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 1 2 199 0 2 5 579
Contracting with Feedback 0 1 1 15 2 3 4 112
Do Superstitious Traders Lose Money? 1 1 3 20 1 2 7 72
Total Working Papers 1 3 6 234 3 7 16 763

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 2 5 10 130 4 9 20 421
Attention allocation and return co-movement: Evidence from repeated natural experiments 0 0 2 29 1 2 9 165
Behavioral bias, distorted stock prices, and stock splits 1 2 6 9 3 6 21 25
Cognitive Limitation and Investment Performance: Evidence from Limit Order Clustering 0 0 0 23 1 1 2 116
Contractual Managerial Incentives with Stock Price Feedback 0 1 2 80 0 3 7 325
Do Individual Investors Treat Trading as a Fun and Exciting Gambling Activity? Evidence from Repeated Natural Experiments 0 3 9 39 0 6 35 157
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 0 7 8
Does short-selling threat discipline managers in mergers and acquisitions decisions? 0 0 1 37 2 5 9 166
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 2 3 4 50
Foreign bank entry deregulation and stock market stability: Evidence from staggered regulatory changes 0 0 1 6 0 2 11 25
Gender differences in reward-based crowdfunding 0 0 2 9 1 1 9 30
Governance through trading on acquisitions of public firms 0 1 1 6 0 1 2 36
How Do Short-Sale Costs Affect Put Options Trading? Evidence from Separating Hedging and Speculative Shorting Demands 0 0 0 15 0 0 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 2 7 7
Momentum in machine learning: Evidence from the Taiwan stock market 0 0 2 11 1 2 9 23
Overconfident individual day traders: Evidence from the Taiwan futures market 0 1 3 21 3 4 15 147
Psychological barrier and cross-firm return predictability 0 0 1 16 0 0 4 55
Regional social capital and moral hazard in crowdfunding 1 2 2 5 2 4 8 22
Risk-Neutral Skewness, Informed Trading, and the Cross Section of Stock Returns 0 1 2 35 0 1 6 71
Risk-taking of bank CEOs and corporate innovation 0 0 2 8 0 1 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 1 2 5 6
Social trust distance in mergers and acquisitions 0 1 1 2 0 1 5 22
The role of options markets in corporate social responsibility 0 1 8 8 0 1 25 25
The round number heuristic and entrepreneur crowdfunding performance 0 0 2 4 0 1 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 2 44 0 2 10 200
Why does the option to stock volume ratio predict stock returns? 0 3 6 61 1 5 15 225
Wisdom of crowds before the 2007–2009 global financial crisis 0 0 1 4 0 1 3 33
Total Journal Articles 4 21 74 706 23 68 277 2,929

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Statistics updated 2025-06-06