Li An

Tsinghua University - PBC School of Finance

No. 43, Chengdu Road

Haidian District

Beijing 100083

China

  • Tsinghua University - PBC School of Finance

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 22,490

SSRN RANKINGS

Top 22,490

in Total Papers Downloads

2,177

SSRN CITATIONS
Rank 20,901

SSRN RANKINGS

Top 20,901

in Total Papers Citations

20

CROSSREF CITATIONS

18

Scholarly Papers (8)

Actions:
Email selected abstracts
1.

Lottery-Related Anomalies: The Role of Reference-Dependent Preferences

Downloads 719 ( 35,672)
Citation 13

Lottery-Related Anomalies: The Role of Reference-Dependent Preferences

PBCSF-NIFR Research Paper No. 15-04
Number of pages: 71 Posted: 28 Jul 2015 Last Revised: 31 Jul 2018
Li An, Huijun Wang, Jian Wang and Jianfeng Yu
Tsinghua University - PBC School of Finance, University of Melbourne, Dallas Fed and Tsinghua University - PBC School of Finance
Downloads 628 (42,188)
Citation 13

Abstract:

Loading...

prospect theory, lottery, reference point, skewness, default, failure probability, capital gains overhang

Lottery-Related Anomalies: The Role of Reference-Dependent Preferences

Globalization and Monetary Policy Institute Working Paper No. 259
Number of pages: 52 Posted: 28 Jan 2016
Li An, Huijun Wang, Jian Wang and Jianfeng Yu
Tsinghua University - PBC School of Finance, University of Melbourne, The Chinese University of Hong Kong, Shenzhen and Tsinghua University - PBC School of Finance
Downloads 91 (292,875)
Citation 2

Abstract:

Loading...

2.

Asset Pricing When Traders Sell Extreme Winners and Losers

Review of Financial Studies, 2016, Vol. 29 (3): 823-861, PBCSF-NIFR Research Paper No. 13-05
Number of pages: 51 Posted: 17 Nov 2013 Last Revised: 05 Sep 2018
Li An
Tsinghua University - PBC School of Finance
Downloads 614 (44,058)
Citation 5

Abstract:

Loading...

disposition effect, momentum strategy, trading behavior, cross-sectional return predictability

3.

The Portfolio-Driven Disposition Effect

Number of pages: 66 Posted: 06 Mar 2018 Last Revised: 28 May 2019
Li An, Joseph Engelberg, Matthew Henriksson, Baolian Wang and Jared Williams
Tsinghua University - PBC School of Finance, University of California, San Diego (UCSD) - Rady School of Management, University of South Florida Muma College of Business, University of Florida - Department of Finance, Insurance and Real Estate and University of South Florida
Downloads 353 (86,959)
Citation 3

Abstract:

Loading...

Disposition Effect, Realization Utility

4.

Barriers to Long-Term Cross-Border Investing: A Survey of Institutional Investor Perceptions

Rotman International Journal of Pension Management, Vol. 7, No. 2, 2014, Columbia Business School Research Paper No. 14-43, PBCSF-NIFR Research Paper No. 14-04
Number of pages: 11 Posted: 17 Sep 2014 Last Revised: 19 Feb 2016
Rachel Harvey, Patrick Bolton, Laurence H. Wilse-Samson, Li An and Frédéric Samama
Committee on Global Thought, Columbia University, Columbia Business School - Department of Economics, Columbia University, Tsinghua University - PBC School of Finance and SWF Research Initiative, Amundi
Downloads 201 (155,963)

Abstract:

Loading...

Co-investing, Investment Regulation, Pension Fund, Public Goods, Short-Termism, Sovereign Wealth Funds

5.

Overselling Winners and Losers: How Mutual Funds Trading Affects Asset Prices

PBCSF-NIFR Research Paper No. 14-07
Number of pages: 46 Posted: 09 Dec 2014 Last Revised: 28 Apr 2017
Li An and Bronson Argyle
Tsinghua University - PBC School of Finance and Brigham Young University - Department of Finance
Downloads 196 (159,718)

Abstract:

Loading...

trading behavior, disposition effect, mutual fund, cross-sectional return predictability

6.

Wealth Redistribution in Bubbles and Crashes

Number of pages: 66 Posted: 19 Jun 2019 Last Revised: 26 Dec 2019
Li An, Jiangze Bian, Dong Lou and Donghui Shi
Tsinghua University - PBC School of Finance, University of International Business and Economics (UIBE), London School of Economics & Political Science (LSE) and Shanghai Stock Exchange
Downloads 57 (377,124)
Citation 1

Abstract:

Loading...

bubbles and crashes, wealth inequality, market participation, social impact

7.

Overselling Winners and Losers: How Mutual Funds Trading Affects Asset Prices

PBCSF-NIFR Research Paper No. 14-07
Number of pages: 46 Posted: 09 Dec 2014
Li An and Bronson Argyle
Tsinghua University - PBC School of Finance and Brigham Young University - Department of Finance
Downloads 19 (544,176)
Citation 1

Abstract:

Loading...

trading behavior, disposition effect, mutual fund, cross-sectional return predictability

8.

Lottery-Related Anomalies: The Roles of Reference-Dependent Preferences

Number of pages: 51 Posted: 29 Jul 2015 Last Revised: 13 Feb 2019
Li An, Huijun Wang, Jian Wang and Jianfeng Yu
Tsinghua University - PBC School of Finance, University of Melbourne, The Chinese University of Hong Kong, Shenzhen and Tsinghua University - PBC School of Finance
Downloads 18 (550,240)

Abstract:

Loading...

prospect theory, lottery, reference point, skewness, default, failure probability, capital gains overhang