| Prospect theory, mental accounting, and momentum M Grinblatt, B Han Journal of financial economics 78 (2), 311-339, 2005 | 1408 | 2005 |
| Investor sentiment and option prices B Han The Review of Financial Studies 21 (1), 387-414, 2008 | 491 | 2008 |
| Speculative retail trading and asset prices B Han, A Kumar Journal of Financial and Quantitative Analysis 48 (2), 377-404, 2013 | 432 | 2013 |
| Cross section of option returns and idiosyncratic stock volatility J Cao, B Han Journal of Financial Economics 108 (1), 231-249, 2013 | 275 | 2013 |
| Fear of the unknown: Familiarity and economic decisions HH Cao, B Han, D Hirshleifer, HH Zhang Review of finance 15 (1), 173-206, 2011 | 265 | 2011 |
| The disposition effect and momentum M Grinblatt, B Han National Bureau of Economic Research, 2002 | 254 | 2002 |
| Social networks, information acquisition, and asset prices B Han, L Yang Management Science 59 (6), 1444-1457, 2013 | 232 | 2013 |
| Do analysts gain an informational advantage by visiting listed companies? B Han, D Kong, S Liu Contemporary Accounting Research 35 (4), 1843-1867, 2018 | 189 | 2018 |
| Investor overconfidence and the forward premium puzzle C Burnside, B Han, D Hirshleifer, TY Wang The Review of Economic Studies 78 (2), 523-558, 2011 | 185 | 2011 |
| Insider ownership and firm value: evidence from real estate investment trusts B Han The Journal of Real Estate Finance and Economics 32, 471-493, 2006 | 165 | 2006 |
| Social transmission bias and investor behavior B Han, D Hirshleifer, J Walden Journal of Financial and Quantitative Analysis 57 (1), 390-412, 2022 | 163 | 2022 |
| Public information and uninformed trading: Implications for market liquidity and price efficiency B Han, Y Tang, L Yang Journal of Economic Theory 163, 604-643, 2016 | 132 | 2016 |
| Option return predictability X Zhan, B Han, J Cao, Q Tong The Review of Financial Studies 35 (3), 1394-1442, 2022 | 117* | 2022 |
| Idiosyncratic risk, costly arbitrage, and the cross-section of stock returns J Cao, B Han Journal of Banking & Finance 73, 1-15, 2016 | 116 | 2016 |
| Stochastic volatilities and correlations of bond yields B Han The Journal of Finance 62 (3), 1491-1524, 2007 | 100 | 2007 |
| Variance risk premium and cross-section of stock returns B Han, Y Zhou unpublished paper, University of Texas at Austin 8, 34, 2012 | 82 | 2012 |
| Self-enhancing transmission bias and active investing B Han, DA Hirshleifer Available at SSRN 2032697, 2015 | 67 | 2015 |
| Institutional investment constraints and stock prices J Cao, B Han, Q Wang Journal of Financial and Quantitative Analysis 52 (2), 465-489, 2017 | 66 | 2017 |
| Understanding the term structure of credit default swap spreads B Han, Y Zhou Journal of Empirical Finance 31, 18-35, 2015 | 57 | 2015 |
| The term structure of credit spreads, firm fundamentals, and expected stock returns B Han, A Subrahmanyam, Y Zhou Journal of Financial Economics 124 (1), 147-171, 2017 | 56 | 2017 |
David HirshleiferMarshall School of Business, University of Southern California, and National Bureau of Economic在 uci.edu 的电子邮件经过验证
