Lin Sun Homepage

Lin Sun (孙琳)

Assistant Professor of Finance

Costello College of Business, George Mason University

Fairfax, VA 22030

Office: Enterprise Hall 326

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

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

PhD in Finance, University of California at Irvine

MSc in Statistics, SUNY at Stony Brook

BBA, Shanghai University of Finance and Economics

“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

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

Working Papers

- “Breaking Bonds: Fleeting Attraction of Bond Fund Yield and Fragile Prices,” Hao Jiang, Lily Yuanzhi Li, Lin Sun, and Lu Zheng, 2025
- “Undervaluing Immigrants,” Hao Jiang, Chris Parsons, Lin Sun, and Sheridan Titman, 2025
- “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

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 (1972:07-2023:12) [Monthly] [Daily]

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

Advanced Problems in Financial Management: Spring 2016–2019

Introduction to Managerial Finance: Summer 2014

Competitive Summer Research Funding, George Mason University, 2025
Outstanding Research Publication Award, George Mason University, 2020, 2025
Nominated for the 2025 George Mason University Online Teaching Excellence Award
Nominated for the 2025 George Mason University Teaching Excellence Award
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
Semifinalist for the Best Paper Award in Investments at FMA Annual Meeting, 2014, 2018
Winner of the 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
Ray Watson Fellowship, UC Irvine, 2013
Graduate School Fellowship, UC Irvine, 2009–2013

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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