Yan Luo

Fudan University - School of Management

Professor

No. 670, Guoshun Road

No.670 Guoshun Road

Shanghai, 200433

China

  • Fudan University - School of Management

SCHOLARLY PAPERS

13

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SSRN CITATIONS
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SSRN RANKINGS

Top 22,247

in Total Papers Citations

37

CROSSREF CITATIONS

7

Scholarly Papers (13)

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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 - School of Management and University of Macau
Downloads 546 (77,278)
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 - School of Management
Downloads 511 (83,908)
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 - School of Management and University of Macau
Downloads 473 (92,218)
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 - School of Management and University of Macau
Downloads 452 (97,176)
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 - School of Management, York University and Independent
Downloads 366 (123,956)
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 - School of Management and University of Macau
Downloads 312 (147,249)
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 - School of Management and University of Macau
Downloads 192 (236,505)
Citation 5

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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)

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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

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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

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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
Alex Imas, Tse-Chun Lin, Yan Luo and Xiaohuan Wang
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)

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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
Shiyang Huang, Tse-Chun Lin, Yan Luo and Ningyu Zhou
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)

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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

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air pollution; IPO; corporate social responsibility; Chinese firms