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

DOWNLOADS
Rank 13,514

SSRN RANKINGS

Top 13,514

in Total Papers Downloads

6,370

SSRN CITATIONS
Rank 11,566

SSRN RANKINGS

Top 11,566

in Total Papers Citations

112

CROSSREF CITATIONS

15

Scholarly Papers (9)

Actions:
Email selected abstracts
1.

The Portfolio-Driven Disposition Effect

PBCSF-NIFR Research Paper, Journal of Finance forthcoming
Number of pages: 78 Posted: 06 Mar 2018 Last Revised: 21 Nov 2023
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 Tennessee, Knoxville - Haslam College of Business, University of Florida - Department of Finance, Insurance and Real Estate and University of South Florida
Downloads 1,380 (24,972)
Citation 5

Abstract:

Loading...

Disposition Effect, Realization Utility

2.

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

Downloads 1,139 (33,031)
Citation 42

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 1,033 (37,388)
Citation 15

Abstract:

Loading...

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 106 (435,193)
Citation 4

Abstract:

Loading...

3.

Attention Spillover in Asset Pricing

Chen, Xin, Li An, Zhengwei Wang, and Jianfeng Yu, “Attention Spillover in Asset Pricing”, Journal of Finance, Forthcoming.
Number of pages: 89 Posted: 04 Dec 2020 Last Revised: 17 Jan 2023
Xin Chen, Li An, Zhengwei Wang and Jianfeng Yu
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 1,088 (35,209)
Citation 3

Abstract:

Loading...

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

4.

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 868 (48,342)
Citation 19

Abstract:

Loading...

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

5.

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 824 (51,971)
Citation 10

Abstract:

Loading...

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

6.

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 413 (123,353)
Citation 4

Abstract:

Loading...

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

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
Rachel Harvey, Patrick Bolton, Laurence H. Wilse-Samson, Li An and Frédéric Samama
Committee on Global Thought, Columbia University, Imperial College London, Columbia University, Tsinghua University - PBC School of Finance and Sciences Po, S&P
Downloads 311 (168,347)

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
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 268 (196,218)

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
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 79 (522,120)
Citation 1

Abstract:

Loading...

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