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 1 199 1 1 5 581
Contracting with Feedback 0 0 1 15 2 3 7 115
Do Superstitious Traders Lose Money? 0 0 2 20 1 1 6 74
Total Working Papers 0 0 4 234 4 5 18 770

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 1 9 131 3 5 18 426
Attention allocation and return co-movement: Evidence from repeated natural experiments 0 0 2 30 2 4 8 170
Behavioral bias, distorted stock prices, and stock splits 0 1 5 11 2 4 22 32
Cognitive Limitation and Investment Performance: Evidence from Limit Order Clustering 0 0 0 23 4 6 9 123
Contractual Managerial Incentives with Stock Price Feedback 0 0 1 80 3 3 10 331
Do Individual Investors Treat Trading as a Fun and Exciting Gambling Activity? Evidence from Repeated Natural Experiments 0 0 5 39 2 4 20 164
Do short sellers exploit risky business models of banks? Evidence from two banking crises 0 0 0 3 1 3 6 37
Does better liquidity for large orders attract institutional investors and analysts? Evidence from the Tick Size Pilot Program 0 0 0 1 1 5 6 13
Does short-selling threat discipline managers in mergers and acquisitions decisions? 0 0 0 37 2 4 11 172
Dynamic short‐sale constraints, price limits, and price dynamics 0 0 0 6 1 3 3 61
Earnings management and post-split drift 0 0 0 10 1 1 3 51
Ex-Day Returns of Stock Distributions: An Anchoring Explanation 0 0 0 17 2 3 6 53
Foreign bank entry deregulation and stock market stability: Evidence from staggered regulatory changes 0 0 0 6 4 10 18 37
Gender differences in reward-based crowdfunding 0 0 0 9 0 4 8 36
Governance through trading on acquisitions of public firms 0 0 1 6 0 0 1 36
How Do Short-Sale Costs Affect Put Options Trading? Evidence from Separating Hedging and Speculative Shorting Demands 1 2 2 17 4 5 9 66
How the 52-Week High and Low Affect Option-Implied Volatilities and Stock Return Moments 0 1 1 23 1 3 5 131
Informational Content of Options Trading on Acquirer Announcement Return 1 1 2 27 1 2 5 76
Lottery jackpot winnings and retail trading in the neighborhood 0 0 0 0 1 3 10 13
Momentum in machine learning: Evidence from the Taiwan stock market 1 5 6 17 4 13 23 42
Overconfident individual day traders: Evidence from the Taiwan futures market 0 0 1 21 2 7 14 154
Psychological barrier and cross-firm return predictability 0 0 1 17 1 2 4 58
Regional social capital and moral hazard in crowdfunding 0 0 2 5 3 5 12 29
Risk-Neutral Skewness, Informed Trading, and the Cross Section of Stock Returns 0 2 4 37 2 5 11 78
Risk-taking of bank CEOs and corporate innovation 0 0 1 8 2 5 12 47
Salient anchor and analyst recommendation downgrade 0 0 0 3 2 4 7 32
Skewness, Individual Investor Preference, and the Cross-section of Stock Returns 2 3 3 4 3 5 8 11
Social trust distance in mergers and acquisitions 1 1 2 3 2 2 5 25
The role of options markets in corporate social responsibility 0 0 3 8 1 5 14 33
The round number heuristic and entrepreneur crowdfunding performance 0 0 1 4 1 3 5 33
What do stock price levels tell us about the firms? 0 0 0 15 3 4 5 79
Why do options prices predict stock returns? Evidence from analyst tipping 0 0 0 44 1 5 9 207
Why does the option to stock volume ratio predict stock returns? 2 3 7 64 8 9 23 241
Wisdom of crowds before the 2007–2009 global financial crisis 0 0 0 4 0 2 4 35
Total Journal Articles 9 20 59 730 70 148 334 3,132

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Statistics updated 2025-12-06