Si Cheng

Associate Professor of Finance
Si
PhD, , National University of Singapore BS, , Nanjing University of Aeronautics and Astronautics

Papers

  • Third-Party Cookies, Data Sharing, and Return Comovement

    Lin, Y., Lu, R., Zhang, X.
  • What Should Investors Care About? Mutual Fund Ratings by Analysts vs. Machine Learning Technique

    Lu, R., Zhang, X.
  • Active Fund Management when ESG Matters: An Equilibrium Perspective

    Avramov, D., Tarelli, A.
  • Tax Evasion and Information Production: Evidence from the FATCA and Offshore Asset Management

    Massa, M., Zhang, H.
  • Catering through Globalization: Cross-border Expansion and Misallocation in the Global Mutual Fund Industry

    Massa, M., Zhang, H.
  • Financial Globalization vs. Income Inequality: The Surprising Role of Delegated Foreign Portfolio Flows

    Massa, M., Zhang, H.

Publications

  • 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.

  • Integrating Factor Models

    Journal of Finance, Avramov, D., Metzker, L., Voigt, S.

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

    Management Science, Avramov, D., Metzker, L.

  • Private Company Valuations by Mutual Funds

    Review of Finance, Agarwal, V., Barber, B., Hameed, A., Yasuda, A.

  • Jan 01, 2020

    IQ-KAP Research Prize

    DekaBank, Frankfurt
  • Jan 01, 2016

    Best Paper in Investments

    FMA European Conference, Helsinki
  • Jan 01, 2014

    SGF Best Paper Award

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

    Outstanding Doctoral Student Paper in Investments

    Southwestern Finance Association Annual Meetings, New Orleans
  • 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