Tse-Chun Lin - the School of Economics and Finance
Tse-Chun Lin - the School of Economics and Finance
Tse-Chun Lin - the School of Economics and Finance
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PUBLICATIONS<br />
Informational Content <strong>of</strong> Option Trading on Acquirer Announcement Return (Journal <strong>of</strong><br />
Financial <strong>and</strong> Quantitative Analysis, forthcoming)<br />
(with Konan Chan <strong>and</strong> Li Ge)<br />
Overconfident Individual Day Traders: Evidence from Taiwan Futures Market<br />
Journal <strong>of</strong> Banking <strong>and</strong> <strong>Finance</strong>, 2013, Volume 37, Issue 9, Pages 3548–3561<br />
(with Wei-Yu Kuo)<br />
How <strong>the</strong> 52-week High <strong>and</strong> Low Affect Option-implied Volatilities <strong>and</strong> Stock Return<br />
Moments<br />
Review <strong>of</strong> <strong>Finance</strong>, 2013, Volume 17, Issue 1, Page 369-401<br />
(with Joost Driessen <strong>and</strong> Otto van Hemert)<br />
A New Method to Estimate Risk <strong>and</strong> Return <strong>of</strong> Non-traded Assets from Cash Flows:<br />
The Case <strong>of</strong> Private Equity Funds<br />
Journal <strong>of</strong> Financial <strong>and</strong> Quantitative Analysis, 2012, Volume 47, Issue 1, Page 511-<br />
535<br />
(with Joost Driessen <strong>and</strong> Ludovic Phalippou)<br />
WORKING PAPERS<br />
Do Individual Investors Trade Stocks as Gambling: Evidence from Repeated Natural<br />
Experiments (revise <strong>and</strong> resubmit at <strong>the</strong> Review <strong>of</strong> Financial Studies)<br />
(with Xiaohui Gao)<br />
Does Cognitive Limitation Affect Investor Behavior <strong>and</strong> Performance? Evidence from<br />
Limit Order Clustering (revise <strong>and</strong> resubmit at <strong>the</strong> Review <strong>of</strong> Financial Studies)<br />
(with Wei-Yu Kuo <strong>and</strong> Jing Zhao)<br />
Why Do Options Prices Predict Stock Returns?<br />
CICF 2012, WFA 2013, EFA 2013<br />
(with Joost Driessen <strong>and</strong> Xiaolong Lu)<br />
Governance Through Trading: Does institutional trading discipline empire building <strong>and</strong><br />
earnings management?<br />
CICF 2013, WFA 2013, PAM 2013, UBC Summer Conference 2013<br />
(with Eric C. Chang <strong>and</strong> Xiaorong Ma)<br />
What do stock price levels tell us about <strong>the</strong> firms?<br />
(with Konan Chan, Ji-Chai <strong>Lin</strong>, <strong>and</strong> Fengfei Li)<br />
Risk Sharing <strong>and</strong> Stock Price Informativeness: Evidence from Stock-split Natural<br />
Experiment<br />
(with Eric C. Chang <strong>and</strong> Xiaorong Ma)<br />
Are Individual Investors Aware <strong>of</strong> <strong>the</strong> Risk Related to Limit Order Effect?<br />
September 2013 2
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