NBER

Harrison Hong

Department of Economics
Columbia University
1022 International Affairs Building
Mail Code 3308
420 West 118th Street
New York, NY 10027
Tel: 212/851-9435

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org
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NBER Program Affiliations: AP
NBER Affiliation: Research Associate
Institutional Affiliation: Columbia University

NBER Working Papers and Publications

May 2020Implications of Stochastic Transmission Rates for Managing Pandemic Risks
with Neng Wang, Jinqiang Yang: w27218
April 2020Mitigating Disaster Risks to Sustain Growth
with Neng Wang, Jinqiang Yang: w27066
A Sticky-Price View of Hoarding
with Christopher Hansman, Áureo de Paula, Vishal Singh: w27051
July 2019The Sustainable Investing Proposition
NBER Reporter 2019 number 2
May 2018Selection versus Talent Effects on Firm Value
with Briana Chang: w24672

Published: Briana Chang & Harrison Hong, 2019. "Selection versus Talent Effects on Firm Value," Journal of Financial Economics, .

Riding the Credit Boom
with Christopher Hansman, Wenxi Jiang, Yu-Jane Liu, Juan-Juan Meng: w24586
January 2017Assignment of Stock Market Coverage
with Briana Chang: w23115
Location Choice, Portfolio Choice
with Ioannis Branikas, Jiangmin Xu: w23040

Published: Ioannis Branikas & Harrison Hong & Jiangmin Xu, 2020. "Location Choice, Portfolio Choice," Journal of Financial Economics, .

December 2016Climate Risks and Market Efficiency
with Frank Weikai Li, Jiangmin Xu: w22890

Published: Harrison Hong & Frank Weikai Li & Jiangmin Xu, 2018. "Climate risks and market efficiency," Journal of Econometrics, .

May 2015Crime, Punishment and the Halo Effect of Corporate Social Responsibility
with Inessa Liskovich: w21215
Days to Cover and Stock Returns
with Weikai Li, Sophie X. Ni, Jose A. Scheinkman, Philip Yan: w21166
February 2015Hoard Behavior and Commodity Bubbles
with Áureo de Paula, Vishal Singh: w20974
January 2014When Real Estate is the Only Game in Town
with Hyun-Soo Choi, Jeffrey Kubik, Jeffrey P. Thompson: w19798
September 2013Do Managers Do Good with Other People's Money?
with Ing-Haw Cheng, Kelly Shue: w19432
August 2013Regression Discontinuity and the Price Effects of Stock Market Indexing
with Yen-cheng Chang, Inessa Liskovich: w19290

Published: Yen-Cheng Chang & Harrison Hong & Inessa Liskovich, 2015. "Regression Discontinuity and the Price Effects of Stock Market Indexing," Review of Financial Studies, vol 28(1), pages 212-246. citation courtesy of

November 2012Speculative Betas
with David Sraer: w18548

Published: Harrison Hong & David A. Sraer, 2016. "Speculative Betas," Journal of Finance, American Finance Association, vol. 71(5), pages 2095-2144, October. citation courtesy of

Quiet Bubbles
with David Sraer: w18547

Published: Hong, Harrison & Sraer, David, 2013. "Quiet bubbles," Journal of Financial Economics, Elsevier, vol. 110(3), pages 596-606. citation courtesy of

October 2012Financial Constraints on Corporate Goodness
with Jeffrey D. Kubik, Jose A. Scheinkman: w18476
January 2011What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?
with Motohiro Yogo: w16712

Published: Hong, Harrison & Yogo, Motohiro, 2012. "What does futures market interest tell us about the macroeconomy and asset prices?," Journal of Financial Economics, Elsevier, vol. 105(3), pages 473-490. citation courtesy of

July 2010Yesterday's Heroes: Compensation and Creative Risk-Taking
with Ing-Haw Cheng, Jose A. Scheinkman: w16176
June 2010Yesterday's Heroes: Compensation and Creative Risk-Taking
with Ing-Haw Cheng, Jose Scheinkman
in Market Institutions and Financial Market Risk, Mark Carey, Anil Kashyap, Raghuram Rajan, and René Stulz, organizers
February 2008Do Hedge Funds Profit From Mutual-Fund Distress?
with Joseph Chen, Samuel Hanson, Jeremy C. Stein: w13786
October 2007Advisors and Asset Prices: A Model of the Origins of Bubbles
with Jose A. Scheinkman, Wei Xiong: w13504

Published: Hong, Harrison & Scheinkman, José & Xiong, Wei, 2008. "Advisors and asset prices: A model of the origins of bubbles," Journal of Financial Economics, Elsevier, vol. 89(2), pages 268-287, August. citation courtesy of

July 2005The Only Game in Town: Stock-Price Consequences of Local Bias
with Jeffrey D. Kubik, Jeremy C. Stein: w11488

Published: Hong, Harrison, Jeffrey D. Kubik and Jeremy C. Stein. “The Only Game in Town: The Stock Price Consequences of Local Bias.” Journal of Financial Economics 90 (2008): 20-37. citation courtesy of

May 2005Asset Float and Speculative Bubbles
with Jose Scheinkman, Wei Xiong: w11367

Published: Hong, Harrison, Jos Scheinkman and Wei Xiong. "Asset Float And Speculative Bubbles," Journal of Finance, 2006, v61(3,Jun), 1073-1117. citation courtesy of

October 2003Simple Forecasts and Paradigm Shifts
with Jeremy C. Stein: w10013

Published: Hong, Harrison, Jeremy C. Stein and Jialin Yu. “Simple Forecasts and Paradigm Shifts." Journal of Finance 62 (2007): 1207-1242. citation courtesy of

May 2003The Neighbor's Portfolio: Word-of-Mouth Effects in the Holdings and Trade of Money Managers
with Jeffrey D. Kubik, Jeremy C. Stein: w9711

Published: Hong, Harrison, Jeffrey D. Kubik and Jeremy C. Stein. “Thy Neighbor’s Portfolio: Word-of-Mouth Effects in the Holdings and Trades of Money Managers." Journal of Finance 60 (2005): 2801-2824. citation courtesy of

July 2001Social Interaction and Stock-Market Participation
with Jeffrey D. Kubik, Jeremy C. Stein: w8358

Published: Hong, Harrison, Jeffrey D. Kubik and Jeremy C. Stein. "Social Interaction And Stock-Market Participation," Journal of Finance, 2004, v59(1,Feb), 137-163. citation courtesy of

March 2001Breadth of Ownership and Stock Returns
with Joseph Chen, Jeremy C. Stein: w8151

Published: Chen, Joseph, Harrison Hong and Jeremy C. Stein. "Breadth Of Ownership And Stock Returns," Journal of Financial Economics, 2002, v66(2-3,Nov-Dec), 171-205. citation courtesy of

May 2000Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices
with Joseph Chen, Jeremy C. Stein: w7687

Published: Chen, Joseph, Harrison Hong and Jeremy C. Stein. "Forecasting Crashes: Trading Volume, Past Returns, And Conditional Shewness In Stock Prices," Journal of Financial Economics, 2001, v61(3,Sep), 345-381. citation courtesy of

October 1999Differences of Opinion, Rational Arbitrage and Market Crashes
with Jeremy C. Stein: w7376

Published: Hong, Harrison and Jeremy C. Stein. "Differences Of Opinion, Short-Sales Constraints, And Market Crashes," Review of Financial Studies, 2003, v16(2,Summer), 487-525.

May 1998Bad News Travels Slowly: Size, Analyst Coverage and the Profitability of Momentum Strategies
with Terence Lim, Jeremy C. Stein: w6553

Published: Hong, Harrison, Terence Lim and Jeremy C. Stein. "Bad News Travels Slowly: Size, Analyst Coverage, And The Profitability Of Momentum Strategies," Journal of Finance, 2000, v55(1,Feb), 265-295. citation courtesy of

December 1997A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets
with Jeremy C. Stein: w6324

Published: Hong, Harrison and Jeremy C. Stein. "A Unified Theory Of Underreaction, Momentum Trading, And Overreaction In Asset Markets," Journal of Finance, 1999, v54(6,Dec), 2143-2184. citation courtesy of

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