Tse-Chun Lin
21 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0002-3266-9898
Publications
- Abundance from Abroad: Migrant Income and Long-Run Economic Development — American Economic Review 2026
- Attention Constraints and Financial Inclusion — Journal of Financial and Quantitative Analysis 2025
- Return Extrapolation and Volatility Expectations — Journal of Financial and Quantitative Analysis 2025
- Local information advantage and stock returns: Evidence from social media — Contemporary Accounting Research 2024
- The Disutility of Stock Market Losses: Evidence From Domestic Violence — The Review of Financial Studies 2023
- Regional social capital and moral hazard in crowdfunding — Journal of Business Venturing 2022
- Psychological barrier and cross-firm return predictability — Journal of Financial Economics 2021
- Risk-Neutral Skewness, Informed Trading, and the Cross Section of Stock Returns — Journal of Financial and Quantitative Analysis 2021
- Contractual Managerial Incentives with Stock Price Feedback — American Economic Review 2019
- Ex-Day Returns of Stock Distributions: An Anchoring Explanation — Management Science 2019
- Does short-selling threat discipline managers in mergers and acquisitions decisions?☆ — Journal of Accounting and Economics 2019
- Attention allocation and return co-movement: Evidence from repeated natural experiments — Journal of Financial Economics 2019
- Do Superstitious Traders Lose Money? — Management Science 2018
- Skewness, Individual Investor Preference, and the Cross-section of Stock Returns — Review of Finance 2018
- How Do Short-Sale Costs Affect Put Options Trading? Evidence from Separating Hedging and Speculative Shorting Demands — Review of Finance 2016
- Why does the option to stock volume ratio predict stock returns? — Journal of Financial Economics 2016
- Informational Content of Options Trading on Acquirer Announcement Return — Journal of Financial and Quantitative Analysis 2015
- Cognitive Limitation and Investment Performance: Evidence from Limit Order Clustering — The Review of Financial Studies 2015
- Do Individual Investors Treat Trading as a Fun and Exciting Gambling Activity? Evidence from Repeated Natural Experiments — The Review of Financial Studies 2015
- How the 52-Week High and Low Affect Option-Implied Volatilities and Stock Return Moments — Review of Finance 2013
- A New Method to Estimate Risk and Return of Nontraded Assets from Cash Flows: The Case of Private Equity Funds — Journal of Financial and Quantitative Analysis 2012