Lin Sun

George Mason University - Department of Finance

Fairfax, VA 22030

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 25,948

SSRN RANKINGS

Top 25,948

in Total Papers Downloads

2,271

SSRN CITATIONS
Rank 22,954

SSRN RANKINGS

Top 22,954

in Total Papers Citations

40

CROSSREF CITATIONS

2

Scholarly Papers (4)

1.
Downloads 1,528 ( 13,334)
Citation 42

Short- and Long-Horizon Behavioral Factors

Review of Financial Studies, Forthcoming
Number of pages: 74 Posted: 12 Dec 2017 Last Revised: 13 Sep 2019
Columbia Business School - Finance and Economics, University of California, Irvine - Paul Merage School of Business and George Mason University - Department of Finance
Downloads 1,528 (13,934)
Citation 28

Abstract:

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Factor Models, Anomalies, Behavioral Factors

2.

Weather, Institutional Investors, and Earnings News

Number of pages: 50 Posted: 02 Apr 2021
College of Business, Stony Brook University, Troy University and George Mason University - Department of Finance
Downloads 352 (102,655)

Abstract:

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Weather Condition, Institutional Investor, Earnings Announcement Premium, Post-earnings-announcement Drift

3.

When the Start Matters: Investor Sentiment and Hedge Fund Inceptions

Number of pages: 80 Posted: 24 Aug 2018 Last Revised: 24 Sep 2020
Lin Sun, Zheng Sun and Lu Zheng
George Mason University - Department of Finance, University of California, Irvine - Paul Merage School of Business and University of California, Irvine - Paul Merage School of Business
Downloads 237 (155,336)
Citation 1

Abstract:

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Hedge fund, investor sentiment, inception, performance, money flow, delegated portfolio management

4.

The FIN and PEAD Factors: Motivation, Construction, and Availability

Number of pages: 6 Posted: 06 Oct 2020
Columbia Business School - Finance and Economics, University of California, Irvine - Paul Merage School of Business and George Mason University - Department of Finance
Downloads 154 (228,814)

Abstract:

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Factor Models, Behavioral Factors