Si Cheng
Title
Cited by
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
137*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
75*2017
Scaling up market anomalies
D Avramov, S Cheng, A Schreiber, K Shemer
Journal of Investing 26 (3), 89-105, 2017
432017
Machine learning versus economic restrictions: Evidence from stock return predictability
D Avramov, S Cheng, L Metzker
Available at SSRN 3450322, 2021
322021
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
23*2019
Private company valuations by mutual funds
V Agarwal, BM Barber, S Cheng, A Hameed, A Yasuda
Available at SSRN 3066449, 2019
202019
Mutual funds and mispriced stocks
D Avramov, S Cheng, A Hameed
Management Science 66 (6), 2372-2395, 2020
19*2020
Sustainable investing with ESG rating uncertainty
D Avramov, S Cheng, A Lioui, A Tarelli
Journal of Financial Economics, 2021
11*2021
Short-Sale Constraints and the Pricing of Managerial Skills
M Massa, H Zhang, S Cheng
Available at SSRN 2125586, 2015
4*2015
Institutional Ownership, Retail Trading and Stock Return Comovement
S Cheng
24th Australasian Finance and Banking Conference, 2011
32011
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
12019
Integrating Factor Models
D Avramov, S Cheng, L Metzker, S Voigt
Available at SSRN 3924337, 2021
2021
Tax Evasion and Market Efficiency: Evidence from the FATCA and Offshore Mutual Funds
M Massa, S Cheng, H 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
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
2018
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