Li An

Tsinghua University - PBC School of Finance

No. 43, Chengdu Road

Haidian District

Beijing 100083

China

SCHOLARLY PAPERS

10

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7,217

SSRN CITATIONS
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SSRN RANKINGS

Top 10,134

in Total Papers Citations

147

CROSSREF CITATIONS

15

Scholarly Papers (10)

1.

The Portfolio-Driven Disposition Effect

PBCSF-NIFR Research Paper, Journal of Finance forthcoming
Number of pages: 78 Posted: 06 Mar 2018 Last Revised: 19 Jan 2024
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 1,599 (21,748)
Citation 5

Abstract:

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Disposition Effect, Realization Utility

2.

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
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 1,251 (31,308)
Citation 13

Abstract:

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

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 1,064 (39,021)
Citation 17

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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
Tsinghua University - PBC School of Finance, Auburn University, The Chinese University of Hong Kong, Shenzhen and Tsinghua University - PBC School of Finance
Downloads 107 (470,076)
Citation 4

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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 952 (46,219)
Citation 10

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

5.

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 900 (49,962)
Citation 25

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

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 434 (126,109)
Citation 5

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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
Committee on Global Thought, Columbia University, Imperial College London, Columbia University, Tsinghua University - PBC School of Finance and Sciences Po, S&P
Downloads 344 (163,700)

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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 309 (183,409)

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

9.

Extrapolative Beliefs and Financial Decisions: Causal Evidence from Renewable Energy Financing

Number of pages: 41 Posted: 11 Oct 2021 Last Revised: 31 Mar 2024
Li An, Yinghao Pan and Yu Qin
Tsinghua University - PBC School of Finance, Renmin University of China and National University of Singapore (NUS) - Department of Real Estate
Downloads 161 (340,383)

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extrapolative beliefs, household debt, default, renewable energy

10.

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 96 (503,260)
Citation 1

Abstract:

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