Lin Tan

1.1k citations
11 papers · 830 · 1 hit paper · h-index 7

Impact in

  • Finance top 1%
    • Financial Markets and Investment Strategies
    • Financial Risk and Volatility Modeling
    • Market Dynamics and Volatility
    • Complex Systems and Time Series Analysis
    • COVID-19 Pandemic Impacts

Papers in

    • Financial Markets and Investment Strategies 9
    • Financial Risk and Volatility Modeling 4
    • Market Dynamics and Volatility 6
    • Complex Systems and Time Series Analysis 2

Lin Tan

10 papers receiving 774 citations

Lin Tan's Hit Papers

Herding behavior in Chinese stock markets: An examination of A and B shares 2007 · 489 citations
4890+6+12Years since publication100200300400

Peers

Lin Tan
Comparison fields: 5 of 50
  • Finance 673
  • Economics and Econometrics 633
  • Accounting 240
  • Management Science and Operations Research 122
  • General Decision Sciences 12
Replace Stephan Jank with:
Stephan Jank Germany
Daniel Andrei Canada
Vassilios Babalos Greece
Heiko Jacobs Germany
Kirt C. Butler United States
Νικόλαος Φίλιππας Greece
Michael Hasler Canada
Mohammad Najand United States
Snehal Banerjee United States
Roman Kozhan United Kingdom
Lin Tan relative to Stephan Jank Germany Stephan Jank's profile →
Citations per field
00.5×1.5×2.4×
Stephan Jank · 1×
Citations per year

Countries citing papers authored by Lin Tan

Since Specialization
Citations

This map shows the geographic impact of Lin Tan's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Lin Tan with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Lin Tan more than expected).

Fields of papers citing papers by Lin Tan

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Lin Tan. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Lin Tan. The network helps show where Lin Tan may publish in the future.

Co-authors

The 7 scholars most cited alongside Lin Tan, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Lin Tan Line = papers co-authored together Lin Tan links everyone, so they are left out of the graph.

All Works

11 of 11 papers shown
#Work
1
Herding behavior in Chinese stock markets: An examination of A and B shares
Hit paper breakdown →
2007489
2 2010163
3 201398
4 200733
5
Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications
201319
6 200716
7 20149
8 20111
9 20181
10 20141
11 20180

About Lin Tan

Lin Tan is a scholar working on Finance, Economics and Econometrics, Accounting, General Economics, Econometrics and Finance and Management Science and Operations Research, having authored 11 papers that have together received 830 indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (9 papers), Market Dynamics and Volatility (6 papers), Financial Risk and Volatility Modeling (4 papers), Auditing, Earnings Management, Governance (3 papers), Complex Systems and Time Series Analysis (2 papers), Corporate Finance and Governance (2 papers), Impact of AI and Big Data on Business and Society (1 paper) and Working Capital and Financial Performance (1 paper). The work is most often cited by research in Finance (673 citations), Economics and Econometrics (633 citations), Accounting (240 citations), Management Science and Operations Research (122 citations) and General Decision Sciences (12 citations). Lin Tan has collaborated with scholars based in United States, China and Malaysia. Frequent co-authors include Thomas C. Chiang, Edward Nelling, Joseph R. Mason, Jiandong Li, Huimin Li, Zhuo Qiao and Xiaohong Chen. Their work appears in journals such as Pacific-Basin Finance Journal, Quantitative Finance, International Review of Economics & Finance, Global Finance Journal and Review of Pacific Basin Financial Markets and Policies.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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