Lin Sun (孙琳)
Lin Sun (孙琳)
Assistant Professor of Finance
Costello College of Business
George Mason University
Fairfax, Virginia
Office: Enterprise Hall 326
Email: lsun6@gmu.edu
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Employment
Employment
George Mason University, Assistant Professor of Finance, 2019-present
Florida State University, Assistant Professor of Finance, 2015-2019
Education
Education
Ph.D. in Finance, University of California at Irvine
M.S. in Statistics, SUNY at Stony Brook
B.B.A., Shanghai University of Finance and Economics
Publications
Publications
“Undervaluing Skilled Immigrants,” Hao Jiang, Chris Parsons, Lin Sun, and Sheridan Titman, Journal of Financial and Quantitative Analysis, forthcoming.
"The Start Matters: Time-Varying Investor Demand, Hedge Fund Inceptions and Performance," Lin Sun, Zheng Sun and Lu Zheng, Review of Finance, 2024, 28 (2): 729-768.
“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
"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
– Semifinalist for the Best Paper Award in Investments at 2014 FMA Annual Meeting
– Teaching Slides on Short and Long Horizon Behavioral Factors (here)
Working Papers
“Yield Chasing and Fragility in Bond Fund Flows,” Hao Jiang, Lily Yuanzhi Li, Lin Sun, and Lu Zheng, 2026
– Revising for 3rd round review at Review of Finance
“The Cost of Sustainable Investing: Global Green Fund Flows and Green Asset Prices,” Hao Jiang and Lin Sun, 2025
“Limits to Diversification: Passive Investing and Market Risk,” Lily Fang, Hao Jiang, Zheng Sun, Lin Sun, Ximing Yin, and Lu Zheng, 2025
Data
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 (1972:07-2024:12) [Monthly] [Daily]
– The FIN and PEAD Factors: Motivation, Construction, and Availability
Teaching
Teaching
George Mason University
MSF 643 Financial Economics and Statement Analysis: Fall 2021–2025
MBA 643 (Online) Managerial Finance: Fall 2022–2025
GBUS 643 Managerial Finance: Fall 2022–2023, Spring 2024, Fall 2025
FNAN 303 Financial Management: Fall 2025
FNAN 311 Principles of Investment: Spring 2021–2022
MBA 603 (Online) 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 & Awards
Honors & Awards
Competitive Summer Research Funding, George Mason University, 2025, 2026
Outstanding Research Publication Award, George Mason University, 2020, 2025
MS in Finance Program Outstanding Faculty of the Year Award, George Mason University, 2022, 2024
Thank-a-Teacher Program Recognition from the Stearns Center for Teaching and Learning, George Mason University, 2020, 2024, 2025
Nominated for the George Mason University Online Teaching Excellence Award, 2025
Nominated for the George Mason University Teaching Excellence Award, 2025
Winner of the Hillcrest Behavioral Finance Award, 2017
Semifinalist, Best Paper Award in Investments, FMA Annual Meeting, 2014, 2018
First Year Assistant Professor Summer Award, Florida State University, 2016
Robert B. Bradley Library Research Grants, Florida State University, 2015
Ray Watson Fellowship, UC Irvine, 2013
Graduate School Fellowship, UC Irvine, 2009–2013
Media Coverage
Media Coverage
Owenomics: Observations on Behavioral Finance & Markets, “Bubble Watch, Part 1: Firms are the smart money”, November, 2025
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
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