No. 43, Chengdu Road
Haidian District
Beijing 100083
China
Tsinghua University - PBC School of Finance
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Disposition Effect, Realization Utility
limited attention, overconfidence, attention spillover, price impact, return predictability
bubbles and crashes, wealth inequality, market participation, social impact
prospect theory, lottery, reference point, skewness, default, failure probability, capital gains overhang
disposition effect, momentum strategy, trading behavior, cross-sectional return predictability
mutual funds, disposition eect, price pressure, cross-sectional return pre- dictability
Long-Short Equity Mutual Funds, Cash Holdings, Portfolio Beta, Fund Performance, Flow-Performance Relations
Co-investing, Investment Regulation, Pension Fund, Public Goods, Short-Termism, Sovereign Wealth Funds
extrapolative beliefs, household debt, default, renewable energy
Mutual Funds, Intra-quarter Trading, Novel Method, ESG, Window Dressing