Melissa Lin

Erasmus University Rotterdam

Assistant Professor

Burgemeester Oudlaan 50

3000 DR Rotterdam, Zuid-Holland 3062PA

Netherlands

Tinbergen Institute

Assistant Professor

Burg. Oudlaan 50

Rotterdam, 3062 PA

Netherlands

SCHOLARLY PAPERS

3

DOWNLOADS

580

CITATIONS

1

Scholarly Papers (3)

Mutual Funds and Information Diffusion: The Role of Country-Level Governance

Tinbergen Institute Discussion Paper 14-079/IV/DSF76, Review of Financial Studies 2014, issue 27: page 3343-3387
Number of pages: 55 Posted: 04 Jul 2014 Last Revised: 26 Oct 2014
Melissa Lin, Massimo Massa and Hong Zhang
Erasmus University Rotterdam, INSEAD - Finance and Tsinghua University - PBC School of Finance
Downloads 168 (175,434)
Citation 3

Abstract:

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Mutual Funds, Information Diffusion, Country-Level Governance, Semi-public Information, Liquidity

Mutual Funds and Information Diffusion: The Role of Country-Level Governance

Forthcoming, The Review of Financial Studies
Number of pages: 53 Posted: 19 Aug 2011 Last Revised: 12 Sep 2014
Melissa Lin, Massimo Massa and Hong Zhang
Erasmus University Rotterdam, INSEAD - Finance and Tsinghua University - PBC School of Finance
Downloads 87 (288,440)

Abstract:

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governance, semi-public information, mutual funds, liquidity

2.

Inattention as a Limit to Arbitrage: Evidence from School Holidays

Number of pages: 40 Posted: 19 Nov 2014 Last Revised: 22 Sep 2016
Lily H. Fang, Melissa Lin and Yuping Shao
INSEAD - Finance, Erasmus University Rotterdam and National University of Singapore (NUS)
Downloads 176 (168,254)

Abstract:

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anomaly; seasonality; investor inattention; volume; short selling; stock returns

3.

Forecasting Crashes: Correlated Fund Flows and the Skewness in Stock Returns

Number of pages: 38 Posted: 18 Oct 2014
Xun Gong, Melissa Lin and Remco C. J. Zwinkels
Tinbergen Institute, Erasmus University Rotterdam and Vrije Universiteit Amsterdam
Downloads 149 (193,981)

Abstract:

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skewness, mutual funds, capital flow