- Lin, C., Massa, M & Zhang, H. (2014). Mutual Funds and Information Diffusion: The Role of Country-Level Governance. The Review of Financial Studies, 27 (11), 3343-3387.
- Gong, X., Lin, C. & Zwinkels, R.C.J. (2016). Forecasting Crashes: Correlated Fund Flows and the Skewness in Stock Returns. Journal of Financial Econometrics, 15 (1), 36-61.
- Fang, L., Lin, C. & Shao, Y. (2017). School Holidays and Stock Market Seasonality. Financial Management, forthcoming.
- “Inattention as a Limit to Arbitrage: Evidence from School Holidays” with Lily Fang and Yuping Shao, 2017
- Investor Sentiment and the Fragility of Liquidity, 2014
Work in Progress
- Journalist bias on news and price efficiency, with Massimo Massa and Hong Zhang
- Short Selling and Firm Repurchasing, with Stefan Obernberger and Patrick Verwijmeren
- Information Diversity
- Knowing What the Others Know: Revisiting the Disagreement-Return Relationship
- The ICO Mania, Increase in Risk Taking or Lost Of Trust in Traditional Financial Market