Li An

Tsinghua University - PBC School of Finance

No. 43, Chengdu Road

Haidian District

Beijing 100083

China

SCHOLARLY PAPERS

8

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Scholarly Papers (8)

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
Tsinghua University - PBC School of Finance, University of Melbourne, Dallas Fed and Tsinghua University - PBC School of Finance
Downloads 568 (45,666)

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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
Tsinghua University - PBC School of Finance, University of Melbourne, The Chinese University of Hong Kong, Shenzhen and Tsinghua University - PBC School of Finance
Downloads 90 (281,353)

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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 588 (44,260)

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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
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 263 (113,959)

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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
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 188 (158,023)

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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 180 (164,333)

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

6.

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 14 (547,257)

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

7.

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

Number of pages: 51 Posted: 29 Jul 2015 Last Revised: 13 Feb 2019
Tsinghua University - PBC School of Finance, University of Melbourne, The Chinese University of Hong Kong, Shenzhen and Tsinghua University - PBC School of Finance
Downloads 13 (553,183)

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

8.

Wealth Redistribution in Bubbles and Crashes

Number of pages: 58 Posted: 19 Jun 2019
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 3 (616,980)

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bubbles and crashes, wealth inequality, real effects, social impact