Harrison Hong

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Research profile

author of:

• Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization
  American Economic Review, American Economic Association (2004)
  by Joseph Chen & Harrison Hong & Ming Huang & Jeffrey D. Kubik
  (ReDIF-article, aea:aecrev:v:94:y:2004:i:5:p:1276-1302)
• Disagreement and the Stock Market
  Journal of Economic Perspectives, American Economic Association (2007)
  by Harrison Hong & Jeremy C. Stein
  (ReDIF-article, aea:jecper:v:21:y:2007:i:2:p:109-128)
• Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability
  University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA (2002)
  by Hong, Harrison & Torous, Walter & Valkanov, Rossen
  (ReDIF-paper, cdl:anderf:qt6x49x543)
• Strategic Trading And Learning About Liquidity
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2000)
  by Rady, Sven & Hong, Harrison G
  (ReDIF-paper, cpr:ceprdp:2416)
• Strategic Trading and Learning about Liquidity
  Econometric Society World Congress 2000 Contributed Papers, Econometric Society (2000)
  by Harrison Hong & Sven Rady
  (ReDIF-paper, ecm:wc2000:1351)
• Gone fishin': Seasonality in trading activity and asset prices
  Journal of Financial Markets, Elsevier (2009)
  by Hong, Harrison & Yu, Jialin
  (ReDIF-article, eee:finmar:v:12:y:2009:i:4:p:672-702)
• Strategic trading and learning about liquidity
  Journal of Financial Markets, Elsevier (2002)
  by Hong, Harrison & Rady, Sven
  (ReDIF-article, eee:finmar:v:5:y:2002:i:4:p:419-450)
• Do arbitrageurs amplify economic shocks?
  Journal of Financial Economics, Elsevier (2012)
  by Hong, Harrison & Kubik, Jeffrey D. & Fishman, Tal
  (ReDIF-article, eee:jfinec:v:103:y:2012:i:3:p:454-470)
• What does futures market interest tell us about the macroeconomy and asset prices?
  Journal of Financial Economics, Elsevier (2012)
  by Hong, Harrison & Yogo, Motohiro
  (ReDIF-article, eee:jfinec:v:105:y:2012:i:3:p:473-490)
• Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices
  Journal of Financial Economics, Elsevier (2001)
  by Chen, Joseph & Hong, Harrison & Stein, Jeremy C.
  (ReDIF-article, eee:jfinec:v:61:y:2001:i:3:p:345-381)
• Breadth of ownership and stock returns
  Journal of Financial Economics, Elsevier (2002)
  by Chen, Joseph & Hong, Harrison & Stein, Jeremy C.
  (ReDIF-article, eee:jfinec:v:66:y:2002:i:2-3:p:171-205)
• Do industries lead stock markets?
  Journal of Financial Economics, Elsevier (2007)
  by Hong, Harrison & Torous, Walter & Valkanov, Rossen
  (ReDIF-article, eee:jfinec:v:83:y:2007:i:2:p:367-396)
• Firms as buyers of last resort
  Journal of Financial Economics, Elsevier (2008)
  by Hong, Harrison & Wang, Jiang & Yu, Jialin
  (ReDIF-article, eee:jfinec:v:88:y:2008:i:1:p:119-145)
• Advisors and asset prices: A model of the origins of bubbles
  Journal of Financial Economics, Elsevier (2008)
  by Hong, Harrison & Scheinkman, José & Xiong, Wei
  (ReDIF-article, eee:jfinec:v:89:y:2008:i:2:p:268-287)
• The only game in town: Stock-price consequences of local bias
  Journal of Financial Economics, Elsevier (2008)
  by Hong, Harrison & Kubik, Jeffrey D. & Stein, Jeremy C.
  (ReDIF-article, eee:jfinec:v:90:y:2008:i:1:p:20-37)
• The price of sin: The effects of social norms on markets
  Journal of Financial Economics, Elsevier (2009)
  by Hong, Harrison & Kacperczyk, Marcin
  (ReDIF-article, eee:jfinec:v:93:y:2009:i:1:p:15-36)
• Talking up liquidity: insider trading and investor relations
  Journal of Financial Intermediation, Elsevier (2005)
  by Hong, Harrison & Huang, Ming
  (ReDIF-article, eee:jfinin:v:14:y:2005:i:1:p:1-31)
• Strategic Trading and Learning About Liquidity
  FMG Discussion Papers, Financial Markets Group (2000)
  by Harrison Hong & Sven Rady
  (ReDIF-paper, fmg:fmgdps:dp356)
• Thy Neighbor's Portfolio: Word-of-Mouth Effects in the Holdings and Trades of Money Managers
  Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2003)
  by Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein
  (ReDIF-paper, fth:harver:2006)
• Simple Forecasts and Paradigm Shifts
  Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2003)
  by Harrison Hong & Jeremy C. Stein
  (ReDIF-paper, fth:harver:2007)
• The Only Game in Town: Stock-Price Consequences of Local Bias
  Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research (2005)
  by Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein
  (ReDIF-paper, fth:harver:2077)
• Disagreement and the Stock Market
  Scholarly Articles, Harvard University Department of Economics (2007)
  by Hong, Harrison & Stein, Jeremy
  (ReDIF-paper, hrv:faseco:2894690)
• The Only Game in Town: Stock-Price Consequences of Local Bias
  Scholarly Articles, Harvard University Department of Economics (2008)
  by Stein, Jeremy & Kubik, Jeffrey D. & Hong, Harrison
  (ReDIF-paper, hrv:faseco:3710665)
• Strategic Trading and Learning about Liquidity
  Discussion Papers in Economics, University of Munich, Department of Economics (2001)
  by Hong, Harrison & Rady, Sven
  (ReDIF-paper, lmu:muenec:15)
• Market Institutions, Financial Market Risks, and the Financial Crisis
  NBER Chapters, National Bureau of Economic Research, Inc (2010)
  by Mark Carey & Anil K Kashyap & Raghuram Rajan & René M. Stulz
  (ReDIF-chapter, nbr:nberch:13177)
• Simple Forecasts and Paradigm Shifts
  NBER Working Papers, National Bureau of Economic Research, Inc (2003)
  by Harrison Hong & Jeremy C. Stein
  (ReDIF-paper, nbr:nberwo:10013)
• Asset Float and Speculative Bubbles
  NBER Working Papers, National Bureau of Economic Research, Inc (2005)
  by Harrison Hong & Jose Scheinkman & Wei Xiong
  (ReDIF-paper, nbr:nberwo:11367)
• The Only Game in Town: Stock-Price Consequences of Local Bias
  NBER Working Papers, National Bureau of Economic Research, Inc (2005)
  by Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein
  (ReDIF-paper, nbr:nberwo:11488)
• Advisors and Asset Prices: A Model of the Origins of Bubbles
  NBER Working Papers, National Bureau of Economic Research, Inc (2007)
  by Harrison Hong & Jose A. Scheinkman & Wei Xiong
  (ReDIF-paper, nbr:nberwo:13504)
• Do Hedge Funds Profit From Mutual-Fund Distress?
  NBER Working Papers, National Bureau of Economic Research, Inc (2008)
  by Joseph Chen & Samuel Hanson & Harrison Hong & Jeremy C. Stein
  (ReDIF-paper, nbr:nberwo:13786)
• Yesterday's Heroes: Compensation and Creative Risk-Taking
  NBER Working Papers, National Bureau of Economic Research, Inc (2010)
  by Ing-Haw Cheng & Harrison Hong & Jose A. Scheinkman
  (ReDIF-paper, nbr:nberwo:16176)
• What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?
  NBER Working Papers, National Bureau of Economic Research, Inc (2011)
  by Harrison Hong & Motohiro Yogo
  (ReDIF-paper, nbr:nberwo:16712)
• Financial Constraints on Corporate Goodness
  NBER Working Papers, National Bureau of Economic Research, Inc (2012)
  by Harrison Hong & Jeffrey D. Kubik & Jose A. Scheinkman
  (ReDIF-paper, nbr:nberwo:18476)
• Quiet Bubbles
  NBER Working Papers, National Bureau of Economic Research, Inc (2012)
  by Harrison Hong & David Sraer
  (ReDIF-paper, nbr:nberwo:18547)
• Speculative Betas
  NBER Working Papers, National Bureau of Economic Research, Inc (2012)
  by Harrison Hong & David Sraer
  (ReDIF-paper, nbr:nberwo:18548)
• Regression Discontinuity and the Price Effects of Stock Market Indexing
  NBER Working Papers, National Bureau of Economic Research, Inc (2013)
  by Yen-cheng Chang & Harrison Hong & Inessa Liskovich
  (ReDIF-paper, nbr:nberwo:19290)
• Do Managers Do Good with Other People's Money?
  NBER Working Papers, National Bureau of Economic Research, Inc (2013)
  by Ing-Haw Cheng & Harrison Hong & Kelly Shue
  (ReDIF-paper, nbr:nberwo:19432)
• When Real Estate is the Only Game in Town
  NBER Working Papers, National Bureau of Economic Research, Inc (2014)
  by Hyun-Soo Choi & Harrison Hong & Jeffrey Kubik & Jeffrey P. Thompson
  (ReDIF-paper, nbr:nberwo:19798)
• Hoard Behavior and Commodity Bubbles
  NBER Working Papers, National Bureau of Economic Research, Inc (2015)
  by Harrison Hong & Áureo de Paula & Vishal Singh
  (ReDIF-paper, nbr:nberwo:20974)
• Days to Cover and Stock Returns
  NBER Working Papers, National Bureau of Economic Research, Inc (2015)
  by Harrison Hong & Weikai Li & Sophie X. Ni & Jose A. Scheinkman & Philip Yan
  (ReDIF-paper, nbr:nberwo:21166)
• Crime, Punishment and the Halo Effect of Corporate Social Responsibility
  NBER Working Papers, National Bureau of Economic Research, Inc (2015)
  by Harrison Hong & Inessa Liskovich
  (ReDIF-paper, nbr:nberwo:21215)
• Climate Risks and Market Efficiency
  NBER Working Papers, National Bureau of Economic Research, Inc (2016)
  by Harrison Hong & Frank Weikai Li & Jiangmin Xu
  (ReDIF-paper, nbr:nberwo:22890)
• Location Choice, Portfolio Choice
  NBER Working Papers, National Bureau of Economic Research, Inc (2017)
  by Ioannis Branikas & Harrison Hong & Jiangmin Xu
  (ReDIF-paper, nbr:nberwo:23040)
• Assignment of Stock Market Coverage
  NBER Working Papers, National Bureau of Economic Research, Inc (2017)
  by Briana Chang & Harrison Hong
  (ReDIF-paper, nbr:nberwo:23115)
• Effects of Credit Expansions on Stock Market Booms and Busts
  NBER Working Papers, National Bureau of Economic Research, Inc (2018)
  by Christopher Hansman & Harrison Hong & Wenxi Jiang & Yu-Jane Liu & Juan-Juan Meng
  (ReDIF-paper, nbr:nberwo:24586)
• Selection versus Talent Effects on Firm Value
  NBER Working Papers, National Bureau of Economic Research, Inc (2018)
  by Briana Chang & Harrison Hong
  (ReDIF-paper, nbr:nberwo:24672)
• A Sticky-Price View of Hoarding
  NBER Working Papers, National Bureau of Economic Research, Inc (2020)
  by Christopher Hansman & Harrison Hong & Áureo de Paula & Vishal Singh
  (ReDIF-paper, nbr:nberwo:27051)
• Mitigating Disaster Risks in the Age of Climate Change
  NBER Working Papers, National Bureau of Economic Research, Inc (2020)
  by Harrison Hong & Neng Wang & Jinqiang Yang
  (ReDIF-paper, nbr:nberwo:27066)
• Implications of Stochastic Transmission Rates for Managing Pandemic Risks
  NBER Working Papers, National Bureau of Economic Research, Inc (2020)
  by Harrison Hong & Neng Wang & Jinqiang Yang
  (ReDIF-paper, nbr:nberwo:27218)
• Pandemics, Vaccines and an Earnings Damage Function
  NBER Working Papers, National Bureau of Economic Research, Inc (2020)
  by Harrison Hong & Jeffrey D. Kubik & Neng Wang & Xiao Xu & Jinqiang Yang
  (ReDIF-paper, nbr:nberwo:27829)
• Welfare Consequences of Sustainable Finance
  NBER Working Papers, National Bureau of Economic Research, Inc (2021)
  by Harrison Hong & Neng Wang & Jinqiang Yang
  (ReDIF-paper, nbr:nberwo:28595)
• Sorting Out the Real Effects of Credit Supply
  NBER Working Papers, National Bureau of Economic Research, Inc (2021)
  by Briana Chang & Matthieu Gomez & Harrison Hong
  (ReDIF-paper, nbr:nberwo:28842)
• Welfare Implications of Electric-Bike Subsidies: Evidence from Sweden
  NBER Working Papers, National Bureau of Economic Research, Inc (2022)
  by Anders Anderson & Harrison Hong
  (ReDIF-paper, nbr:nberwo:29913)
• Corporate Social Responsibility
  NBER Working Papers, National Bureau of Economic Research, Inc (2022)
  by Harrison Hong & Edward P. Shore
  (ReDIF-paper, nbr:nberwo:30771)
• The Cost of Climate Policy to Capital: Evidence from Renewable Portfolio Standards
  NBER Working Papers, National Bureau of Economic Research, Inc (2023)
  by Harrison Hong & Jeffrey D. Kubik & Edward P. Shore
  (ReDIF-paper, nbr:nberwo:31960)
• A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets
  NBER Working Papers, National Bureau of Economic Research, Inc (1997)
  by Harrison Hong & Jeremy C. Stein
  (ReDIF-paper, nbr:nberwo:6324)
• Bad News Travels Slowly: Size, Analyst Coverage and the Profitability of Momentum Strategies
  NBER Working Papers, National Bureau of Economic Research, Inc (1998)
  by Harrison Hong & Terence Lim & Jeremy C. Stein
  (ReDIF-paper, nbr:nberwo:6553)
• Differences of Opinion, Rational Arbitrage and Market Crashes
  NBER Working Papers, National Bureau of Economic Research, Inc (1999)
  by Harrison Hong & Jeremy C. Stein
  (ReDIF-paper, nbr:nberwo:7376)
• Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices
  NBER Working Papers, National Bureau of Economic Research, Inc (2000)
  by Joseph Chen & Harrison Hong & Jeremy C. Stein
  (ReDIF-paper, nbr:nberwo:7687)
• Breadth of Ownership and Stock Returns
  NBER Working Papers, National Bureau of Economic Research, Inc (2001)
  by Joseph Chen & Harrison Hong & Jeremy C. Stein
  (ReDIF-paper, nbr:nberwo:8151)
• Social Interaction and Stock-Market Participation
  NBER Working Papers, National Bureau of Economic Research, Inc (2001)
  by Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein
  (ReDIF-paper, nbr:nberwo:8358)
• The Neighbor's Portfolio: Word-of-Mouth Effects in the Holdings and Trade of Money Managers
  NBER Working Papers, National Bureau of Economic Research, Inc (2003)
  by Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein
  (ReDIF-paper, nbr:nberwo:9711)
• Discussion of "Momentum and Autocorrelation in Stock Returns"
  Review of Financial Studies, Society for Financial Studies (2002)
  by Joseph Chen & Harrison Hong
  (ReDIF-article, oup:rfinst:v:15:y:2002:i:2:p:565-574)
• Differences of Opinion, Short-Sales Constraints, and Market Crashes
  Review of Financial Studies, Society for Financial Studies (2003)
  by Harrison Hong & Jeremy C. Stein
  (ReDIF-article, oup:rfinst:v:16:y:2003:i:2:p:487-525)
• Security Analysts' Career Concerns and Herding of Earnings Forecasts
  RAND Journal of Economics, The RAND Corporation (2000)
  by Harrison Hong & Jeffrey D. Kubik & Amit Solomon
  (ReDIF-article, rje:randje:v:31:y:2000:i:spring:p:121-144)