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 0 1 4 580
Contracting with Feedback 0 0 1 15 0 0 4 112
Do Superstitious Traders Lose Money? 0 0 3 20 0 1 7 73
Total Working Papers 0 0 5 234 0 2 15 765

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 9 130 0 0 17 421
Attention allocation and return co-movement: Evidence from repeated natural experiments 1 1 2 30 1 1 8 166
Behavioral bias, distorted stock prices, and stock splits 0 1 6 10 2 3 23 28
Cognitive Limitation and Investment Performance: Evidence from Limit Order Clustering 0 0 0 23 0 1 3 117
Contractual Managerial Incentives with Stock Price Feedback 0 0 1 80 0 3 8 328
Do Individual Investors Treat Trading as a Fun and Exciting Gambling Activity? Evidence from Repeated Natural Experiments 0 0 5 39 1 3 17 160
Do short sellers exploit risky business models of banks? Evidence from two banking crises 0 0 0 3 1 1 3 34
Does better liquidity for large orders attract institutional investors and analysts? Evidence from the Tick Size Pilot Program 0 0 1 1 0 0 6 8
Does short-selling threat discipline managers in mergers and acquisitions decisions? 0 0 0 37 0 2 9 168
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 1 1 3 50
Ex-Day Returns of Stock Distributions: An Anchoring Explanation 0 0 0 17 0 0 4 50
Foreign bank entry deregulation and stock market stability: Evidence from staggered regulatory changes 0 0 0 6 1 2 10 27
Gender differences in reward-based crowdfunding 0 0 0 9 1 2 7 32
Governance through trading on acquisitions of public firms 0 0 1 6 0 0 2 36
How Do Short-Sale Costs Affect Put Options Trading? Evidence from Separating Hedging and Speculative Shorting Demands 0 0 0 15 2 2 4 61
How the 52-Week High and Low Affect Option-Implied Volatilities and Stock Return Moments 0 0 0 22 0 2 2 128
Informational Content of Options Trading on Acquirer Announcement Return 0 0 2 26 0 1 4 74
Lottery jackpot winnings and retail trading in the neighborhood 0 0 0 0 1 3 10 10
Momentum in machine learning: Evidence from the Taiwan stock market 0 1 1 12 0 6 10 29
Overconfident individual day traders: Evidence from the Taiwan futures market 0 0 2 21 0 0 12 147
Psychological barrier and cross-firm return predictability 0 1 2 17 0 1 4 56
Regional social capital and moral hazard in crowdfunding 0 0 2 5 2 2 9 24
Risk-Neutral Skewness, Informed Trading, and the Cross Section of Stock Returns 0 0 2 35 0 2 7 73
Risk-taking of bank CEOs and corporate innovation 0 0 1 8 0 2 8 42
Salient anchor and analyst recommendation downgrade 0 0 0 3 0 1 4 28
Skewness, Individual Investor Preference, and the Cross-section of Stock Returns 0 0 0 1 0 0 3 6
Social trust distance in mergers and acquisitions 0 0 1 2 1 1 5 23
The role of options markets in corporate social responsibility 0 0 8 8 2 3 28 28
The round number heuristic and entrepreneur crowdfunding performance 0 0 1 4 0 0 2 30
What do stock price levels tell us about the firms? 0 0 1 15 1 1 2 75
Why do options prices predict stock returns? Evidence from analyst tipping 0 0 2 44 1 2 8 202
Why does the option to stock volume ratio predict stock returns? 0 0 5 61 2 7 17 232
Wisdom of crowds before the 2007–2009 global financial crisis 0 0 1 4 0 0 3 33
Total Journal Articles 1 4 57 710 20 55 262 2,984

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Statistics updated 2025-09-05