Si Cheng
TitleCited byYear
Time-varying liquidity and momentum profits
D Avramov, S Cheng, A Hameed
Journal of Financial and Quantitative Analysis 51 (6), 1897-1923, 2016
93*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
48*2017
Scaling up market anomalies
D Avramov, S Cheng, A Schreiber, K Shemer
342016
Mutual funds and mispriced stocks
D Avramov, S Cheng, A Hameed
Management Science, 2019
13*2019
The Unexpected Activeness of Passive Investors: A World-Wide Analysis of ETFs
S Cheng, M Massa, H Zhang
10*2017
Private company valuations by mutual funds
V Agarwal, BM Barber, S Cheng, A Hameed, A Yasuda
Available at SSRN 3066449, 2019
72019
Short-Sale Constraints and the Pricing of Managerial Skills
S Cheng, M Massa, H Zhang
4*2012
Machine learning versus economic restrictions: Evidence from stock return predictability
D Avramov, S Cheng, L Metzker
Available at SSRN 3450322, 2019
22019
Investor Heterogeneity and Liquidity
K Chan, S Cheng, A Hameed
Asian Finance Association (AsianFA) 2017 Conference, 2019
2019
Does Financial Globalization Propagate Managerial Skills? Lessons from the Mutual Fund Industry
S Cheng, M Massa, H Zhang
Lessons from the Mutual Fund Industry (April 23, 2018), 2018
2018
Inefficient Globalization of Finance: Evidence from Marketing-Oriented Overseas Expansions of Low-Skilled Mutual Fund Families
M Massa, S Cheng, H Zhang
2017
The Unexpected Activeness of Passive Investors: A World-Wide Analysis of ETFs
M Massa, S Cheng, H Zhang
2017
Short-Sale Constraints and the Pricing of Managerial Skills
M Massa, H Zhang, S Cheng
2015
Does Institutional Ownership Affect Comovement?
S Cheng, A Hameed
2014
Institutional Ownership, Retail Trading and Stock Return Comovement
S Cheng
24th Australasian Finance and Banking Conference, 2011
2011
Financial Globalization vs. Income Inequality: The Surprising Role of Delegated Portfolio Flows in Taming the Top 1%
S Cheng, M Massa, H Zhang
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Articles 1–16