- Ph.D., University of Amsterdam
- M.Phil., Tinbergen Institute
- M.B.A., National Chengchi University
- B.A., National Taiwan University
Professor Tse-Chun LIN received his Bachelor degree in Economics from National Taiwan University and MBA degree from National Chengchi University. He graduated with an M.Phil. in Economics from Tinbergen Institute in 2006. In 2009, he graduated from the Ph.D. program at the University of Amsterdam and joined The University of Hong Kong as Assistant Professor at HKU Business School. He was promoted to Associate Professor with tenure in 2015 and Professor in 2018.
Professor Tse-Chun LIN has been publishing his research in leading academic journals such as American Economic Review, Journal of Financial Economics, Review of Financial Studies, Journal of Accounting and Economics, Management Science, Journal of Financial and Quantitative Analysis, Review of Finance, etc. His research has also been featured in The Economist, WSJ, Bloomberg, and Investopedia, etc.
- Behavioral Finance
- Empirical Asset Pricing
- Financial Market
- Psychological Barrier and Cross-Firm Return Predictability
Journal of Financial Economics, forthcoming.
(with Shiyang Huang and Hong Xiang)
- Risk-neutral Skewness, Informed Trading, and the Cross-section of Stock Returns
Journal of Financial and Quantitative Analysis, forthcoming.
(with Tarun Chordia and Vincent Xiang)
- Does Short Selling Threat Discipline Managers in Mergers and Acquisitions Decisions?
Journal of Accounting and Economics, 2019, Volume 68, Issue 1, Article 101223.
(with Eric C. Chang and Xiaorong Ma)
- Contractual Managerial Incentives with Stock Price Feedback
American Economic Review, 2019, Volume 109, No. 7, Pages 2446–2468.
(with Qi Liu and Bo Sun)
- Attention Allocation and Return Co-Movement: Evidence from Repeated Natural Experiments
Journal of Financial Economics, 2019, Volume 132, Issue 2, Pages 369–383.
(with Shiyang Huang and Yulin Huang)
- Ex-day Returns of Stock Distributions: An Anchoring Explanation
Management Science, 2019, Volume 65, Issue 3, Pages 1076–1095.
(with Eric C. Chang, Yan Luo, and Jinjuan Ren)
- Skewness, Individual Investor Preference, and the Cross-Section of Stock Returns
Review of Finance, 2018, Volume 22, Issue 5, Pages 1841–1876.
(with Xin Liu)
- Do Superstitious Traders Lose Money?
Management Science, 2018/08, Volume 82, Issue 8, Pages 3772–3791.
(with Utpal Bhattacharya, Wei-Yu Kuo, and Jing Zhao)
- How Do Equity Lending Costs Affect Put Options Trading? Evidence from Separating Hedging and Speculative Shorting Demands
Review of Finance, 2016, Volume, 20, Issue 5, Pages 1911–1943.
(with Xiaolong Lu)
- Why Does the Option to Stock Volume Ratio Predict Stock Returns?
Journal of Financial Economics, 2016, Volume 120, Issue 3, Pages 601–622.
(with Li Ge and Neil Pearson)
- Informational Content of Options Trading on Acquirer Announcement Return
Journal of Financial and Quantitative Analysis, 2015, Volume 50, Issue 05, Pages 1057–1082.
(with Konan Chan and Li Ge)
- Do Individual Investors Treat Trading as a Fun and Exciting Gambling Activity: Evidence from Repeated Natural Experiments
Review of Financial Studies, 2015, Volume 28, Issue 7, Pages 2128–2166.
(with Xiaohui Gao)
- Cognitive Limitation and Investment Performance: Evidence from Limit Order Clustering
Review of Financial Studies, 2015, Volume 28, Issue 3, Pages 838–875.
(with Wei-Yu Kuo and Jing Zhao)
- How the 52-week High and Low Affect Option-implied Volatilities and Stock Return Moments
Review of Finance, 2013, Volume 17, Issue 1, Pages 369–401.
(with Joost Driessen and Otto van Hemert)
- A New Method to Estimate Risk and Return of Non-traded Assets from Cash Flows: The Case of Private Equity Fund
Journal of Financial and Quantitative Analysis, 2012, Volume 47, Issue 1, Pages 511–535.
(with Joost Driessen and Ludovic Phalippou)