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Hierarchy of earnings thresholds based on discretionary accruals

Barua, Abhijit; Kim, Jung Hoon; Yi, Sheng - In: Advances in accounting : a research annual 44 (2019), pp. 29-48

Persistent link: https://www.econbiz.de/10012064248

Order persistence, adverse selection, and gross profits earned by NYSE specialists

Lin, Ji-chai - 1993

Persistent link: https://www.econbiz.de/10000996828

Fads and the crash of '87

Chowdhury, Mustafa - In: The financial review : the official publication of the … 28 (1993) 3, pp. 385-401

Persistent link: https://www.econbiz.de/10001153374

Capital market behavior and operational announcements of layoffs, operation closings, and pay cuts

Lin, Ji-chai - In: Review of quantitative finance and accounting 3 (1993) 1, pp. 29-45

Persistent link: https://www.econbiz.de/10001145795

Insider trading in the OTC market

Lin, Ji-chai - In: The journal of finance : the journal of the American … 45 (1990) 4, pp. 1273-1284

Persistent link: https://www.econbiz.de/10001098063

Volatility-of-volatility risk in asset pricing

Chen, Te-Feng; Chordia, Tarun; Chung, San-Lin; Lin, Ji-chai - In: Review of asset pricing studies : RAPS 12 (2022) 1, pp. 289-335

Persistent link: https://www.econbiz.de/10012878865

Volatility-of-Volatility Risk in Asset Pricing

Chen, Te-Feng; Chordia, Tarun; Chung, San-Lin; Lin, Ji-chai - 2021

This paper develops a general equilibrium model and provides empirical support that the market volatility-of-volatility (VOV) predicts market returns and drives the time-varying volatility risk. In asset pricing tests with the market, volatility, and VOV as factors, the risk premium on VOV is...

Persistent link: https://www.econbiz.de/10013244837

Limited attention, share repurchases, and takeover risk

Lin, Ji-chai; Stephens, Clifford P.; Wu, Yi Lin - In: Journal of banking & finance 42 (2014), pp. 283-301

Persistent link: https://www.econbiz.de/10010408376

What are the benefits of attracting gambling investors? : evidence from stock splits in China

Hu, Conghui; Lin, Ji-chai; Liu, Yu-jane - In: The journal of corporate finance : contracting, … 74 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013366497

Aggregate market reaction to earnings announcements

Cready, William M.; Gurun, Umit G. - In: Journal of accounting research 48 (2010) 2, pp. 289-334

Persistent link: https://www.econbiz.de/10003961444