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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:7/0  |  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:9/0  |  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:10/0  |  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:3/0  |  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:1/0  |  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:2/0  |  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:3/0  |  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:3/0  |  Submit date:2019/08/01
Efficiency  Margin Trading  Short Selling  Stabilization  
Cross-listing and the 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 Chang;  Yan Luo;  Jinjuan Ren
Favorite  |  View/Download:3/0  |  Submit date:2019/09/25
Cross-listing  Segmented Market  Ipo Underpricing  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:1/0  |  Submit date:2019/09/25
Retail Investor Recognition  Net Equity Issuance  Ownership Breadth