Yan Luo

Fudan University - School of Management

Professor

No. 670, Guoshun Road

No.670 Guoshun Road

Shanghai, 200433

China

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 22,856

SSRN RANKINGS

Top 22,856

in Total Papers Downloads

3,439

SSRN CITATIONS
Rank 22,247

SSRN RANKINGS

Top 22,247

in Total Papers Citations

37

CROSSREF CITATIONS

7

Scholarly Papers (13)

1.

Investor Overconfidence and the Increase in Idiosyncratic Risk

Number of pages: 41 Posted: 28 Feb 2008 Last Revised: 01 Nov 2012
Eric C. Chang, Yan Luo and Jinjuan Ren
University of Hong Kong - School of Business, Fudan University - School of Management and University of Macau
Downloads 546 (77,278)
Citation 2

Abstract:

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Overconfidence, Idiosyncratic Risk

2.

R-Squared, Noise, and Stock Returns

Number of pages: 47 Posted: 17 Mar 2010
Eric C. Chang and Yan Luo
University of Hong Kong - School of Business and Fudan University - School of Management
Downloads 511 (83,908)
Citation 5

Abstract:

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3.

Short-Selling, Margin-Trading, and Price Efficiency: Evidence from the Chinese Market

25th Australasian Finance and Banking Conference 2012
Number of pages: 48 Posted: 25 Aug 2012 Last Revised: 24 Aug 2013
Eric C. Chang, Yan Luo and Jinjuan Ren
University of Hong Kong - School of Business, Fudan University - School of Management and University of Macau
Downloads 473 (92,218)
Citation 24

Abstract:

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Short selling, margin trading, stabilization

4.

Short Sale, Margin Purchase, and Stock Price Crash Risk

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 52 Posted: 02 Feb 2016
Yan Luo and Jinjuan Ren
Fudan University - School of Management and University of Macau
Downloads 452 (97,176)
Citation 1

Abstract:

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crash risk, short sale, margin purchase, Chinese market

5.

Accounting-Based Downside Risk, Cost of Capital, and the Macroeconomy

Review of Accounting Studies, Forthcoming
Number of pages: 54 Posted: 30 Jul 2015 Last Revised: 06 Nov 2015
University of California, Berkeley - Haas School of Business, Fudan University - School of Management, York University and Independent
Downloads 366 (123,956)
Citation 2

Abstract:

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Accounting performance; earnings downside risk; cost of capital; financial statement analysis; macroeconomy

6.

Ex-Day Returns of Stock Distributions: An Anchoring Explanation

Management Science, Forthcoming.
Number of pages: 47 Posted: 11 Oct 2014 Last Revised: 09 Apr 2017
University of Hong Kong - School of Business, The University of Hong Kong - Faculty of Business and Economics, Fudan University - School of Management and University of Macau
Downloads 312 (147,249)
Citation 3

Abstract:

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anchoring; ex-day return; splits; stock dividends

7.

Pricing Deviation, Misvaluation Comovement, and Macroeconomic Conditions

25th Australasian Finance and Banking Conference 2012
Number of pages: 55 Posted: 25 Aug 2012
Eric C. Chang, Yan Luo and Jinjuan Ren
University of Hong Kong - School of Business, Fudan University - School of Management and University of Macau
Downloads 192 (236,505)
Citation 5

Abstract:

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Misvaluation, comovement, factor models, market efficiency, macroeconomic conditions

8.

Investor Psychology and Misvaluation Comovement

Number of pages: 53 Posted: 26 Mar 2009
Eric C. Chang and Yan Luo
University of Hong Kong - School of Business and Fudan University - School of Management
Downloads 186 (243,306)

Abstract:

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Misvaluation Comovement, Investor Overreaction

9.

Cross-Listing and Pricing Efficiency: The Informational and Anchoring Role Played by the Reference Price

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 46 Posted: 25 Aug 2011 Last Revised: 18 Feb 2013
Eric C. Chang, Yan Luo and Jinjuan Ren
University of Hong Kong - School of Business, Fudan University - School of Management and University of Macau
Downloads 182 (247,952)
Citation 4

Abstract:

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cross-listing, segmented market, anchoring, IPO underpricing

10.

Corporate Disclosure Quality and Institutional Investors' Holdings During Market Downturns

Journal of Corporate Finance, Forthcoming
Number of pages: 50 Posted: 05 Oct 2018 Last Revised: 08 Jan 2021
Hua Cheng, Dayong Huang and Yan Luo
University of Texas at Austin, University of North Carolina (UNC) at Greensboro - Bryan School of Business & Economics and Fudan University - School of Management
Downloads 106 (377,798)
Citation 1

Abstract:

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11.

In Victory or Defeat: Consumption Responses to Wealth Shocks

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2022-141
Number of pages: 53 Posted: 20 Oct 2022
University of Chicago - Booth School of Business, The University of Hong Kong - Faculty of Business and Economics, Fudan University - School of Management and Shanghai National Accounting Institute
Downloads 68 (493,846)

Abstract:

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Wealth shocks, Consumption responses, Behavioral finance, Individual investors, Financial retail therapy, Digital payment data

12.

Information Cherry-Picking: When Confirmation Bias Met Anchoring Bias

Number of pages: 59 Posted: 04 Dec 2022
The University of Hong Kong - Faculty of Business and Economics, The University of Hong Kong - Faculty of Business and Economics, Fudan University - School of Management and Fudan University - School of Management
Downloads 45 (596,820)

Abstract:

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EDGAR implementation, Confirmation bias, Anchoring bias, 52-week highs, Information cherry-picking, Information uncertainty

13.

Initial Public Offerings and Air Pollution: Evidence from China

Journal of Asia Business Studies, Vol. 9 Iss: 1, pp.99 - 114
Posted: 11 Oct 2014 Last Revised: 26 Feb 2015
Yan Luo, Xiaolin Qian and Jinjuan Ren
Fudan University - School of Management, Eastspring Investment and University of Macau

Abstract:

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air pollution; IPO; corporate social responsibility; Chinese firms