Yan Luo

Fudan University

Assistant Professor

No. 670, Guoshun Road

No.670 Guoshun Road

Shanghai, 200433

China

SCHOLARLY PAPERS

11

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SSRN CITATIONS
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SSRN RANKINGS

Top 22,474

in Total Papers Citations

37

CROSSREF CITATIONS

7

Scholarly Papers (11)

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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 and University of Macau
Downloads 523 (70,000)
Citation 2

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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
Downloads 472 (79,255)
Citation 5

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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 and University of Macau
Downloads 453 (83,561)
Citation 24

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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 and University of Macau
Downloads 426 (89,537)
Citation 1

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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
Yaniv Konchitchki, Yan Luo, Mary L. Z. Ma and Feng Wu
University of California, Berkeley - Haas School of Business, Fudan University, York University and Independent
Downloads 355 (110,218)
Citation 2

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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
Eric C. Chang, Tse-Chun Lin, Yan Luo and Jinjuan Ren
University of Hong Kong - School of Business, The University of Hong Kong - Faculty of Business and Economics, Fudan University and University of Macau
Downloads 281 (141,663)
Citation 3

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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 and University of Macau
Downloads 180 (216,280)
Citation 5

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

8.

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 and University of Macau
Downloads 171 (225,956)
Citation 4

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cross-listing, segmented market, anchoring, IPO underpricing

9.

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
Downloads 169 (228,201)

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Misvaluation Comovement, Investor Overreaction

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
Nankai University - School of Finance, University of North Carolina (UNC) at Greensboro - Bryan School of Business & Economics and Fudan University
Downloads 82 (383,708)
Citation 1

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11.

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, Eastspring Investment and University of Macau

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air pollution; IPO; corporate social responsibility; Chinese firms