, Asset pricing anomalies, Stock return predictability, Machine learning, Variable importance

76.

Information from Inaction: Vested Options Unexercised and Firm Performance

HKU Jockey Club Enterprise Sustainability Global Research Institute - Archive
Number of pages: 48 Posted: 04 Oct 2022 Last Revised: 25 Oct 2024
Dien Giau Bui, Chih-Yung Lin and Tse-Chun Lin
Yuan Ze University, National Chiao Tung University and The University of Hong Kong - Faculty of Business and Economics
Downloads 122 (473,368)

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private information, vested options, in-the-money, operating performance, stock underpricing, alpha

77.

Green Bond Issuance and Air Quality Improvement: Chinese and International Evidence

HKU Jockey Club Enterprise Sustainability Global Research Institute - Archive
Number of pages: 58 Posted: 30 Oct 2023 Last Revised: 25 Oct 2024
Tse-Chun Lin, Yan Luo, Grace Tian and Hao Yang
The University of Hong Kong - Faculty of Business and Economics, Fudan University - School of Management, Asian Development Bank and The Chinese University of Hong Kong (CUHK) - CUHK Business School
Downloads 117 (488,764)

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Green bonds, air quality, transboundary effect, Chinese markets, international evidence

78.

The World Price of Reference-dependent Preferences

Number of pages: 61 Posted: 23 Nov 2021 Last Revised: 06 Jun 2022
Tse-Chun Lin and Zhaobo Zhu
The University of Hong Kong - Faculty of Business and Economics and Shenzhen University
Downloads 114 (498,310)
Citation 1

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Reference-dependent preferences, National culture, Individualism, Capital gains overhang, Volatility-related anomalies, Skewness-related anomalies

79.

Cultural Biases in the Syndicated Loan Market

Number of pages: 72 Posted: 28 Mar 2022 Last Revised: 29 Apr 2022
National Chengchi Unversity (NCCU) - Finance, National Chiao Tung University, The University of Hong Kong - Faculty of Business and Economics and National Chiao Tung University
Downloads 110 (511,641)

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Cultural biases, trust biases, loan spread, syndicated loans, international loan market.

80.

The Invisible Hand in the Dark: The Disciplinary Effect of Dark Trading on Firm Overinvestment

Number of pages: 53 Posted: 09 Sep 2023
Mengdie Deng, Tse-Chun Lin and Jiayu Zhou
The University of Hong Kong - Faculty of Business and Economics, The University of Hong Kong - Faculty of Business and Economics and The University of Hong Kong - Faculty of Business and Economics
Downloads 107 (522,011)

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dark trading venues; tick size pilot program; informed trading; short selling; disciplinary effects; overinvestment

81.

Timing is Money: Limit Order Cancellation and Investment Performance

Number of pages: 61 Posted: 27 Jun 2024
Weiyu Kuo, Tse-Chun Lin and Jing Zhao
National Chengchi University (NCCU) - Department of International Business, The University of Hong Kong - Faculty of Business and Economics and Hong Kong Polytechnic University - School of Accounting and Finance
Downloads 104 (532,849)

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Pick-off risk, limit orders, individual investors, investment performance JEL Classifications: G02

82.

Does Better Liquidity for Large Orders Attract Institutional Investors and Analysts?Evidence from the Tick Size Pilot Program

Number of pages: 60 Posted: 15 Feb 2023
Mengdie Deng, Tse-Chun Lin and Jiayu Zhou
HKU Business School, The University of Hong Kong, The University of Hong Kong - Faculty of Business and Economics and The University of Hong Kong - Faculty of Business and Economics
Downloads 100 (547,642)

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tick size pilot program, institutional investors, liquidity for large orders, analyst coverage, forecast accuracy

83.

Wisdom of Crowds Before the 2007-2009 Global Financial Crisis

Journal of Financial Stability, Forthcoming
Number of pages: 46 Posted: 22 Apr 2020
Michael Chau, Chih-Yung Lin and Tse-Chun Lin
The University of Hong Kong, National Chiao Tung University and The University of Hong Kong - Faculty of Business and Economics
Downloads 87 (597,670)
Citation 1

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Social Media; Textual Analysis; Financial Crisis; Predictability; Seeking Alpha

84.

Lottery-like Features and Mutual Fund Performance-Flow Sensitivity

Number of pages: 44 Posted: 31 Dec 2024
Hua Cheng, Tse-Chun Lin, Yan Luo and Ningyu Zhou
University of Texas at Austin, The University of Hong Kong - Faculty of Business and Economics, Fudan University - School of Management and Fudan University - School of Management
Downloads 67 (689,629)

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mutual funds, gambling preference, maximum return, performance-flow sensitivity JEL codes: G11, G23

85.

Extreme Return Extrapolation

Singapore Management University School of Business Research Paper Forthcoming
Number of pages: 50 Posted: 29 May 2024
Tse-Chun Lin, Licheng Sun, Jun Tu and Zhaobo Zhu
The University of Hong Kong - Faculty of Business and Economics, Old Dominion University, Shanghai Jiao Tong University (SJTU), Antai College of Economics and Management, Students and Shenzhen University
Downloads 63 (711,368)

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Extrapolative Beliefs; Extreme Returns; Maximum Daily Return; Preferences; Attention

86.

Crowdfunded Microfinance

HKU Jockey Club Enterprise Sustainability Global Research Institute Paper No. 2024/011
Number of pages: 53 Posted: 10 Dec 2024 Last Revised: 13 Dec 2024
Runtong Lin and Tse-Chun Lin
The University of Hong Kong - Faculty of Business and Economics and The University of Hong Kong - Faculty of Business and Economics
Downloads 57 (746,062)

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Financial inclusion, Microfinance, Financial technology (Fin-Tech), Household Finance, R51, Crowdfunding

87.

Arbitrage Asymmetry and Lottery-Related Anomalies

Number of pages: 45 Posted: 21 Jan 2025
Zhaobo Zhu and Tse-Chun Lin
Shenzhen University and The University of Hong Kong - Faculty of Business and Economics
Downloads 44 (835,445)

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Arbitrage risk, Arbitrage asymmetry, Mispricing, Lottery preference

88.

The Invisible Hand in the Dark: The Disciplinary Effect of Dark Trading on Firm Investment

Number of pages: 54 Posted: 12 Jun 2024 Last Revised: 25 Oct 2024
Mengdie Deng, Tse-Chun Lin and Jiayu Zhou
HKU Business School, The University of Hong Kong, The University of Hong Kong - Faculty of Business and Economics and The University of Hong Kong - Faculty of Business and Economics
Downloads 40 (867,499)

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dark trading venues, tick size pilot program, informed trading, short selling, disciplinary effects, investment

89.

The Invisible Hand in the Dark: The Disciplinary Effect of Dark Trading on Firm Investment

Number of pages: 53 Posted: 24 Sep 2024
Mengdie Deng, Tse-Chun Lin and Jiayu Zhou
HKU Business School, The University of Hong Kong, The University of Hong Kong - Faculty of Business and Economics and The University of Hong Kong - Faculty of Business and Economics
Downloads 23 (1,034,097)

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dark trading venues, tick size pilot program, Informed trading, short selling, disciplinary effects, Investment

90.

Return Extrapolation and Volatility Expectations

Number of pages: 71
Tarun Chordia, Tse-Chun Lin and Vincent Xiang
Emory University - Department of Finance, The University of Hong Kong - Faculty of Business and Economics and Deakin University-Department of Finance
Downloads 23

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91.

Guardians of the Biodiversity: Do Banks Care about Firm’s Biodiversity Risk?


Number of pages: 49 Posted: 10 Feb 2025
Mengdie Deng and Tse-Chun Lin
Sun Yat-sen University (SYSU) and The University of Hong Kong - Faculty of Business and Economics
Downloads 18 (1,093,963)

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