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

9

DOWNLOADS
Rank 21,756

SSRN RANKINGS

Top 21,756

in Total Papers Downloads

1,824

CITATIONS
Rank 45,368

SSRN RANKINGS

Top 45,368

in Total Papers Citations

3

Scholarly Papers (9)

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 403 (52,875)
Citation 1

Abstract:

Loading...

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 187 (85,326)

Abstract:

Loading...

Short selling, margin trading, stabilization

3.

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 173 (126,896)

Abstract:

Loading...

Retail investor recognition, Ownership breadth, Net equity issuance

4.

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 143 (157,804)
Citation 1

Abstract:

Loading...

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

5.

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 132 (170,481)

Abstract:

Loading...

cross-listing, segmented market, anchoring, IPO underpricing

6.

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 62 (201,487)

Abstract:

Loading...

anomalies; short-sale constraint; shorting cost; China

7.

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 60 (163,007)
Citation 1

Abstract:

Loading...

anchoring; ex-day return; splits; stock dividends

8.

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 0 (94,302)

Abstract:

Loading...

crash risk, short sale, margin purchase, Chinese market

9.

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, University of Macau and University of Macau

Abstract:

Loading...

air pollution; IPO; corporate social responsibility; Chinese firms

Other Papers (2)

Total Downloads: 372    Citations: 0
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 217 (61,608)

Abstract:

Loading...

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 140 (97,509)

Abstract:

Loading...

cross-listing, segmented market, anchoring, IPO underpricing