Si Cheng
Finance · 2016–2020
A researcher in the Science corpus: 2 papers; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 21 citations into it
- Economics and Econometrics — 13 citations into it
- Accounting — 12 citations into it
Whom Si Cheng trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Si Cheng's perspective
Ordered by how strongly the researchers Si Cheng trusts endorse each paper. Same corpus, a different order for every researcher.
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- Predictive Regressions: A Reduced-Bias Estimation Method (Journal of Financial and Quantitative Analysis)
- Evidence of Predictable Behavior of Security Returns
- Prospect Theory, Mental Accounting, and Momentum
- A Simple Way to Estimate Bid-Ask Spreads from Daily High and Low Prices
- The short of it
- Momentum Profits, Factor Pricing, and Macroeconomic Risk
- Stock Return Predictability: Is it There?
- What moves stock prices?
- Capital Investments and Stock Returns (Journal of Financial and Quantitative Analysis)
Their papers
- Investment and Asset Pricing with ESG Disagreement (2020) — 819 citations
- Time-Varying Liquidity and Momentum Profits (2016) — 126 citations