NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Harrison Hong

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

Working Papers and Chapters

January 2014When Real Estate is the Only Game in Town
with Hyun-Soo Choi, Jeffrey Kubik, Jeffrey P. Thompson: w19798
September 2013Do Managers Do Good with Other People's Money?
with Ing-Haw Cheng, Kelly Shue: w19432
August 2013Regression Discontinuity and the Price Effects of Stock Market Indexing
with Yen-cheng Chang, Inessa Liskovich: w19290
November 2012Speculative Betas
with David Sraer: w18548
Quiet Bubbles
with David Sraer: w18547

Published: Hong, Harrison & Sraer, David, 2013. "Quiet bubbles," Journal of Financial Economics, Elsevier, vol. 110(3), pages 596-606. citation courtesy of

October 2012Financial Constraints on Corporate Goodness
with Jeffrey D. Kubik, Jose A. Scheinkman: w18476
January 2011What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?
with Motohiro Yogo: w16712

Published: Hong, Harrison & Yogo, Motohiro, 2012. "What does futures market interest tell us about the macroeconomy and asset prices?," Journal of Financial Economics, Elsevier, vol. 105(3), pages 473-490. citation courtesy of

July 2010Yesterday's Heroes: Compensation and Creative Risk-Taking
with Ing-Haw Cheng, Jose A. Scheinkman: w16176
June 2010Yesterday’s Heroes: Compensation and Creative Risk-Taking
with Ing-Haw Cheng, Jose Scheinkman
in Market Institutions and Financial Market Risk, Mark Carey, Anil Kashyap, Raghuram Rajan, and René Stulz, organizers
February 2008Do Hedge Funds Profit From Mutual-Fund Distress?
with Joseph Chen, Samuel Hanson, Jeremy C. Stein: w13786
October 2007Advisors and Asset Prices: A Model of the Origins of Bubbles
with Jose A. Scheinkman, Wei Xiong: w13504

Published: Hong, Harrison & Scheinkman, José & Xiong, Wei, 2008. "Advisors and asset prices: A model of the origins of bubbles," Journal of Financial Economics, Elsevier, vol. 89(2), pages 268-287, August. citation courtesy of

July 2005The Only Game in Town: Stock-Price Consequences of Local Bias
with Jeffrey D. Kubik, Jeremy C. Stein: w11488

Published: Hong, Harrison, Jeffrey D. Kubik and Jeremy C. Stein. “The Only Game in Town: The Stock Price Consequences of Local Bias.” Journal of Financial Economics 90 (2008): 20-37. citation courtesy of

May 2005Asset Float and Speculative Bubbles
with Jose Scheinkman, Wei Xiong: w11367

Published: Hong, Harrison, Jos Scheinkman and Wei Xiong. "Asset Float And Speculative Bubbles," Journal of Finance, 2006, v61(3,Jun), 1073-1117. citation courtesy of

October 2003Simple Forecasts and Paradigm Shifts
with Jeremy C. Stein: w10013

Published: Hong, Harrison, Jeremy C. Stein and Jialin Yu. “Simple Forecasts and Paradigm Shifts." Journal of Finance 62 (2007): 1207-1242. citation courtesy of

May 2003The Neighbor's Portfolio: Word-of-Mouth Effects in the Holdings and Trade of Money Managers
with Jeffrey D. Kubik, Jeremy C. Stein: w9711

Published: Hong, Harrison, Jeffrey D. Kubik and Jeremy C. Stein. “Thy Neighbor’s Portfolio: Word-of-Mouth Effects in the Holdings and Trades of Money Managers." Journal of Finance 60 (2005): 2801-2824. citation courtesy of

July 2001Social Interaction and Stock-Market Participation
with Jeffrey D. Kubik, Jeremy C. Stein: w8358

Published: Hong, Harrison, Jeffrey D. Kubik and Jeremy C. Stein. "Social Interaction And Stock-Market Participation," Journal of Finance, 2004, v59(1,Feb), 137-163. citation courtesy of

March 2001Breadth of Ownership and Stock Returns
with Joseph Chen, Jeremy C. Stein: w8151

Published: Chen, Joseph, Harrison Hong and Jeremy C. Stein. "Breadth Of Ownership And Stock Returns," Journal of Financial Economics, 2002, v66(2-3,Nov-Dec), 171-205. citation courtesy of

May 2000Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices
with Joseph Chen, Jeremy C. Stein: w7687

Published: Chen, Joseph, Harrison Hong and Jeremy C. Stein. "Forecasting Crashes: Trading Volume, Past Returns, And Conditional Shewness In Stock Prices," Journal of Financial Economics, 2001, v61(3,Sep), 345-381. citation courtesy of

October 1999Differences of Opinion, Rational Arbitrage and Market Crashes
with Jeremy C. Stein: w7376

Published: Hong, Harrison and Jeremy C. Stein. "Differences Of Opinion, Short-Sales Constraints, And Market Crashes," Review of Financial Studies, 2003, v16(2,Summer), 487-525.

May 1998Bad News Travels Slowly: Size, Analyst Coverage and the Profitability of Momentum Strategies
with Terence Lim, Jeremy C. Stein: w6553

Published: Hong, Harrison, Terence Lim and Jeremy C. Stein. "Bad News Travels Slowly: Size, Analyst Coverage, And The Profitability Of Momentum Strategies," Journal of Finance, 2000, v55(1,Feb), 265-295. citation courtesy of

December 1997A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets
with Jeremy C. Stein: w6324

Published: Hong, Harrison and Jeremy C. Stein. "A Unified Theory Of Underreaction, Momentum Trading, And Overreaction In Asset Markets," Journal of Finance, 1999, v54(6,Dec), 2143-2184. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

 
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