Tse‐Chun Lin

2.8k total citations
116 papers, 1.6k citations indexed

About

Tse‐Chun Lin is a scholar working on Finance, Accounting and Economics and Econometrics. According to data from OpenAlex, Tse‐Chun Lin has authored 116 papers receiving a total of 1.6k indexed citations (citations by other indexed papers that have themselves been cited), including 87 papers in Finance, 67 papers in Accounting and 43 papers in Economics and Econometrics. Recurrent topics in Tse‐Chun Lin's work include Financial Markets and Investment Strategies (76 papers), Corporate Finance and Governance (54 papers) and Auditing, Earnings Management, Governance (30 papers). Tse‐Chun Lin is often cited by papers focused on Financial Markets and Investment Strategies (76 papers), Corporate Finance and Governance (54 papers) and Auditing, Earnings Management, Governance (30 papers). Tse‐Chun Lin collaborates with scholars based in Hong Kong, Taiwan and China. Tse‐Chun Lin's co-authors include Li Ge, Joost Driessen, Xiaohui Gao, Neil D. Pearson, Konan Chan, Ludovic Phalippou, Shiyang Huang, Vesa Pursiainen, Eric C. Chang and Weiyu Kuo and has published in prestigious journals such as Journal of Financial Economics, American Economic Review and Management Science.

In The Last Decade

Tse‐Chun Lin

92 papers receiving 1.5k citations

Peers

Tse‐Chun Lin
Bing Han Canada
Baolian Wang United States
Russell Jame United States
Joshua Matthew Pollet United States
Sonya S. Lim United States
Simon Gervais United States
Keith Vorkink United States
Tse‐Chun Lin
Citations per year, relative to Tse‐Chun Lin Tse‐Chun Lin (= 1×) peers Yu‐Jane Liu

Countries citing papers authored by Tse‐Chun Lin

Since Specialization
Citations

This map shows the geographic impact of Tse‐Chun Lin's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Tse‐Chun Lin with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Tse‐Chun Lin more than expected).

Fields of papers citing papers by Tse‐Chun Lin

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Tse‐Chun Lin. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Tse‐Chun Lin. The network helps show where Tse‐Chun Lin may publish in the future.

Co-authorship network of co-authors of Tse‐Chun Lin

This figure shows the co-authorship network connecting the top 25 collaborators of Tse‐Chun Lin. A scholar is included among the top collaborators of Tse‐Chun Lin based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Tse‐Chun Lin. Tse‐Chun Lin is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Lin, Tse‐Chun, et al.. (2025). Windfall gains and stock market participation: Evidence from shopping receipt lottery. Journal of Banking & Finance. 172. 107378–107378.
2.
Chordia, Tarun, et al.. (2025). Return Extrapolation and Volatility Expectations. Journal of Financial and Quantitative Analysis. 60(8). 3932–3970.
4.
Li, Feng, et al.. (2024). Local information advantage and stock returns: Evidence from social media. Contemporary Accounting Research. 41(2). 1089–1119.
5.
Lin, Chih‐Yung, et al.. (2024). Lottery jackpot winnings and retail trading in the neighborhood. Journal of Banking & Finance. 167. 107269–107269. 1 indexed citations
6.
7.
Lin, Chih-Yung, et al.. (2024). Financial statement disaggregation and bank loan pricing. Journal of Empirical Finance. 79. 101555–101555. 1 indexed citations
8.
Lin, Tse‐Chun, et al.. (2023). Does better liquidity for large orders attract institutional investors and analysts? Evidence from the Tick Size Pilot Program. Journal of Financial Markets. 67. 100870–100870. 3 indexed citations
9.
Lin, Ji‐Chai, et al.. (2023). Behavioral bias, distorted stock prices, and stock splits. Journal of Banking & Finance. 154. 106939–106939. 4 indexed citations
10.
Lin, Tse‐Chun, et al.. (2023). Behavioral Consistency in Green Lifestyle and Green Investment. SSRN Electronic Journal.
11.
13.
Lin, Tse‐Chun & Vesa Pursiainen. (2022). Regional social capital and moral hazard in crowdfunding. Journal of Business Venturing. 37(4). 106224–106224. 21 indexed citations
14.
Chau, Michael, Chih‐Yung Lin, & Tse‐Chun Lin. (2020). Wisdom of Crowds Before the 2007-2009 Global Financial Crisis. SSRN Electronic Journal. 1 indexed citations
15.
Lin, Chen-Ta, et al.. (2018). Salient Anchor, Limited Attention, and Analyst Recommendation Changes. SSRN Electronic Journal. 2 indexed citations
16.
Huang, Shiyang, et al.. (2018). Attention allocation and return co-movement: Evidence from repeated natural experiments. Journal of Financial Economics. 132(2). 369–383. 93 indexed citations
17.
Bhattacharya, Utpal, et al.. (2017). Do Superstitious Traders Lose Money?. Management Science. 64(8). 3772–3791. 40 indexed citations
18.
Lin, Tse‐Chun, et al.. (2015). Do Innovative Firms Hold More Cash? The International Evidence. SSRN Electronic Journal. 4 indexed citations
19.
Chang, Eric C., et al.. (2014). Does short selling discipline managerial empire building?. The HKU Scholars Hub (University of Hong Kong). 1 indexed citations
20.
Gao, Xiaohui & Tse‐Chun Lin. (2011). Do Individual Investors Trade Stocks as Gambling? Evidence from Repeated Natural Experiments. SSRN Electronic Journal. 16 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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