Research interests
Asset
pricing, behavioral finance.
Forthcoming
- An Epidemic
Model of Investor Behavior, May 2008. Working
paper version
Presented at Western Finance
Association Meetings, Forthcoming, Journal
of Financial and Quantitative Analysis.
- Patriotism in
Your Portfolio, with Adair Morse.
Forthcoming, Journal of Financial Markets.
Revise and Resubmit
- Thinning the
Herd: The Impact of Venture Capital on Firm
Performance, with Tim Loughran, April 2009, 3rd round, Journal of Financial and Quantitative
Analysis
- Mispricing of
Dual-Class Shares: Profit Opportunities, Arbitrage, and Trading, with Paul
Schultz, January 2009, 2nd round, Journal of Financial Economics.
Work in Progress
- How do Investors React to
Past Returns? August 2008, presented at IU-Notre Dame-Purdue Finance
Symposium, 2008.
- A Non-decreasing Pricing Kernel: Evidence and Implications,
with Tyler Shumway, August
2009.
Some
of my friends web pages
- Qin
Lei