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

9

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28

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23

Scholarly Papers (9)

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1.

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

Downloads 912 ( 32,106)
Citation 15

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, Auburn University, The Chinese University of Hong Kong, Shenzhen and Tsinghua University - PBC School of Finance
Downloads 817 (36,799)
Citation 16

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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, Auburn University, The Chinese University of Hong Kong, Shenzhen and Tsinghua University - PBC School of Finance
Downloads 95 (339,983)
Citation 4

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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 687 (47,211)
Citation 9

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

3.

The Portfolio-Driven Disposition Effect

PBCSF-NIFR Research Paper
Number of pages: 66 Posted: 06 Mar 2018 Last Revised: 29 Oct 2020
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 Mississippi - School of Business Administration, University of Florida - Department of Finance, Insurance and Real Estate and University of South Florida
Downloads 636 (52,261)
Citation 5

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Disposition Effect, Realization Utility

4.

Wealth Redistribution in Bubbles and Crashes

PBCSF-NIFR Research Paper
Number of pages: 61 Posted: 19 Jun 2019 Last Revised: 29 Oct 2020
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 449 (80,626)
Citation 6

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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 285 (134,051)
Citation 1

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

6.

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 227 (168,013)

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

7.

Attention Spillover in Asset Pricing

Number of pages: 49 Posted: 04 Dec 2020 Last Revised: 20 Feb 2021
Xin Chen, Li An, Zhengwei Wang and Jianfeng Yu
Southwestern University of Finance and Economics (SWUFE) - School of Finance, Tsinghua University - PBC School of Finance, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance
Downloads 203 (186,598)

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

8.

Why Don’t Most Mutual Funds Short Sell?

Number of pages: 47 Posted: 29 Mar 2021
Li An, Shiyang Huang, Dong Lou and Jiahong Shi
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 92 (344,230)

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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
Li An, Huijun Wang, Jian Wang and Jianfeng Yu
Tsinghua University - PBC School of Finance, Auburn University, The Chinese University of Hong Kong, Shenzhen and Tsinghua University - PBC School of Finance
Downloads 29 (577,343)

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