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

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CITATIONS
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13

Scholarly Papers (8)

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1.

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

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Citation 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
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 588 (44,122)
Citation 8

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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
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 90 (284,226)

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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 592 (44,344)

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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
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 280 (107,810)
Citation 2

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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
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 191 (157,352)

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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 181 (165,239)

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

6.

Wealth Redistribution in Bubbles and Crashes

Number of pages: 58 Posted: 19 Jun 2019 Last Revised: 01 Jul 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 25 (490,229)

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

7.

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 15 (553,869)

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

8.

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 15 (547,805)
Citation 1

Abstract:

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