Sustainable Investing with ESG Rating Uncertainty D Avramov, S Cheng, A Lioui, A Tarelli Journal of Financial Economics 145 (2), 642-664, 2022 | 550 | 2022 |
Time-Varying Liquidity and Momentum Profits D Avramov, S Cheng, A Hameed Journal of Financial and Quantitative Analysis 51 (6), 1897-1923, 2016 | 200* | 2016 |
Machine Learning vs. Economic Restrictions: Evidence from Stock Return Predictability D Avramov, S Cheng, L Metzker Management Science 69 (5), 2587-2619, 2023 | 156 | 2023 |
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 | 105* | 2017 |
Scaling up Market Anomalies D Avramov, S Cheng, A Schreiber, K Shemer Journal of Investing 26 (3), 89-105, 2017 | 68 | 2017 |
Private Company Valuations by Mutual Funds V Agarwal, BM Barber, S Cheng, A Hameed, A Yasuda Review of Finance 27 (2), 693-738, 2023 | 47 | 2023 |
Mutual Funds and Mispriced Stocks D Avramov, S Cheng, A Hameed Management Science 66 (6), 2372-2395, 2020 | 43* | 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 | 38* | 2019 |
Integrating Factor Models D Avramov, S Cheng, L Metzker, S Voigt Journal of Finance 78 (3), 1593-1646, 2023 | 31 | 2023 |
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 | 13* | 2020 |
Human Capital and the Structure of the Mutual Fund Industry S Cheng, M Massa, M Spiegel, H Zhang Working Paper, Queen’s University, 2012 | 7 | 2012 |
Investor Heterogeneity and Liquidity K Chan, S Cheng, A Hameed Journal of Financial and Quantitative Analysis 57 (7), 2798-2833, 2022 | 5 | 2022 |
Tax Evasion and Information Production: Evidence from the FATCA S Cheng, M Massa, H Zhang PBCSF-NIFR Research Paper, 2023 | 4* | 2023 |
Short-Sale Constraints and the Pricing of Managerial Skills M Massa, H Zhang, S Cheng Available at SSRN 2125586, 2015 | 4* | 2015 |
Active Fund Management When ESG Matters D Avramov, S Cheng, A Tarelli Available at SSRN 4182602, 2022 | 3* | 2022 |
Third-Party Cookies, Data Sharing, and Return Comovement S Cheng, Y Lin, R Lu, X Zhang Working pape, 2021 | 3 | 2021 |
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 | 3* | 2018 |
Institutional Ownership, Retail Trading and Stock Return Comovement S Cheng 24th Australasian Finance and Banking Conference, 2011 | 1 | 2011 |
Do Investors Overvalue Startups? Evidence from the Junior Stakes of Mutual Funds V Agarwal, BM Barber, S Cheng, A Hameed, H Shanker, A Yasuda | | 2023 |
Financial Globalization vs. Income Inequality: The Surprising Role of Delegated Foreign Portfolio Flows S Cheng, M Massa, H Zhang PBCSF-NIFR Research Paper, 2023 | | 2023 |