Short-selling, margin-trading, and price efficiency: Evidence from the Chinese market EC Chang, Y Luo, J Ren Journal of Banking & Finance 48, 411-424, 2014 | 351 | 2014 |
Economic policy uncertainty and stock price crash risk Y Luo, C Zhang Research in International Business and Finance 51, 101112, 2020 | 177 | 2020 |
Accounting-based downside risk, cost of capital, and the macroeconomy Y Konchitchki, Y Luo, MLZ Ma, F Wu Review of Accounting Studies 21, 1-36, 2016 | 90 | 2016 |
Cross-listing and pricing efficiency: The informational and anchoring role played by the reference price EC Chang, Y Luo, J Ren Journal of Banking & Finance 37 (11), 4449-4464, 2013 | 64 | 2013 |
Foreign investors, external monitoring, and stock price crash risk JB Kim, X Li, Y Luo, K Wang Journal of Accounting, Auditing & Finance 35 (4), 829-853, 2020 | 63 | 2020 |
Controlling shareholder pledging and corporate ESG behavior W Huang, Y Luo, X Wang, L Xiao Research in International Business and Finance 61, 101655, 2022 | 59 | 2022 |
Corporate disclosure quality and institutional investors' holdings during market downturns∗ H Cheng, D Huang, Y Luo Journal of Corporate Finance 60, 101523, 2020 | 53 | 2020 |
Ex-day returns of stock distributions: An anchoring explanation EC Chang, TC Lin, Y Luo, J Ren Management Science 65 (3), 1076-1095, 2019 | 32 | 2019 |
Pricing deviation, misvaluation comovement, and macroeconomic conditions EC Chang, Y Luo, J Ren Journal of Banking & Finance 37 (12), 5285-5299, 2013 | 29 | 2013 |
Misvaluation comovement, market efficiency and the cross-section of stock returns: Evidence from China Y Luo, J Ren, Y Wang Economic systems 39 (3), 390-412, 2015 | 21 | 2015 |
R-squared, noise, and stock returns EC Chang, Y Luo Noise, and Stock Returns (March 16, 2010), 2010 | 14 | 2010 |
Initial public offerings and air pollution: evidence from China Y Luo, X Qian, J Ren Journal of Asia Business Studies 9 (1), 99-114, 2015 | 12 | 2015 |
Managerial political orientation and stock price crash risk W Chen, H Jin, Y Luo Journal of Accounting, Auditing & Finance 37 (4), 829-847, 2022 | 11 | 2022 |
Ex-day returns for stock distributions: An anchoring explanation EC Chang, Y Luo, J Ren Annual Meeting of the Financial Management Association International, FMA, 2011 | 10 | 2011 |
Investor overconfidence and the increase in idiosyncratic risk EC Chang, Y Luo, J Ren Available at SSRN 1099269, 2008 | 9 | 2008 |
Accounting-based downside risk and stock price crash risk: Evidence from China W Huang, Y Luo, C Zhang Finance Research Letters 45, 102152, 2022 | 8 | 2022 |
Costly and unprofitable speculation: evidence from trend-chasing Chinese short-sellers and margin-traders EC Chang, Y Luo, J Ren Social Science Research Network, 2012 | 6 | 2012 |
Accounting-based downside risk and expected stock returns: Evidence from China Y Luo, X Wang, C Zhang, W Huang International Review of Financial Analysis 78, 101920, 2021 | 5 | 2021 |
Do mutual funds gamble? Evidence from the skewness-adjusting behavior of fund managers EC Chang, Y Luo, J Ren Unpublished working paper, 2013 | 5 | 2013 |
Short sale, margin purchase, and stock price crash risk Y Luo, J Ren Asian Finance Association (AsianFA) 2016 Conference, 2016 | 3 | 2016 |