Loading...

← Back to Leaderboard

Tse-Chun Lin

Global rank #4233 95%

Institution: University of Hong Kong

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://www.hkubs.hku.hk/people/tse-chun-lin/

First Publication: 2012

Most Recent: 2024

RePEc ID: pli503 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.67 5.87 0.00 7.21
Last 10 Years 0.67 2.01 9.72 0.00 16.42
All Time 0.67 3.69 13.74 0.00 23.80

Publication Statistics

Raw Publications 24
Coauthorship-Adjusted Count 18.18

Publications (24)

Year Article Journal Tier Authors
2024 Lottery jackpot winnings and retail trading in the neighborhood Journal of Banking & Finance B 4
2023 Social trust distance in mergers and acquisitions Journal of Banking & Finance B 2
2023 Behavioral bias, distorted stock prices, and stock splits Journal of Banking & Finance B 4
2023 Gender differences in reward-based crowdfunding Journal of Financial Intermediation B 2
2021 Risk-taking of bank CEOs and corporate innovation Journal of International Money and Finance B 4
2021 Risk-Neutral Skewness, Informed Trading, and the Cross Section of Stock Returns Journal of Financial and Quantitative Analysis B 3
2021 The round number heuristic and entrepreneur crowdfunding performance Journal of Corporate Finance B 2
2021 Salient anchor and analyst recommendation downgrade Journal of Corporate Finance B 3
2021 Psychological barrier and cross-firm return predictability Journal of Financial Economics A 3
2020 Governance through trading on acquisitions of public firms Journal of Corporate Finance B 3
2019 Contractual Managerial Incentives with Stock Price Feedback American Economic Review S 3
2019 Earnings management and post-split drift Journal of Banking & Finance B 3
2019 Attention allocation and return co-movement: Evidence from repeated natural experiments Journal of Financial Economics A 3
2018 Market-wide attention, trading, and stock returns Review of Finance B 2
2017 What do stock price levels tell us about the firms? Journal of Corporate Finance B 4
2016 Why does the option to stock volume ratio predict stock returns? Journal of Financial Economics A 3
2016 How Do Short-Sale Costs Affect Put Options Trading? Evidence from Separating Hedging and Speculative Shorting Demands Review of Finance B 2
2015 Do Individual Investors Treat Trading as a Fun and Exciting Gambling Activity? Evidence from Repeated Natural Experiments The Review of Financial Studies A 2
2015 Informational Content of Options Trading on Acquirer Announcement Return Journal of Financial and Quantitative Analysis B 3
2015 Why do options prices predict stock returns? Evidence from analyst tipping Journal of Banking & Finance B 2
2015 Cognitive Limitation and Investment Performance: Evidence from Limit Order Clustering The Review of Financial Studies A 3
2013 How the 52-Week High and Low Affect Option-Implied Volatilities and Stock Return Moments Review of Finance B 3
2013 Overconfident individual day traders: Evidence from the Taiwan futures market Journal of Banking & Finance B 2
2012 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 B 3