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

  • University of Macau

    • Email
    • Tel: (853) 8822-4185
SCHOLARLY PAPERS

12

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46

CROSSREF CITATIONS

9

Scholarly Papers (12)

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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 - School of Management and University of Macau
Downloads 546 (79,168)
Citation 2

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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 - School of Management and University of Macau
Downloads 477 (93,449)
Citation 24

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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 - School of Management and University of Macau
Downloads 455 (98,765)
Citation 1

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crash risk, short sale, margin purchase, Chinese market

4.

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 321 (146,236)
Citation 3

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anchoring; ex-day return; splits; stock dividends

5.

Do AI-Powered Mutual Funds Perform Better?

Finance Research Letters, Forthcoming
Number of pages: 22 Posted: 14 Dec 2021
Rui Chen and Jinjuan Ren
University of Macau - Department of Finance and Business Economics and University of Macau
Downloads 315 (149,207)

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Artificial Intelligence; Mutual fund performance; Behavioral biases

6.

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 252 (187,532)

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Retail investor recognition, Ownership breadth, Net equity issuance

7.

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 - School of Management and University of Macau
Downloads 194 (239,849)
Citation 5

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

8.

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 - School of Management and University of Macau
Downloads 183 (252,537)
Citation 7

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cross-listing, segmented market, anchoring, IPO underpricing

9.

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
emlyon business school, University of Macau and China Everbright Bank
Downloads 162 (280,377)
Citation 1

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anomalies; short-sale constraint; shorting cost; China

10.

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 68 (506,176)

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

11.

Do AI-Powered Mutual Funds Perform Better?

Finance Research Letters, Forthcoming
Number of pages: 22 Posted: 14 Dec 2021
Rui Chen and Jinjuan Ren
University of Macau and University of Macau
Downloads 56 (556,893)

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Artificial Intelligence; Mutual fund performance; Behavioral biases

12.

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 - School of Management, Eastspring Investment and University of Macau

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air pollution; IPO; corporate social responsibility; Chinese firms

Other Papers (2)

Total Downloads: 417
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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 261

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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 156

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cross-listing, segmented market, anchoring, IPO underpricing