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 3 4 7 584
Contracting with Feedback 0 0 1 15 2 5 9 117
Do Superstitious Traders Lose Money? 0 0 1 20 2 3 7 76
Total Working Papers 0 0 3 234 7 12 23 777

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 1 6 131 4 9 18 430
Attention allocation and return co-movement: Evidence from repeated natural experiments 0 0 2 30 3 6 11 173
Behavioral bias, distorted stock prices, and stock splits 0 1 5 11 1 5 20 33
Cognitive Limitation and Investment Performance: Evidence from Limit Order Clustering 0 0 0 23 0 5 9 123
Contractual Managerial Incentives with Stock Price Feedback 0 0 1 80 1 4 11 332
Do Individual Investors Treat Trading as a Fun and Exciting Gambling Activity? Evidence from Repeated Natural Experiments 0 0 4 39 6 9 24 170
Do short sellers exploit risky business models of banks? Evidence from two banking crises 0 0 0 3 1 4 7 38
Does better liquidity for large orders attract institutional investors and analysts? Evidence from the Tick Size Pilot Program 0 0 0 1 4 8 10 17
Does short-selling threat discipline managers in mergers and acquisitions decisions? 0 0 0 37 1 5 12 173
Dynamic short‐sale constraints, price limits, and price dynamics 0 0 0 6 2 5 5 63
Earnings management and post-split drift 0 0 0 10 0 1 3 51
Ex-Day Returns of Stock Distributions: An Anchoring Explanation 0 0 0 17 1 3 7 54
Foreign bank entry deregulation and stock market stability: Evidence from staggered regulatory changes 1 1 1 7 2 12 17 39
Gender differences in reward-based crowdfunding 0 0 0 9 1 3 9 37
Governance through trading on acquisitions of public firms 0 0 1 6 1 1 2 37
How Do Short-Sale Costs Affect Put Options Trading? Evidence from Separating Hedging and Speculative Shorting Demands 0 1 2 17 5 9 14 71
How the 52-Week High and Low Affect Option-Implied Volatilities and Stock Return Moments 0 0 1 23 1 3 6 132
Informational Content of Options Trading on Acquirer Announcement Return 0 1 1 27 1 3 4 77
Lottery jackpot winnings and retail trading in the neighborhood 0 0 0 0 1 4 11 14
Momentum in machine learning: Evidence from the Taiwan stock market 0 3 6 17 2 10 23 44
Overconfident individual day traders: Evidence from the Taiwan futures market 1 1 2 22 2 7 16 156
Psychological barrier and cross-firm return predictability 0 0 1 17 2 4 6 60
Regional social capital and moral hazard in crowdfunding 0 0 2 5 0 5 11 29
Risk-Neutral Skewness, Informed Trading, and the Cross Section of Stock Returns 0 1 4 37 0 3 11 78
Risk-taking of bank CEOs and corporate innovation 0 0 1 8 0 4 11 47
Salient anchor and analyst recommendation downgrade 0 0 0 3 2 6 9 34
Skewness, Individual Investor Preference, and the Cross-section of Stock Returns 0 2 3 4 0 4 8 11
Social trust distance in mergers and acquisitions 0 1 2 3 1 3 5 26
The role of options markets in corporate social responsibility 0 0 1 8 1 6 10 34
The round number heuristic and entrepreneur crowdfunding performance 0 0 1 4 1 4 6 34
What do stock price levels tell us about the firms? 0 0 0 15 1 5 6 80
Why do options prices predict stock returns? Evidence from analyst tipping 2 2 2 46 9 12 18 216
Why does the option to stock volume ratio predict stock returns? 0 2 7 64 6 14 29 247
Wisdom of crowds before the 2007–2009 global financial crisis 0 0 0 4 0 0 4 35
Total Journal Articles 4 17 56 734 63 186 373 3,195

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Statistics updated 2026-01-09