Macro news and micro news: complements or substitutes? D Hirshleifer, J Sheng Journal of Financial Economics 145 (3), 1006-1024, 2022 | 94* | 2022 |
Macroeconomic attention and announcement risk premia A Fisher, C Martineau, J Sheng The Review of Financial Studies 35 (11), 5057-5093, 2022 | 92* | 2022 |
Asset pricing in the information age: Employee expectations and stock returns J Sheng Available at SSRN 3321275, 2023 | 57 | 2023 |
Technology and cryptocurrency valuation Y Liu, J Sheng, W Wang Available at SSRN 3577208, 2022 | 41* | 2022 |
Cheaper is not better: on the ‘superior’performance of high-fee mutual funds J Sheng, M Simutin, T Zhang The review of asset pricing studies 13 (2), 375-404, 2023 | 29 | 2023 |
How does online employee ratings affect external firm financing? evidence from glassdoor TJ Chemmanur, H Rajaiya, J Sheng Evidence from Glassdoor (December 16, 2019), 2019 | 26* | 2019 |
Do investors affect financial analysts’ behavior? Evidence from short sellers Y Ke, K Lo, J Sheng, JL Zhang Financial Management 52 (1), 199-224, 2023 | 20* | 2023 |
Partisan return gap: The polarized stock market in the time of a pandemic J Sheng, Z Sun, W Wang Management Science, 2023 | 18 | 2023 |
The real effects of government intervention: Firm-level evidence from TARP J Sheng 2019 American Economic Association Conference, 2021 | 17* | 2021 |
Do mutual funds walk the talk? A textual analysis of risk disclosure by mutual funds J Sheng, N Xu, L Zheng Do Mutual Funds Walk the Talk? A Textual Analysis of Risk Disclosure by …, 2021 | 17 | 2021 |
Trading in twilight: Sleep and retail investors’ stock investment performance HS Han, J Sheng, Z Sun Working paper). https://cba. lmu. edu/media …, 2023 | 1 | 2023 |
Essays on information and stock returns J Sheng University of British Columbia, 2018 | 1 | 2018 |
Do Mutual Funds Walk the Talk? Evidence from Fund Risk Disclosure J Sheng, N Xu, L Zheng Evidence from Fund Risk Disclosure (October 17, 2023), 2023 | | 2023 |
Disagreement of the Employee Crowd and Asset Prices J Sheng Available at SSRN, 2023 | | 2023 |
Capitalizing on Retail Investor Sentiment: Evidence from FinTech ETFs B Ko, J Sheng, Z Sun Available at SSRN, 2023 | | 2023 |
Are demographics responsible for the declining interest rates? Evidence from US metropolitan areas JY Favilukis, J Sheng, T Zhang 2021 AFA Annual Meeting, 2021 | | 2021 |