LAWRENCE J. JIN
Assistant Professor of Finance
California Institute of Technology

Contact Information
1200 E. California Blvd. MC 228-77, Pasadena, CA, 91125
Phone: (626)-660-6328 | Email: lawrence.jin@caltech.edu


Research Interests

Asset Pricing, Behavioral Finance, Institutional Frictions, Financial Intermediaries, Household Finance

Curriculum Vitae
Click here for a curriculum vitae

Research Statement
Click here for a research statement



SSRN Author Page | Google Scholar Page


Publications/Forthcoming Articles

Working Papers

Work in Progres
  • Leverage Taking Behavior in the Chinese Stock Market, 2017. (with Cameron Peng and Wei Xiong)
  • Aggregate Return Overextrapolation in the Cross-section of Stock Returns, 2017. (with Stefano Cassella and Huseyin Gulen)
  • Prospect Theory and Cross-sectional Asset Prices, 2016. (with Nicholas C. Barberis)
  • A Two-Tree Intermediary Asset Pricing Model, 2015. (with Tyler Muir)
  • Realization Utility and Trading Patterns, 2015. (with Jonathan E. Ingersoll, Jr.)

References

Jonathan E. Ingersoll, Jr. (Chair)
Adrian C. Israel Professor of International Trade and Finance
Yale School of Management
Phone: 203-432-5924
Email: jonathan.ingersoll@yale.edu

Nicholas C. Barberis
Stephen and Camille Schramm Professor of Finance
Yale School of Management
Phone: 203-436-0777
Email: nick.barberis@yale.edu
Andrei Shleifer
Professor of Economics
Harvard University
Phone: 617-495-5046
Email: ashleifer@harvard.edu
Robin M. Greenwood
George Gund Professor of Finance and Banking
Harvard Business School
Phone: 617-495-6979
Email: rgreenwood@hbs.edu


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