Lin Tan

Name: Lin Tan

Office location: 164-2045

Phone number: (909) 869-4587



Ph.D. Finance: Drexel University

M.S. Finance: Drexel University

B.S. Economics: Southwest University of Finance and Economics

Courses taught:

Undergraduate and graduate courses in Managerial Finance, Corporate Finance, Business Forecasting, International Finance, and Financial Markets and Institutions

Most recent publications:

  • “Empirical investigation of the causal relationships among herding, stock market returns, and illiquidity: Evidence from major Asian markets” (with Thomas Chiang and Zhuo Qiao), Review of Pacific Basin Financial Markets and Policies, 2013, forthcoming.
  • “Dynamic herding behavior in Pacific-Basin markets: Evidence and implications” (with Chiang, Thomas C.; Li, Jiandong; and Nelling, Edward), Multinational Finance Journal, 2013, forthcoming.
  • “Does herding behavior in Chinese markets react to global markets?” (with Thomas Chiang and Jiandong Li), International Review of Accounting, Banking and Finance, 2012, forthcoming.
  • “Comprehensive Study of the Stock Market’s Reaction to Fairness Opinions Journal of Investing,” Fall 2011, Vol. 20, No. 3: pp. 75-84, with Weishen Wang and Jocelyn Evans.
  • Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis,” Global Finance Journal, 2010, Vol. 21, 111-124, with Thomas Chiang and Jiandong Li.
  • “Empirical analysis of herding behavior in Asian stock markets” in Emerging Markets: Performance, Analysis and Innovation. Greg N. Gregoriou, ed., Chapman-Hall/Taylor and Francis London, UK., 2010, 417-431, with Thomas Chiang.
  • “The Speed of Adjustment to Information: Evidence from the Chinese Stock Market,” International Review of Economics and Finance, 2008, Vol. 17, No. 2, 216-229, with Thomas Chiang and Edward Nelling.
  • “Herding Behavior in Chinese Stock Markets: An Examination of A and B Shares,” Pacific-Basin Finance Journal, 2008, Vol. 16, Issues 1-2, 61-77, with Thomas Chiang, Joseph Mason and Edward Nelling.
  • “Empirical Analysis of Dynamic Correlations of Stock Returns: Evidence from Chinese A-Share and B-Share Markets,” Quantitative Finance, 2007, Vol. 7, No. 6, 651-667, with Thomas Chiang and Huimin Li.
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