Yan Luo

Fudan University

Assistant Professor

No. 670, Guoshun Road

No.670 Guoshun Road

Shanghai, 200433

China

SCHOLARLY PAPERS

11

DOWNLOADS
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Top 17,740

in Total Papers Downloads

2,672

CITATIONS
Rank 27,730

SSRN RANKINGS

Top 27,730

in Total Papers Citations

21

Scholarly Papers (11)

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 488 (56,692)
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
Downloads 397 (72,905)
Citation 2

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 and University of Macau
Downloads 379 (76,884)
Citation 3

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 and University of Macau
Downloads 366 (80,151)
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, York University and Independent
Downloads 330 (90,217)

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 and University of Macau
Downloads 214 (141,527)
Citation 2

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 and University of Macau
Downloads 172 (172,888)
Citation 2

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
Downloads 165 (179,211)

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 and University of Macau
Downloads 161 (182,954)

Abstract:

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cross-listing, segmented market, anchoring, IPO underpricing

10.

Corporate Disclosure Quality and Institutional Investors' Holdings During Market Downturns

Posted: 05 Oct 2018 Last Revised: 14 Oct 2018
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

Abstract:

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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

Abstract:

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air pollution; IPO; corporate social responsibility; Chinese firms