Li An

Tsinghua University - PBC School of Finance

No. 43, Chengdu Road

Haidian District

Beijing 100083

China

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 16,819

SSRN RANKINGS

Top 16,819

in Total Papers Downloads

4,225

SSRN CITATIONS
Rank 20,567

SSRN RANKINGS

Top 20,567

in Total Papers Citations

26

CROSSREF CITATIONS

23

Scholarly Papers (9)

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, Auburn University, The Chinese University of Hong Kong, Shenzhen and Tsinghua University - PBC School of Finance
Downloads 881 (37,337)
Citation 16

Abstract:

Loading...

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

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

Number of pages: 52 Posted: 28 Jan 2016
Tsinghua University - PBC School of Finance, Auburn University, The Chinese University of Hong Kong, Shenzhen and Tsinghua University - PBC School of Finance
Downloads 96 (370,492)
Citation 4

Abstract:

Loading...

2.

The Portfolio-Driven Disposition Effect

PBCSF-NIFR Research Paper
Number of pages: 60 Posted: 06 Mar 2018 Last Revised: 06 Jun 2022
Tsinghua University - PBC School of Finance, University of California, San Diego (UCSD) - Rady School of Management, University of Mississippi - School of Business Administration, University of Florida - Department of Finance, Insurance and Real Estate and University of South Florida
Downloads 851 (39,829)
Citation 5

Abstract:

Loading...

Disposition Effect, Realization Utility

3.

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 728 (49,028)
Citation 9

Abstract:

Loading...

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

4.

Wealth Redistribution in Bubbles and Crashes

Journal of Monetary Economics, Vol. 126, 2022, PBCSF-NIFR Research Paper
Number of pages: 45 Posted: 19 Jun 2019 Last Revised: 26 Feb 2022
Li An, Dong Lou and Donghui Shi
Tsinghua University - PBC School of Finance, London School of Economics & Political Science (LSE) and Shanghai Stock Exchange
Downloads 570 (67,241)
Citation 7

Abstract:

Loading...

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

5.

Overselling Winners and Losers: How Mutual Fund Managers' Trading Behavior Affects Asset Prices

Journal of Financial Markets, Forthcoming
Number of pages: 54 Posted: 09 Dec 2014 Last Revised: 24 Jun 2020
Li An and Bronson Argyle
Tsinghua University - PBC School of Finance and Brigham Young University - Department of Finance
Downloads 332 (126,551)

Abstract:

Loading...

mutual funds, disposition e ect, price pressure, cross-sectional return pre- dictability

6.

Attention Spillover in Asset Pricing

Number of pages: 49 Posted: 04 Dec 2020 Last Revised: 20 Feb 2021
Shenzhen University - Shenzhen Audencia Business School, Tsinghua University - PBC School of Finance, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance
Downloads 322 (130,678)

Abstract:

Loading...

limited attention, overconfidence, attention spillover, price impact, return predictability

7.

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 University - Columbia Business School, Economics, Columbia University, Tsinghua University - PBC School of Finance and Sciences Po, S&P
Downloads 251 (168,673)

Abstract:

Loading...

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

8.

An Anatomy of Long-Short Equity Funds

Number of pages: 63 Posted: 29 Mar 2021 Last Revised: 26 Feb 2022
Tsinghua University - PBC School of Finance, The University of Hong Kong - Faculty of Business and Economics, London School of Economics & Political Science (LSE) and London School of Economics & Political Science (LSE)
Downloads 158 (257,125)

Abstract:

Loading...

Long-Short Equity Mutual Funds, Cash Holdings, Portfolio Beta, Fund Performance, Flow-Performance Relations

9.

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, Auburn University, The Chinese University of Hong Kong, Shenzhen and Tsinghua University - PBC School of Finance
Downloads 36 (586,949)

Abstract:

Loading...

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