Access Statistics for Tse-Chun Lin

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Method to Estimate Risk and Return of Non-Traded Assets from Cash Flows: The Case of Private Equity Funds 0 0 1 198 0 1 4 577
Contracting with Feedback 0 0 0 14 1 1 1 109
Do Superstitious Traders Lose Money? 0 1 2 19 0 2 6 70
Total Working Papers 0 1 3 231 1 4 11 756

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Method to Estimate Risk and Return of Nontraded Assets from Cash Flows: The Case of Private Equity Funds 0 3 7 125 0 4 17 412
Attention allocation and return co-movement: Evidence from repeated natural experiments 1 1 3 29 1 1 9 163
Behavioral bias, distorted stock prices, and stock splits 1 1 5 7 6 9 16 19
Cognitive Limitation and Investment Performance: Evidence from Limit Order Clustering 0 0 0 23 1 1 5 115
Contractual Managerial Incentives with Stock Price Feedback 0 0 2 79 0 1 7 322
Do Individual Investors Treat Trading as a Fun and Exciting Gambling Activity? Evidence from Repeated Natural Experiments 0 2 8 36 3 7 35 151
Do short sellers exploit risky business models of banks? Evidence from two banking crises 0 0 0 3 0 1 2 32
Does better liquidity for large orders attract institutional investors and analysts? Evidence from the Tick Size Pilot Program 0 0 1 1 1 1 8 8
Does short-selling threat discipline managers in mergers and acquisitions decisions? 0 0 2 37 0 0 6 161
Dynamic short‐sale constraints, price limits, and price dynamics 0 0 0 6 0 0 0 58
Earnings management and post-split drift 0 0 1 10 0 0 1 48
Ex-Day Returns of Stock Distributions: An Anchoring Explanation 0 0 1 17 0 0 2 47
Foreign bank entry deregulation and stock market stability: Evidence from staggered regulatory changes 0 0 1 6 0 4 11 23
Gender differences in reward-based crowdfunding 0 0 4 9 0 1 15 29
Governance through trading on acquisitions of public firms 0 0 1 5 0 0 3 35
How Do Short-Sale Costs Affect Put Options Trading? Evidence from Separating Hedging and Speculative Shorting Demands 0 0 0 15 1 2 2 59
How the 52-Week High and Low Affect Option-Implied Volatilities and Stock Return Moments 0 0 1 22 0 0 3 126
Informational Content of Options Trading on Acquirer Announcement Return 0 1 3 26 0 2 6 73
Lottery jackpot winnings and retail trading in the neighborhood 0 0 0 0 2 2 5 5
Momentum in machine learning: Evidence from the Taiwan stock market 0 0 8 11 0 2 16 21
Overconfident individual day traders: Evidence from the Taiwan futures market 0 0 2 20 3 3 16 143
Psychological barrier and cross-firm return predictability 0 0 1 16 0 1 5 55
Regional social capital and moral hazard in crowdfunding 0 0 0 3 0 1 4 18
Risk-Neutral Skewness, Informed Trading, and the Cross Section of Stock Returns 0 1 1 34 1 3 6 70
Risk-taking of bank CEOs and corporate innovation 1 1 2 8 1 4 8 39
Salient anchor and analyst recommendation downgrade 0 0 0 3 0 2 6 27
Skewness, Individual Investor Preference, and the Cross-section of Stock Returns 0 0 1 1 1 1 3 4
Social trust distance in mergers and acquisitions 0 0 1 1 0 1 7 21
The role of options markets in corporate social responsibility 0 2 7 7 0 5 24 24
The round number heuristic and entrepreneur crowdfunding performance 1 1 2 4 1 1 5 29
What do stock price levels tell us about the firms? 0 0 2 15 0 0 5 74
Why do options prices predict stock returns? Evidence from analyst tipping 0 0 3 44 0 0 12 198
Why does the option to stock volume ratio predict stock returns? 0 1 5 58 1 2 15 220
Wisdom of crowds before the 2007–2009 global financial crisis 0 0 1 4 1 1 3 32
Total Journal Articles 4 14 76 685 24 63 288 2,861

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03