LAWRENCE J. JIN
Assistant Professor of Finance
California Institute of Technology

Contact Information
1200 E. California Blvd. MC 228-77, Pasadena, CA, 91125
Phone: (626)-660-6328 | Email: lawrence.jin@caltech.edu

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Research Interests

Asset Pricing, Behavioral Finance, Institutional Frictions, Financial Intermediaries, Household Finance

Curriculum Vitae
Click here for a curriculum vitae

Research Statement
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SSRN Author Page | Google Scholar Page


Publications/Forthcoming Articles

Working Papers
  • Extrapolation and Bubbles, (with Nicholas C. Barberis, Robin M. Greenwood, and Andrei Shleifer). Revise and Resubmit, Journal of Financial Economics
  • A Model of Credit Market Sentiment, (with Robin M. Greenwood and Samuel G. Hanson).
  • Asset Pricing with Return Extrapolation, (with Pengfei Sui).
Work in Progress
  • A Two-Tree Intermediary Asset Pricing Model, (with Tyler Muir).
  • Realization Utility and Trading Patterns, (with Jonathan E. Ingersoll, Jr.).

References

Jonathan E. Ingersoll, Jr. (Chair)
Adrian C. Israel Professor of International Trade and Finance
Yale School of Management
Phone: 203-432-5924
Email: jonathan.ingersoll@yale.edu

Nicholas C. Barberis
Stephen and Camille Schramm Professor of Finance
Yale School of Management
Phone: 203-436-0777
Email: nick.barberis@yale.edu
Andrei Shleifer
Professor of Economics
Harvard University
Phone: 617-495-5046
Email: ashleifer@harvard.edu
Robin M. Greenwood
George Gund Professor of Finance and Banking
Harvard Business School
Phone: 617-495-6979
Email: rgreenwood@hbs.edu