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Ex-day returns of stock distributions: An anchoring explanation Journal article
Management Science, 2019,Volume: 65,Issue: 3,Page: 1076-1095
Authors:  Chang,Eric C.;  Lin,Tse Chun;  Luo,Yan;  Ren,Jinjuan
Favorite | View/Download:13/0 | TC[WOS]:1 TC[Scopus]:2 | Submit date:2019/08/01
Anchoring  Asset Pricing  Behavior And Behavioral Decision Making  Economics  Finance  Splits  Stock Dividends  
Costly Long-Short Strategies Under Short-Sale Constraints: Chinese Evidence Journal article
INTERNATIONAL REVIEW OF FINANCE, 2018,Volume: 18,Issue: 4,Page: 743-751
Authors:  Lu, Timothy (Jun);  Ren, Jinjuan;  Zhao, Yan
Favorite | View/Download:15/0 | TC[WOS]:2 TC[Scopus]:2 | Submit date:2019/01/17
Retail investors’ biased beliefs about stocks that they hold: Evidence from China’s split share structure reform Journal article
The Singapore Economic Review, 2018
Authors:  Yan Luo;  Xiaolin Qian;  Jinjuan Ren;  Yanjian Zhu
Favorite | View/Download:20/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/10/02
Cognitive Bias  Emerging Markets  Behavioral Finance  Misevaluation  
The Loud Silence of Suppressed Short-Sale Demand Journal article
SSRN Electronic Journal, 2018
Authors:  Jinjuan Ren;  Yinghui Yu
Favorite | View/Download:15/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/10/02
Short-sale Demand  Chinese Market  Price Efficiency  Overvaluation  
Short Sale, Margin Purchase, and Stock Price Crash Risk Conference paper
SSRN Electronic Journal, Thailand, February 1, 2016
Authors:  Yan Luo;  Jinjuan Ren
Favorite | View/Download:6/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/09/25
Crash Risk  Chinese Market  Margin Purchase  Short Sale  
Misvaluation comovement, market efficiency and the cross-section of stock returns: Evidence from China Journal article
Economic Systems, 2015,Volume: 39,Issue: 3,Page: 390-412
Authors:  Luo,Yan;  Ren,Jinjuan;  Wang,Yizhi
Favorite | View/Download:3/0 | TC[WOS]:5 TC[Scopus]:8 | Submit date:2019/08/01
Chinese Stock Market  Comovement  Market Efficiency  Stock Misvaluation  Stock Returns  
Initial public offerings and air pollution: Evidence from China Journal article
Journal of Asia Business Studies, 2015,Volume: 9,Issue: 1,Page: 99-114
Authors:  Luo,Yan;  Qian,Xiaolin;  Ren,Jinjuan
Favorite | View/Download:11/0 | TC[WOS]:0 TC[Scopus]:1 | Submit date:2019/08/01
Air Pollution  Chinese Firms  Corporate Social Responsibility  Ipo  
Short-selling, margin-trading, and price efficiency: Evidence from the Chinese market Journal article
Journal of Banking and Finance, 2014,Volume: 48,Page: 411-424
Authors:  Chang,Eric C.;  Luo,Yan;  Ren,Jinjuan
Favorite | View/Download:8/0 | TC[WOS]:69 TC[Scopus]:94 | Submit date:2019/08/01
Efficiency  Margin Trading  Short Selling  Stabilization  
Cross-listing and pricing efficiency: The informational and anchoring role played by the reference price Journal article
Journal of Banking & Finance, 2013,Volume: 37,Issue: 11,Page: 4449-4464
Authors:  Eric C. Chang;  Yan Luo;  Jinjuan Ren
Favorite | View/Download:9/0 | TC[WOS]:16 TC[Scopus]:18 | Submit date:2020/07/17
Cross-listing  Ipo Underpricing  Segmented Market  Anchoring  
Retail investor recognition and the cross section of stock returns Journal article
SSRN Electronic Journal, 2013
Authors:  Eric C. Chang;  Chaoli Guo;  Jinjuan Ren
Favorite | View/Download:6/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/09/25
Retail Investor Recognition  Net Equity Issuance  Ownership Breadth