Publications

• "Short and Long Horizon Behavioral Factors," Kent Daniel, David Hirshleifer and Lin Sun, Review of Financial Studies, 2020, 33 (4): 1673-1736. 

–   Winner of the 2017 Hillcrest Behavioral Finance Award

–   Teaching Slides on Short and Long Horizon Behavioral Factors (here)

• “Weather, Institutional Investors, and Earnings News,” Danling Jiang, Dylan Norris and Lin Sun, Journal of Corporate Finance, 2021, 69: 101990 

–   Semifinalist for the Best Paper Award in Investments at 2018 FMA Annual Meeting

• "The Start Matters: Time-Varying Investor Demand, Hedge Fund Inceptions and Performance," Lin Sun, Zheng Sun and Lu Zheng, Review of Finance, 2023, forthcoming

–  Online Appendix

Working Papers

• "Skilled Foreign Labor, Urban Agglomeration, and Value Creation," Hao Jiang, Chris Parsons, Lin Sun and Sheridan Titman, 2023

• "Investor Composition and the Market for Music Non-Fungible Tokens (NFTs)," Danling Jiang, Lin Sun, Lolita Nazarov, Jiarong Chen, Yihan Yang, and Xinning Guo, 2023 (*Danling Jiang and Lin Sun are joint first authors)

Data

The factors used in "Short and Long Horizon Behavioral Factors," Kent Daniel, David Hirshleifer and Lin Sun, Review of Financial Studies, 2020, 33 (4): 1673-1736. 

• • FIN and PEAD factor returns (1972:07-2022:12)     [Monthly]      [Daily]  

  • The FIN and PEAD Factors: Motivation, Construction, and Availability

Data for "Weather, Institutional Investors, and Earnings News," Danling Jiang, Dylan Norris and Lin Sun, Journal of Corporate Finance, 2021, 69, Article 101990.

• Institutions Weather Measures on Earnings Announcements

Employment

George Mason University, Assistant Professor of Finance, 2019-present

Florida State University, Assistant Professor of Finance, 2015-2019

Education

      PhD in Finance, University of California at Irvine

      MSc in Statistics, SUNY at Stony Brook

      BBA, Shanghai University of Finance and Economics

Teaching

George Mason University

• • MSF 643 Financial Economics and Statement Analysis: Fall 2021-2023

  • MBA 643 Managerial Finance: Fall 2022-2023

  • GBUS 643 Managerial Finance: Fall 2022-2023

  • FNAN 311 Principles of Investment: Spring 2021-2022

  • MBA 603 Managerial Economics: Fall 2019, Summer 2020, Spring & Fall 2021

Florida State University 

• • Advanced Problems in Financial Management: Spring 2016–2019

University of California, Irvine

• • Introduction to Managerial Finance: Summer 2014 

Honors and Awards 

• Faculty of the Year, MS in Finance Program, George Mason University, 2022

• Thank a Teacher Recognition, George Mason University, 2020

• Outstanding Research Publication Award, George Mason University, 2020

• Semi-finalist for the Best Paper Award in Investments at FMA Annual Meeting, 2018

• Winner of Hillcrest Behavioral Finance Award, 2017

• First Year Assistant Professor Summer Award, Florida State University, 2016

• Robert B. Bradley Library Research Grants, Florida State University, 2015

• Semifinalist for the best paper award in Investments at FMA Annual Meeting, 2014

• Ray Watson Fellowship, UC Irvine, 2013

• Graduate School Fellowship, UC Irvine, 2009-2013

Media Coverage 

• The FinReg Blog, Global Financial Markets Center at Duke University School of Law, “Weather, Institutional Investors, and Earnings News”, May 13, 2021

• Institutional Investor, “Even the Most ‘Sophisticated’ Investors Have Rainy Days” by Jessica Hamlin, April 28, 2021

• MarketWatch, “Earnings season is starting. Why you might want to take a look at the weather, too.” by Steve Goldstein, April 14, 2021

• Institutional Investor, “When Not to Invest in a Hedge Fund” by Amy Whyte, August 27, 2018

• The Irish Times, “Is Bad Weather Bad for Stock Markets?” by Proinsias O'Mahony, July 31, 2018