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Dr. Tse-Chun LIN

Finance

Associate Professor

CV

2857 8503
Dr. Tse-Chun LIN

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Biography

Dr. Tse-Chun LIN received his Bachelor degree in Economics from National Taiwan University and MBA degree from National Cheng Chi 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 the Faculty of Business and Economics. He was promoted to Associate Professor with tenure in 2015.

Tse-Chun’s main research areas are empirical asset pricing, behavioral finance, and corporate governance.  He published several papers in academic journals including Journal of Financial Economics, Review of Financial Studies, Management Science, Journal of Financial and Quantitative Analysis, Review of Finance, and Journal of Banking and Finance.

Areas of Interest

  • Behavioral Finance
  • Empirical Asset Pricing
  • Financial Market

Education

  • Ph.D., University of Amsterdam
  • M.Phil., Tinbergen Institute
  • M.B.A., National Chengchi University
  • B.A., National Taiwan University

Selected Publications

  • “Do Superstitious Traders Lose Money?”
    (with Utpal Bhattacharya, Wei-Yu Kuo, and Jing Zhao) Management Science, forthcoming (Featured in The Economist on August 30th 2014)
  • “How Do Equity Lending Costs Affect Put Options Trading? Evidence from Separating Hedging and Speculative Shorting Demands,”
    (with Xiaolong Lu) Review of Finance, 2016, Volume 20, Issue 5, pp.1911-1943.
  • “Why does the Option to Stock Volume Ratio Predict Stock Returns?”
    (with Li Ge and Neil Pearson)  Journal of Financial Economics, 2016, Volume 120, Issue 3, pp. 601–622
  • “Informational Content of Options Trading on Acquirer Announcement Return,”
    (with Konan Chan and Li Ge) Journal of Financial and Quantitative Analysis, 2015, Volume 50, Issue 05, pp. 1057–1082
  • “Do Individual Investors Treat Trading as a Fun and Exciting Gambling Activity: Evidence from Repeated Natural Experiments,” 
    (with Xiaohui Gao) Review of Financial Studies, 2015, Volume 28, Issue 7, pp. 2128–2166
  • “Cognitive Limitation and Investment Performance: Evidence from Limit Order Clustering,”
    (with Wei-Yu Kuo and Jing Zhao) Review of Financial Studies, 2015, Volume 28, Issue 3, pp. 838–875
  • “Why Do Options Prices Predict Stock Returns? Evidence from Analyst Tipping,”
    (with Xiaolong Lu) Journal of Banking and Finance, 2015, Volume 52, pp. 17–28
  • “Overconfident Individual Day Traders: Evidence from Taiwan Futures Market,”
    (with Wei-Yu Kuo) Journal of Banking and Finance, 2013, Volume 37, Issue 9, pp. 3548–3561
  • “How the 52-week High and Low Affect Option-implied Volatilities and Stock Return Moments,”
    (with Joost Driessen and Otto van Hemert) Review of Finance, 2013, Volume 17, Issue 1, pp. 369–401
  • “A New Method to Estimate Risk and Return of Non-traded Assets from Cash Flows: The Case of Private Equity Funds,”
    (with Joost Driessen and Ludovic Phalippou) Journal of Financial and Quantitative Analysis, 2012, Volume 47, Issue 1, pp. 511–535

For a full and up-to-date profile, please visit Dr. Lin’s CV.

Contact

Office Room 928, KK Leung Building
Tel. (852) 2857 8503
Email  tsechunlin@hku.hk

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