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Harrison Hong |
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John Scully ’66 Professor of Economics and Finance |
Phone: (609) 258-0259 |
1. "A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets" (w/ Jeremy C. Stein;, Harvard University) Journal of Finance, December 1999.
2. "Trading and Returns under Periodic Market Closures" (w/ Jiang Wang, MIT) Journal of Finance, February 2000.
3. "Bad News Travels Slowly: Size, Analyst Coverage and the Profitability of Momentum Strategies" (w/ Terence Lim, Goldman Sachs and Jeremy C. Stein, Harvard University) Journal of Finance, February 2000.
4. "A Model of Returns and Trading in Futures Markets" Journal of Finance, April 2000.
5. "Security Analysts' Career Concerns and Herding of Earnings Forecasts" (w/ Jeffrey Kubik, Syracuse University and Amit Solomon, DJ Greene) Rand Journal of Economics, Spring 2000.
6. "Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices" (w/ Joseph Chen, USC and Jeremy C. Stein, Harvard University) Journal of Financial Economics, September 2001.
7. "Strategic Trading and Learning about Liquidity" (w/ Sven Rady, University of Munich)
Journal of Financial Markets, November 2002.
8. "Breadth of Ownership and Stock Returns" (w/ Joseph Chen, USC, Jeremy Stein, Harvard University)
Journal of Financial Economics, November 2002.
9. "Analyzing the Analysts: Career Concerns and Biased Earnings Forecasts" (w/ Jeffrey Kubik, Syracuse University)
Journal of Finance, February 2003.
10. "Differences of Opinion, Short-Sales Constraints and Market Crashes" (w/ Jeremy C. Stein, Harvard University)
Review of Financial Studies, Summer 2003. (Previously circulated as "Differences of Opinion, Rational Arbitrage and Market Crashes")
11. "Social Interaction and Stock Market Participation" (w/ Jeffrey Kubik, Syracuse University and Jeremy Stein, Harvard University)
Journal of Finance, February 2004.
12. "Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization"
(w/ Joseph Chen, USC, Ming Huang, Stanford University, and Jeffrey D. Kubik, Syracuse University)
American Economic Review, December 2004
13. "Talking up Liquidity: Insider Trading and Investor Relations" (w/ Ming Huang, Stanford University)
Journal of Financial Intermediation, January 2005.
14. "Thy Neighbor's Portfolio: Word-of-Mouth Effects in the Holdings and Trades of Money Managers" (w/ Jeremy C. Stein, Harvard University and Jeffrey D. Kubik, Syracuse University)
Journal of Finance, December 2005.
15. "Asset Float and Speculative Bubbles" (w/ Jose Scheinkman and Wei Xiong, Princeton University)
Journal of Finance, June 2006.
16. "Do Industries Lead Stock Markets?" (w/ Walter Torous, UCLA and Ross Valkanov, UCSD)
Journal of Financial Economics, February 2007.
17. "Simple Forecasts and Paradigm Shifts" (w/ Jeremy Stein, Harvard University and Jialin Yu, Columbia University)
Journal of Finance, June 2007.
18. "Disagreement and the Stock Market" (w/ Jeremy Stein, Harvard University)
Journal of Economic Perspectives, Spring.
19. "Firms as Buyers of Last Resort" (w/ Jialin Yu, Columbia University and Jiang Wang, MIT)
Journal of Financial Economics, April 2008.
20. "Advisors and Asset Prices: A Model of the Origins of Bubbles" (w/ Jose Scheinkman and Wei Xiong Princeton University)
Journal of Financial Economics, August 2008.
21. "The Only Game in Town: Stock-Price Consequences of Local Bias" (w/ Jeffrey Kubik, Syracuse University and Jeremy Stein, Harvard University)
Journal of Financial Economics, October 2008.
22. "The Price of Sin: The Effects of Social Norms on Markets" (w/ Marcin Kacperczyk, UBC)
Journal of Financial Economics, July 2009.
23. "Gone Fishin': Seasonality in Trading Activity and Asset Prices" (w/ Jialin Yu, Columbia University)
Journal of Financial Markets, November 2009.
24. "Competition and Bias" (w/ Marcin Kacperczyk, UBC)
forthcoming Quarterly Journal of Economics, January 2010.
25. "Discusion Comments of Momentum and Stock Return Autocorrelation" (w/ Joseph Chen, USC)
Review of Financial Studies, March 2002
26. "Transparency: Analysts' Career Concerns and Biased Forecasts,"
MBA in A Box, May 2004.
27. "Behavioral Finance: An Introduction to Special Issue of EFMJ,"
European Financial Management Journal, June 2007.
28. "Outsourcing Mutual Fund Management: Firm Boundaries, Incentives and Performance" (w/ Joseph Chen, USC and Jeffrey Kubik, Syracuse University) (First Draft: November 2004, This Draft: October 2007)
29. "Do Arbitrageurs Amplify Economic Shocks?" (w/ Tal Fishman, Princeton University and Jeffrey Kubik, Syracuse University)
(First Draft: August 2006, This Draft: March 2009)
30. "Stochastic Convenience Yield, Optimal Hedging and the Term Structure of Open Interest and Futures Prices"
(July 2001)
31. "Red and Blue Investing: Values and Finance" (w/ Leonard Kostovetsky, Rochester)
(First Draft: April 2008, This Draft: February 2009)
32. "Who’s on First: Ordering and Revenue in Art Auctions" (w/ Jeffrey Kubik, Syracuse, Ilan Kremer, Stanford, Jianping Mei, NYU, Michael Moses, NYU)
(First Draft: June 2008, This Draft: April 2009)
33. "Digging into Commodities" (w/ Motohiro Yogo, Wharton)
(First Draft: September 2008, This Draft: June 2009)
34. "Yesterday's Heroes: Compensation and Creative Risk-Taking" (w/ Ing-Haw Cheng University of Michigan and Jose Scheinkman, Princeton University)
(First Draft: July 2009, This Draft: December 2009)
35. "Word of Mouth and Information Diffusion in Asset Markets"” (w/ Dong Hong, Singapore Management University and Andrei Ungureanu, Princeton University)
(First Draft: coming in February 2010)
36. "What Drives Corporate Environmental and Social Responsibility?: A Catering Perspective" (W/ Alberta Di Giuli, University of Lisbon, Leonard Kostovetsky, University of Rochester, Jeffrey Kubik, Syracuse University)
(First Draft: coming in February 2010)
© Harrison Hong / hhong@princeton.edu
Last updated: 12/28/2009