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 1 200 1 2 12 592
Contracting with Feedback 0 0 0 15 1 2 22 134
Do Superstitious Traders Lose Money? 0 0 0 20 0 6 35 108
Total Working Papers 0 0 1 235 2 10 69 834

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 0 6 136 2 3 38 459
Attention allocation and return co-movement: Evidence from repeated natural experiments 0 0 0 30 0 2 19 186
Behavioral bias, distorted stock prices, and stock splits 0 0 1 11 1 4 28 56
Cognitive Limitation and Investment Performance: Evidence from Limit Order Clustering 0 0 0 23 4 8 26 144
Contractual Managerial Incentives with Stock Price Feedback 0 1 1 81 1 4 13 341
Do Individual Investors Treat Trading as a Fun and Exciting Gambling Activity? Evidence from Repeated Natural Experiments 1 1 6 45 4 8 45 206
Do short sellers exploit risky business models of banks? Evidence from two banking crises 0 0 0 3 0 1 9 43
Does better liquidity for large orders attract institutional investors and analysts? Evidence from the Tick Size Pilot Program 1 1 1 2 2 3 20 29
Does short-selling threat discipline managers in mergers and acquisitions decisions? 0 0 0 37 1 3 16 184
Dynamic short‐sale constraints, price limits, and price dynamics 0 0 0 6 0 2 13 71
Earnings management and post-split drift 0 0 0 10 0 1 16 66
Ex-Day Returns of Stock Distributions: An Anchoring Explanation 0 0 0 17 4 6 19 70
Foreign bank entry deregulation and stock market stability: Evidence from staggered regulatory changes 0 0 1 7 1 4 25 52
Gender differences in reward-based crowdfunding 0 0 0 9 3 3 12 46
Governance through trading on acquisitions of public firms 0 0 0 6 1 3 10 46
How Do Short-Sale Costs Affect Put Options Trading? Evidence from Separating Hedging and Speculative Shorting Demands 0 0 1 17 0 2 20 82
How the 52-Week High and Low Affect Option-Implied Volatilities and Stock Return Moments 0 0 1 24 0 2 10 139
Informational Content of Options Trading on Acquirer Announcement Return 0 1 2 28 2 3 10 84
Lottery jackpot winnings and retail trading in the neighborhood 1 1 1 1 3 7 32 42
Momentum in machine learning: Evidence from the Taiwan stock market 1 3 11 25 4 10 59 93
Overconfident individual day traders: Evidence from the Taiwan futures market 0 0 1 22 10 24 86 235
Psychological barrier and cross-firm return predictability 0 0 0 17 4 6 16 72
Regional social capital and moral hazard in crowdfunding 0 0 0 5 2 5 18 42
Risk-Neutral Skewness, Informed Trading, and the Cross Section of Stock Returns 0 1 2 38 1 5 14 89
Risk-taking of bank CEOs and corporate innovation 0 0 1 9 0 1 17 60
Salient anchor and analyst recommendation downgrade 0 0 1 4 1 3 15 43
Skewness, Individual Investor Preference, and the Cross-section of Stock Returns 0 0 2 4 1 1 32 39
Social trust distance in mergers and acquisitions 0 0 1 3 0 1 16 39
The role of options markets in corporate social responsibility 0 0 0 8 0 3 15 43
The round number heuristic and entrepreneur crowdfunding performance 0 0 0 4 0 1 11 41
What do stock price levels tell us about the firms? 0 0 1 16 0 1 14 89
Why do options prices predict stock returns? Evidence from analyst tipping 0 0 4 48 1 2 31 235
Why does the option to stock volume ratio predict stock returns? 0 0 6 68 15 31 87 320
Wisdom of crowds before the 2007–2009 global financial crisis 0 0 1 5 1 1 12 47
Total Journal Articles 4 9 52 769 69 164 824 3,833

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Statistics updated 2026-10-11