Han, Bing

Professor of Finance
University of Toronto

bhan@saif.sjtu.edu.cn

Educational Background

Experience

Honors / Achievements

Short BIO

Publication

• Cross-section of Option Returns and Idiosyncratic Stock Volatility (with Jie Cao). Forthcoming at Journal of Financial Economics.

  Prospect Theory, Mental Accounting and Momentum (with Mark Grinblatt). Journal of Financial Economics, 2005, Vol. 78, pp. 311-333.

  Insider Ownership and Firm Performance: Evidence from Real Estate Investment Trusts. Journal of Real Estate Finance and Economics, 2006, Vol. 32, pp. 471-493.

  Stochastic Volatilities and Correlations of Bond Yields. Journal of Finance, 2007, Vol. 62, pp. 1491-1524.

  The U.S. Treasury Buyback Auctions: The Cost of Retiring Illiquid Bonds (with Craig Merrill and Francis Longstaff). Journal of Finance,2007, Vol. 62, pp. 2673-2693.

  Investor Sentiment and Option Prices. Review of Financial Studies, 2008, Vol. 21, pp. 387-414.

  Promotion Tournaments and Capital Rationing (with David Hirshleifer and John Persons). Review of Financial Studies, 2009, Vol. 22, pp. 219-255.

  Forecast Accuracy Uncertainty and Momentum (with Dong Hong and Mitch Warachka). Management Science, 2009, Vol. 55, pp. 1035-1046.

  Thinking about Indexes, and “Passive” versus Active Management (with Russell J. Fuller and Yining Tung). Journal of Portfolio Management, Summer 2010, Vol 36, No. 4, pp. 35-47.

  Fear of the Unknown: Familiarity and Economic Decisions (with H. Henry Cao, David Hirshleifer, and Harold Zhang). Review of Finance, 2011, Vol. 15 (1), pp. 173-206.

  Investor Overconfidence and the Forward Discount Puzzle (with Craig Burnside, David Hirshleifer and Tracy Wang). Review of Economic Studies, 2011, Vol. 78 (2), pp. 523-558.

  Taking the Road Less Travelled: Does Conversation Eradicate Pernicious Cascades? (with H. Henry Cao and David Hirshleifer).Journal of Economic Theory, 2011, Vol. 146 (4), pp. 1418-1436.

  Estimating the Impact of Ex Post Mis-pricing in Various Sectors of Equity Markets (with Russell J. Fuller and Yining Tung). Forthcoming at Journal of Investment Management.

  Speculative Retail Trading and Asset Prices (with Alok Kumar). Accepted at Journal of Quantative and Financial Analysis.