Si Cheng

Associate Professor of Finance
Si
Si Cheng is an Associate Professor of Finance at Syracuse University, Whitman School of Management. Her research is in empirical asset pricing, and centers on two main themes: investment and delegated asset management. Her papers appear in the Journal of Finance, Journal of Financial Economics, Journal of Financial and Quantitative Analysis, Management Science, Review of Finance, and Review of Asset Pricing Studies. She is also a Chartered Financial Analyst (CFA) charterholder.
Ph.D., Finance, National University of Singapore B.S., Finance, Nanjing University of Aeronautics and Astronautics

Publications

  • Integrating Factor Models

    2023 Journal of Finance,78,3,1593-1646, Avramov, D., Metzker, L., Voigt, S.

  • Machine Learning vs. Economic Restrictions: Evidence from Stock Return Predictability

    2023 Management Science,69,5,2587-2619, Avramov, D., Metzker, L.

  • Private Company Valuations by Mutual Funds

    2023 Review of Finance,27,2,693-738, Agarwal, V., Barber, B., Hameed, A., Yasuda, A.

  • Sustainable Investing with ESG Rating Uncertainty

    2022 Journal of Financial Economics,145,2,642-664, Avramov, D., Lioui, A., Tarelli, A.

  • Investor Heterogeneity and Liquidity

    2022 Journal of Financial and Quantitative Analysis,57,7,2798-2833, Chan, K., Hameed, A.

  • Mutual Funds and Mispriced Stocks

    2020 Management Science,66,6,2372-2395, Avramov, D., Hameed, A.

  • The Unexpected Activeness of Passive Investors: A Worldwide Analysis of ETFs

    2019 Review of Asset Pricing Studies,9,2,296-355, Massa, M., Zhang, H.

  • Scaling up Market Anomalies

    2017 Journal of Investing,26,3,89-105, Avramov, D., Schreiber, A., Shemer, K.

  • Short-Term Reversals: The Effects of Past Returns and Institutional Exits

    2017 Journal of Financial and Quantitative Analysis,52,1,143-173, Hameed, A., Subrahmanyam, A., Titman, S.

  • Time-Varying Liquidity and Momentum Profits

    2016 Journal of Financial and Quantitative Analysis,51,6,1897-1923, Avramov, D., Hameed, A.

  • Jan 01, 2023

    Received - Outstanding Paper Award

    VSB Mid-Atlantic Research Conference in Finance, Villanova
  • Jan 01, 2020

    Received - IQ-KAP Research Prize

    DekaBank, Frankfurt
  • Jan 01, 2016

    Received - Best Paper in Investments

    FMA European Conference, Helsinki
  • Jan 01, 2014

    Received - SGF Best Paper Award

    Annual Conference of the Swiss Society for Financial Market Research, Zürich
  • Jan 01, 2012

    Received - Outstanding Doctoral Student Paper in Investments

    Southwestern Finance Association Annual Meetings, New Orleans

  • Received - PERC Best Paper Award

    Annual Private Equity Research Symposium, Chapel Hill

  • Machine Learning Is Cheaper — But Worse — Than Humans at Fund Analysis

    October 06, 2020 Institutional Investor

  • Good Faith Determinations of Fair Value

    April 21, 2020 Securities and Exchange Commission (SEC)

  • Use AI for Picking Stocks? Not So Fast

    January 05, 2020 Wall Street Journal