Tse-Chun Lin

The University of Hong Kong - Faculty of Business and Economics

Pokfulam Road

Hong Kong

China

SCHOLARLY PAPERS

62

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26,208

SSRN CITATIONS

157

CROSSREF CITATIONS

97

Scholarly Papers (62)

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 3,745 (3,556)
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 262 (151,244)
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 2021
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 109 (321,483)
Citation 6

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2.

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

Number of pages: 45 Posted: 01 Sep 2021 Last Revised: 18 Oct 2021
De-Rong Kong and Tse-Chun Lin
National Taiwan University - Department of Finance and The University of Hong Kong - Faculty of Business and Economics
Downloads 2,025 (10,159)

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

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 University - Monash Business School, The University of Hong Kong - Faculty of Business and Economics and University of Illinois at Urbana-Champaign - Department of Finance
Downloads 1,519 (15,895)
Citation 13

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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 1,247 (21,339)
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.

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 1,179 (23,223)
Citation 2

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

6.

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 999 (29,505)
Citation 6

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superstition, limit order clustering, investment performance, individual investors

7.

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 953 (31,522)
Citation 5

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

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 937 (32,279)
Citation 6

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

9.

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
Fox School of Business, Temple University and The University of Hong Kong - Faculty of Business and Economics
Downloads 764 (42,779)
Citation 24

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

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 Board of Governors of the Federal Reserve System
Downloads 370 (104,207)
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

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 Board of Governors of the Federal Reserve System
Downloads 285 (138,688)
Citation 1

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

11.

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 School of Finance, Renmin University of China
Downloads 621 (56,306)
Citation 5

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

12.

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 University - Monash Business School and The University of Hong Kong - Faculty of Business and Economics
Downloads 583 (60,910)
Citation 11

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

13.

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 University of Hong Kong
Downloads 531 (68,557)

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

14.

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 530 (68,725)
Citation 2

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

15.

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 525 (69,554)
Citation 1

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

16.

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 514 (71,380)
Citation 9

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

17.

When Paper Losses Get Physical: Domestic Violence and Stock Returns

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 68 Posted: 21 Jan 2018 Last Revised: 13 Oct 2020
Tse-Chun Lin and Vesa Pursiainen
The University of Hong Kong - Faculty of Business and Economics and University of St. Gallen
Downloads 445 (84,913)

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domestic violence, intimate partner violence, stress, household, behavior

18.

Fund What You Trust? Social Capital in Crowdfunding

Number of pages: 68 Posted: 20 Dec 2017 Last Revised: 19 Feb 2020
Tse-Chun Lin and Vesa Pursiainen
The University of Hong Kong - Faculty of Business and Economics and University of St. Gallen
Downloads 441 (85,851)
Citation 12

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crowdfunding, social capital, trust, Kickstarter, moral hazard

19.

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 University - 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 406 (94,501)
Citation 3

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

20.

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 Yang-Ming Chiao Tung University and The University of Hong Kong - Faculty of Business and Economics
Downloads 372 (104,417)
Citation 1

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

21.

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

Number of pages: 63 Posted: 01 Mar 2021 Last Revised: 18 Nov 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 364 (107,022)
Citation 1

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Climate Vulnerability; R&D; Patents; Innovation; Climate Risk; Climate Change

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 362 (107,671)
Citation 4

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

23.

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 340 (115,453)
Citation 5

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

24.

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 312 (126,671)
Citation 3

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

25.

Gender Differences in Reward-Based Crowdfunding

Number of pages: 51 Posted: 01 Oct 2017 Last Revised: 01 Aug 2018
Tse-Chun Lin and Vesa Pursiainen
The University of Hong Kong - Faculty of Business and Economics and University of St. Gallen
Downloads 300 (132,152)
Citation 4

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crowdfunding, fintech, gender differences, overconfidence, Kickstarter

26.

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 288 (137,901)
Citation 1

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

27.

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 284 (139,917)

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

28.

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 and University of Macau
Downloads 281 (141,436)
Citation 3

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anchoring; ex-day return; splits; stock dividends

29.

Stock Price Crashes and Equity Lending Market Condition: Evidence from Lending Fees and Fee Risk

Number of pages: 59 Posted: 30 Mar 2016 Last Revised: 09 Dec 2016
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 274 (145,187)

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stock price crash risk, short selling risk, lending fee, fee risk, information uncertainty, short interest

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 262 (151,840)
Citation 3

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

31.

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 Yang-Ming Chiao Tung University and The University of Hong Kong - Faculty of Business and Economics
Downloads 240 (165,596)
Citation 2

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

32.

Social Trust Distance in Mergers and Acquisitions

Number of pages: 44 Posted: 03 Sep 2017 Last Revised: 18 Sep 2019
Tse-Chun Lin and Vesa Pursiainen
The University of Hong Kong - Faculty of Business and Economics and University of St. Gallen
Downloads 240 (165,596)

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

33.

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 216 (183,068)
Citation 1

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

34.

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 Yang-Ming Chiao Tung University and The University of Hong Kong - Faculty of Business and Economics
Downloads 195 (201,174)
Citation 1

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

35.

Financial Statement Disaggregation and Bank Loan Pricing

Number of pages: 51 Posted: 07 Feb 2018 Last Revised: 10 Mar 2019
Chih-Yung Lin, Tse-Chun Lin and Bin Miao
National Yang-Ming Chiao Tung University, The University of Hong Kong - Faculty of Business and Economics and The Chinese University of Hong Kong, Shenzhen
Downloads 191 (204,995)

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

36.

The Correlated Trading and Investment Performance of Individual Investors

Number of pages: 50 Posted: 30 Aug 2014 Last Revised: 05 Sep 2018
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 182 (213,869)

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

37.

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 Yang-Ming Chiao Tung University and The University of Hong Kong - Faculty of Business and Economics
Downloads 172 (224,478)

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

38.

Do You Feel Lucky? Lottery Jackpot Winnings and Retail Trading around Neighborhoods

Number of pages: 52 Posted: 08 Jun 2021
Yuan Ze University, The University of Hong Kong, National Yang-Ming Chiao Tung University and The University of Hong Kong - Faculty of Business and Economics
Downloads 171 (225,610)

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Lottery winnings, feeling lucky, trading turnover rate, investment performance, retail investors

39.

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 166 (231,372)
Citation 1

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

40.

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 157 (242,463)

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

41.

Walk the talk: The role of options markets in corporate social responsibility

Number of pages: 51 Posted: 01 Mar 2021 Last Revised: 03 Jan 2022
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 153 (247,671)

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CSR; options trading; shareholder activism; institutional investors; informational efficiency; CSR investment

42.

How Intra-Household Bargaining Power Affects Female Entrepreneurship?

Number of pages: 33 Posted: 03 Nov 2020
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 150 (251,728)

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Female Entrepreneurship, Intra-household Bargaining Power, Marriage Law

43.

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 Yang-Ming Chiao Tung University and The University of Hong Kong - Faculty of Business and Economics
Downloads 145 (258,738)
Citation 1

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

44.

Natural Disasters and Creative Destruction: Evidence from the Universe of Firms in China

Number of pages: 35 Posted: 09 Aug 2021
Hua Cheng and Tse-Chun Lin
Nankai University - School of Finance and The University of Hong Kong - Faculty of Business and Economics
Downloads 129 (283,166)

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creative destruction; firm creation; typhoon; natural disaster; innovation; patent; risk-sharing

45.

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 123 (293,494)
Citation 1

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

46.

Foreign Bank Entry Deregulation and Stock Market Stability: The China Experience

Number of pages: 57 Posted: 06 Sep 2019 Last Revised: 10 Nov 2021
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 - Wang Yanan Institute for Studies in Economics (WISE)
Downloads 122 (295,252)

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

47.

Behavioral Bias, Distorted Stock Prices, and Stock Splits

Number of pages: 62 Posted: 05 Mar 2020 Last Revised: 17 Sep 2021
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 121 (296,962)

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

48.

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 116 (306,048)

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

49.

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 91 (359,607)

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Short-sales constraints, price limits, price delay

50.

Attention Constraints and Financial Inclusion

Number of pages: 78 Posted: 15 Jun 2021 Last Revised: 12 Jan 2022
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 The University of Hong Kong - HKU Business School
Downloads 88 (367,160)

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Attention Constraint, Financial Inclusion, Diversity, Retail Lending

51.

Behavioral consistency in SEOs and M&As: Evidence from CEO anchoring heuristic

Number of pages: 78 Posted: 28 Sep 2016 Last Revised: 14 Apr 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 86 (372,361)

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

52.

When Early Adopters Learn From the Followers: The Cryptocurrency Return Predictability of GBTC Discount and Premium

Number of pages: 52 Posted: 25 Oct 2021
Lei Huang, Tse-Chun Lin and Fangzhou Lu
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 - Department of Finance
Downloads 81 (385,940)

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Cryptocurrency, Bitcoin ETFs, Coinbase, GBTC, Sentiment

53.

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 Yang-Ming Chiao Tung University and The University of Hong Kong - Faculty of Business and Economics
Downloads 71 (415,596)

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

54.

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 67 (428,639)

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

55.

Collective Reputations, Trust Premium, and Corporate Misconduct

Number of pages: 60 Posted: 09 Jul 2021
Konan Chan, Tse-Chun Lin and De-Rong Kong
National Chengchi Unversity (NCCU) - Finance, The University of Hong Kong - Faculty of Business and Economics and National Taiwan University - Department of Finance
Downloads 57 (468,056)

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

56.

Overconfident Rivals and Corporate R&D

Number of pages: 60 Posted: 18 Aug 2021
Yuan Ze University, National Taiwan University, National Yang-Ming Chiao Tung University and The University of Hong Kong - Faculty of Business and Economics
Downloads 56 (468,056)

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

57.

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 Yang-Ming Chiao Tung University and The University of Hong Kong - Faculty of Business and Economics
Downloads 50 (492,066)

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

58.

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

Number of pages: 51 Posted: 16 Aug 2021
Yu-Ju Chan, Chih-Yung Lin and Tse-Chun Lin
The University of Hong Kong, National Yang-Ming Chiao Tung University and The University of Hong Kong - Faculty of Business and Economics
Downloads 44 (518,452)

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

59.

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

Number of pages: 30 Posted: 12 Jul 2021
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 33 (574,032)

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discrimination; credit expansion; housing price; crime

60.

The World Price of Reference-dependent Preferences

Number of pages: 60 Posted: 23 Nov 2021 Last Revised: 28 Dec 2021
Tse-Chun Lin and Zhaobo Zhu
The University of Hong Kong - Faculty of Business and Economics and Shenzhen University
Downloads 27 (609,619)

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

61.

Domestic Violence and Marijuana: Evidence from Recreational Marijuana Legalization

Number of pages: 39 Posted: 23 Oct 2021 Last Revised: 24 Nov 2021
Runtong Lin and Tse-Chun Lin
The University of Hong Kong and The University of Hong Kong - Faculty of Business and Economics
Downloads 23 (636,619)

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

62.

Pure Windfall Gain and Stock Market Participation: Evidence from Administrative Data

Number of pages: 34
National Central University - Department of Economics, Washington University in St. Louis, The University of Hong Kong - Faculty of Business and Economics, Academia Sinica - Institute of Economics and National Taiwan University - Department of Economics
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