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Si Cheng
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Cited by
Year
Time-Varying Liquidity and Momentum Profits
D Avramov, S Cheng, A Hameed
Journal of Financial and Quantitative Analysis 51 (6), 1897-1923, 2016
154*2016
Short-Term Reversals: The Effects of Past Returns and Institutional Exits
S Cheng, A Hameed, A Subrahmanyam, S Titman
Journal of Financial and Quantitative Analysis 52 (1), 143-173, 2017
81*2017
Sustainable Investing with ESG Rating Uncertainty
D Avramov, S Cheng, A Lioui, A Tarelli
Journal of Financial Economics 145 (2), 642-664, 2022
54*2022
Machine Learning versus Economic Restrictions: Evidence from Stock Return Predictability
D Avramov, S Cheng, L Metzker
Available at SSRN 3450322, 2021
492021
Scaling up Market Anomalies
D Avramov, S Cheng, A Schreiber, K Shemer
Journal of Investing 26 (3), 89-105, 2017
492017
Private Company Valuations by Mutual Funds
V Agarwal, BM Barber, S Cheng, A Hameed, A Yasuda
Review of Finance, 2022
262022
Mutual Funds and Mispriced Stocks
D Avramov, S Cheng, A Hameed
Management Science 66 (6), 2372-2395, 2020
26*2020
The Unexpected Activeness of Passive Investors: A Worldwide Analysis of ETFs
S Cheng, M Massa, H Zhang
Review of Asset Pricing Studies 9 (2), 296-355, 2019
25*2019
Human Capital and the Structure of the Mutual Fund Industry
S Cheng, M Massa, M Spiegel, H Zhang
Working Paper, Queen’s University, 2012
62012
Integrating Factor Models
D Avramov, S Cheng, L Metzker, S Voigt
Journal of Finance, Forthcoming, 2021
42021
Short-Sale Constraints and the Pricing of Managerial Skills
M Massa, H Zhang, S Cheng
Available at SSRN 2125586, 2015
4*2015
What Should Investors Care About? Mutual Fund Ratings by Analysts vs. Machine Learning Technique
S Cheng, R Lu, X Zhang
Available at SSRN 3702749, 2020
22020
Investor Heterogeneity and Liquidity
K Chan, S Cheng, A Hameed
Available at SSRN 2914324, 2019
22019
Catering Through Globalization: Cross-border Expansion and Misallocation in the Global Mutual Fund Industry
S Cheng, M Massa, H Zhang
Available at SSRN 3167165, 2018
1*2018
Institutional Ownership, Retail Trading and Stock Return Comovement
S Cheng
24th Australasian Finance and Banking Conference, 2011
12011
Third-Party Cookies, Data Sharing, and Return Comovement
S Cheng, Y Lin, R Lu, X Zhang
2021
Financial Globalization vs. Income Inequality: The Surprising Role of Delegated Portfolio Flows in Taming the Top 1%
S Cheng, M Massa, H Zhang
Available at SSRN 3668048, 2020
2020
Tax Evasion and Information Production: Evidence from the FATCA and Offshore Asset Management
S Cheng, M Massa, H Zhang
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Articles 1–18