Jinjuan Ren

University of Macau

Associate professor of finance

Room 4079, E22, Faculty of Business Administration

University of Macau

Taipa, Taipa Nil

Macau

http://www.umac.mo/fba/staff/susanren.html

SCHOLARLY PAPERS

10

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2,178

SSRN CITATIONS
Rank 27,131

SSRN RANKINGS

Top 27,131

in Total Papers Citations

12

CROSSREF CITATIONS

12

Scholarly Papers (10)

1.

Investor Overconfidence and the Increase in Idiosyncratic Risk

Number of pages: 41 Posted: 28 Feb 2008 Last Revised: 01 Nov 2012
Eric C. Chang, Yan Luo and Jinjuan Ren
University of Hong Kong - School of Business, Fudan University and University of Macau
Downloads 490 (56,956)
Citation 2

Abstract:

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Overconfidence, Idiosyncratic Risk

2.

Short-Selling, Margin-Trading, and Price Efficiency: Evidence from the Chinese Market

25th Australasian Finance and Banking Conference 2012
Number of pages: 48 Posted: 25 Aug 2012 Last Revised: 24 Aug 2013
Eric C. Chang, Yan Luo and Jinjuan Ren
University of Hong Kong - School of Business, Fudan University and University of Macau
Downloads 381 (76,939)
Citation 12

Abstract:

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Short selling, margin trading, stabilization

3.

Short Sale, Margin Purchase, and Stock Price Crash Risk

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 52 Posted: 02 Feb 2016
Yan Luo and Jinjuan Ren
Fudan University and University of Macau
Downloads 368 (80,188)
Citation 1

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crash risk, short sale, margin purchase, Chinese market

4.

Retail Investor Recognition and the Cross Section of Stock Returns

Number of pages: 53 Posted: 16 Feb 2012 Last Revised: 08 May 2013
Eric C. Chang, Chaoli Guo and Jinjuan Ren
University of Hong Kong - School of Business, The University of Hong Kong - School of Business and University of Macau
Downloads 222 (137,552)

Abstract:

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Retail investor recognition, Ownership breadth, Net equity issuance

5.

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 218 (140,024)
Citation 2

Abstract:

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anchoring; ex-day return; splits; stock dividends

6.

Pricing Deviation, Misvaluation Comovement, and Macroeconomic Conditions

25th Australasian Finance and Banking Conference 2012
Number of pages: 55 Posted: 25 Aug 2012
Eric C. Chang, Yan Luo and Jinjuan Ren
University of Hong Kong - School of Business, Fudan University and University of Macau
Downloads 172 (173,979)
Citation 3

Abstract:

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Misvaluation, comovement, factor models, market efficiency, macroeconomic conditions

7.

Cross-Listing and Pricing Efficiency: The Informational and Anchoring Role Played by the Reference Price

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 46 Posted: 25 Aug 2011 Last Revised: 18 Feb 2013
Eric C. Chang, Yan Luo and Jinjuan Ren
University of Hong Kong - School of Business, Fudan University and University of Macau
Downloads 161 (184,174)
Citation 3

Abstract:

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cross-listing, segmented market, anchoring, IPO underpricing

Costly long-short strategies under short-sale constraints: Chinese Evidence

Forthcoming in International Review of Finance
Number of pages: 12 Posted: 12 Jan 2015 Last Revised: 13 Sep 2017
Timothy (Jun) Lu, Jinjuan Ren and Yan Zhao
Peking University HSBC Business School, University of Macau and China Everbright Bank
Downloads 135 (213,561)
Citation 1

Abstract:

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anomalies; short-sale constraint; shorting cost; China

Costly Long‐Short Strategies Under Short‐Sale Constraints: Chinese Evidence

International Review of Finance, Vol. 18, Issue 4, pp. 743-751, 2018
Number of pages: 9 Posted: 07 Dec 2018
Timothy (Jun) Lu, Jinjuan Ren and Yan Zhao
Peking University HSBC Business School, University of Macau and HuaNan Group
Downloads 2 (670,502)
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9.

The Loud Silence of Suppressed Short-Sale Demand

Number of pages: 55 Posted: 25 Jan 2018 Last Revised: 31 Jan 2018
Jinjuan Ren and Yinghui Yu
University of Macau and Singapore University of Social Sciences
Downloads 29 (472,402)

Abstract:

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Short-Sale Demand, Overvaluation, Price Efficiency, Chinese Market

10.

Initial Public Offerings and Air Pollution: Evidence from China

Journal of Asia Business Studies, Vol. 9 Iss: 1, pp.99 - 114
Posted: 11 Oct 2014 Last Revised: 26 Feb 2015
Yan Luo, Xiaolin Qian and Jinjuan Ren
Fudan University, Eastspring Investment and University of Macau

Abstract:

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air pollution; IPO; corporate social responsibility; Chinese firms

Other Papers (2)

Total Downloads: 384
1.

The Anchoring Effect in the Primary Market: Evidence from Dual-Listed Firms in Segmented Markets

Number of pages: 48 Posted: 26 Feb 2008
Eric C. Chang and Jinjuan Ren
University of Hong Kong - School of Business and University of Macau
Downloads 236

Abstract:

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anchoring, IPO underpricing, cost of capital, segmented market

2.

Cross-Listing and the Pricing Efficiency: The Informational and Anchoring Role Played by the Reference Price

Number of pages: 49 Posted: 13 Feb 2009
Eric C. Chang and Jinjuan Ren
University of Hong Kong - School of Business and University of Macau
Downloads 148

Abstract:

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cross-listing, segmented market, anchoring, IPO underpricing