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 1 1 2 199 1 2 5 579
Contracting with Feedback 0 1 1 15 0 2 2 110
Do Superstitious Traders Lose Money? 0 0 2 19 0 1 7 71
Total Working Papers 1 2 5 233 1 5 14 760

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 3 3 9 128 4 5 19 417
Attention allocation and return co-movement: Evidence from repeated natural experiments 0 1 2 29 0 2 8 164
Behavioral bias, distorted stock prices, and stock splits 0 2 5 8 2 9 18 22
Cognitive Limitation and Investment Performance: Evidence from Limit Order Clustering 0 0 0 23 0 1 2 115
Contractual Managerial Incentives with Stock Price Feedback 0 1 3 80 0 3 10 325
Do Individual Investors Treat Trading as a Fun and Exciting Gambling Activity? Evidence from Repeated Natural Experiments 0 3 10 39 2 9 38 157
Do short sellers exploit risky business models of banks? Evidence from two banking crises 0 0 0 3 0 1 3 33
Does better liquidity for large orders attract institutional investors and analysts? Evidence from the Tick Size Pilot Program 0 0 1 1 0 1 7 8
Does short-selling threat discipline managers in mergers and acquisitions decisions? 0 0 1 37 2 3 7 164
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 1 2 49
Ex-Day Returns of Stock Distributions: An Anchoring Explanation 0 0 0 17 1 1 2 48
Foreign bank entry deregulation and stock market stability: Evidence from staggered regulatory changes 0 0 1 6 1 2 12 25
Gender differences in reward-based crowdfunding 0 0 3 9 0 0 11 29
Governance through trading on acquisitions of public firms 1 1 1 6 1 1 3 36
How Do Short-Sale Costs Affect Put Options Trading? Evidence from Separating Hedging and Speculative Shorting Demands 0 0 0 15 0 1 2 59
How the 52-Week High and Low Affect Option-Implied Volatilities and Stock Return Moments 0 0 1 22 0 0 1 126
Informational Content of Options Trading on Acquirer Announcement Return 0 0 3 26 0 0 4 73
Lottery jackpot winnings and retail trading in the neighborhood 0 0 0 0 1 3 6 6
Momentum in machine learning: Evidence from the Taiwan stock market 0 0 4 11 1 1 13 22
Overconfident individual day traders: Evidence from the Taiwan futures market 0 1 3 21 0 4 13 144
Psychological barrier and cross-firm return predictability 0 0 1 16 0 0 4 55
Regional social capital and moral hazard in crowdfunding 1 1 1 4 2 2 6 20
Risk-Neutral Skewness, Informed Trading, and the Cross Section of Stock Returns 0 1 2 35 0 2 6 71
Risk-taking of bank CEOs and corporate innovation 0 1 2 8 1 2 7 40
Salient anchor and analyst recommendation downgrade 0 0 0 3 0 0 4 27
Skewness, Individual Investor Preference, and the Cross-section of Stock Returns 0 0 1 1 0 2 4 5
Social trust distance in mergers and acquisitions 0 1 2 2 0 1 6 22
The role of options markets in corporate social responsibility 1 1 8 8 1 1 25 25
The round number heuristic and entrepreneur crowdfunding performance 0 1 2 4 1 2 4 30
What do stock price levels tell us about the firms? 0 0 1 15 0 0 2 74
Why do options prices predict stock returns? Evidence from analyst tipping 0 0 3 44 2 2 11 200
Why does the option to stock volume ratio predict stock returns? 3 3 6 61 4 5 14 224
Wisdom of crowds before the 2007–2009 global financial crisis 0 0 1 4 0 2 3 33
Total Journal Articles 9 21 78 702 26 69 277 2,906

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Statistics updated 2025-05-12