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 0 199 0 1 8 587
Contracting with Feedback 0 0 0 15 6 8 20 130
Do Superstitious Traders Lose Money? 0 0 1 20 6 13 25 96
Total Working Papers 0 0 1 234 12 22 53 813

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 1 3 7 135 1 8 36 453
Attention allocation and return co-movement: Evidence from repeated natural experiments 0 0 1 30 3 6 20 184
Behavioral bias, distorted stock prices, and stock splits 0 0 3 11 3 5 24 46
Cognitive Limitation and Investment Performance: Evidence from Limit Order Clustering 0 0 0 23 5 7 20 135
Contractual Managerial Incentives with Stock Price Feedback 0 0 0 80 1 4 12 337
Do Individual Investors Treat Trading as a Fun and Exciting Gambling Activity? Evidence from Repeated Natural Experiments 3 5 5 44 6 20 34 191
Do short sellers exploit risky business models of banks? Evidence from two banking crises 0 0 0 3 1 2 9 42
Does better liquidity for large orders attract institutional investors and analysts? Evidence from the Tick Size Pilot Program 0 0 0 1 2 3 15 23
Does short-selling threat discipline managers in mergers and acquisitions decisions? 0 0 0 37 2 5 17 181
Dynamic short‐sale constraints, price limits, and price dynamics 0 0 0 6 0 4 9 67
Earnings management and post-split drift 0 0 0 10 5 9 16 65
Ex-Day Returns of Stock Distributions: An Anchoring Explanation 0 0 0 17 6 6 14 62
Foreign bank entry deregulation and stock market stability: Evidence from staggered regulatory changes 0 0 1 7 5 5 21 46
Gender differences in reward-based crowdfunding 0 0 0 9 3 3 14 43
Governance through trading on acquisitions of public firms 0 0 0 6 1 1 7 43
How Do Short-Sale Costs Affect Put Options Trading? Evidence from Separating Hedging and Speculative Shorting Demands 0 0 2 17 2 6 18 77
How the 52-Week High and Low Affect Option-Implied Volatilities and Stock Return Moments 0 1 2 24 1 2 11 137
Informational Content of Options Trading on Acquirer Announcement Return 0 0 1 27 1 3 8 81
Lottery jackpot winnings and retail trading in the neighborhood 0 0 0 0 7 13 25 31
Momentum in machine learning: Evidence from the Taiwan stock market 1 3 10 21 11 24 55 77
Overconfident individual day traders: Evidence from the Taiwan futures market 0 0 1 22 13 31 55 199
Psychological barrier and cross-firm return predictability 0 0 1 17 0 3 10 65
Regional social capital and moral hazard in crowdfunding 0 0 1 5 1 2 16 36
Risk-Neutral Skewness, Informed Trading, and the Cross Section of Stock Returns 0 0 2 37 2 3 12 83
Risk-taking of bank CEOs and corporate innovation 0 0 1 9 3 5 17 57
Salient anchor and analyst recommendation downgrade 0 0 0 3 0 2 11 38
Skewness, Individual Investor Preference, and the Cross-section of Stock Returns 0 0 3 4 7 19 32 37
Social trust distance in mergers and acquisitions 0 0 1 3 4 5 16 38
The role of options markets in corporate social responsibility 0 0 0 8 2 3 15 40
The round number heuristic and entrepreneur crowdfunding performance 0 0 0 4 0 3 9 39
What do stock price levels tell us about the firms? 0 0 0 15 0 1 11 85
Why do options prices predict stock returns? Evidence from analyst tipping 0 0 2 46 3 7 29 229
Why does the option to stock volume ratio predict stock returns? 1 4 7 68 7 26 53 277
Wisdom of crowds before the 2007–2009 global financial crisis 0 1 1 5 1 3 10 43
Total Journal Articles 6 17 52 754 109 249 681 3,587

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Statistics updated 2026-05-06