Jinfei Sheng

University of California, Irvine - Paul Merage School of Business

Assistant Professor of Finance

4291 Pereira Drive

Irvine, CA 92697

United States

http://sites.google.com/site/shengjinfei/

  • University of California, Irvine - Paul Merage School of Business

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 8,397

SSRN RANKINGS

Top 8,397

in Total Papers Downloads

7,893

SSRN CITATIONS
Rank 33,636

SSRN RANKINGS

Top 33,636

in Total Papers Citations

5

CROSSREF CITATIONS

19

Scholarly Papers (11)

Actions:
Email selected abstracts
1.

Macro News and Micro News: Complements or Substitutes?

Downloads 1,438 ( 18,896)
Citation 2

Macro News and Micro News: Complements or Substitutes?

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 53 Posted: 28 Dec 2016 Last Revised: 07 Oct 2021
David A. Hirshleifer and Jinfei Sheng
Marshall School of Business, USC and University of California, Irvine - Paul Merage School of Business
Downloads 1,427 (18,770)
Citation 3

Abstract:

Loading...

macro news, earnings announcements, market efficiency, investor attention, complementary relationship

Macro News and Micro News: Complements or Substitutes?

NBER Working Paper No. w28931
Number of pages: 64 Posted: 21 Jun 2021 Last Revised: 21 Jul 2022
David A. Hirshleifer and Jinfei Sheng
Marshall School of Business, USC and University of California, Irvine - Paul Merage School of Business
Downloads 11 (809,850)
  • Add to Cart

Abstract:

Loading...

2.

Macroeconomic Attention and Announcement Risk Premia

Review of Financial Studies, Forthcoming
Number of pages: 52 Posted: 15 Dec 2015 Last Revised: 13 Jan 2022
Adlai J. Fisher, Charles Martineau and Jinfei Sheng
University of British Columbia (UBC) - Sauder School of Business, University of Toronto - Rotman School of Management and UTSC Management and University of California, Irvine - Paul Merage School of Business
Downloads 1,175 (25,522)
Citation 3

Abstract:

Loading...

macroeconomic attention, announcement risk premia, endogenous attention, macroeconomic fundamentals

3.

Asset Pricing in the Information Age: Employee Expectations and Stock Returns

Number of pages: 62 Posted: 31 Jan 2019 Last Revised: 01 Apr 2022
Jinfei Sheng
University of California, Irvine - Paul Merage School of Business
Downloads 922 (36,110)
Citation 15

Abstract:

Loading...

Alternative data, employee expectations, information, stock returns, textual analysis, machine learning.

4.

Technology and Cryptocurrency Valuation: Evidence from Machine Learning

Number of pages: 79 Posted: 11 May 2020 Last Revised: 29 Jan 2021
Yukun Liu, Jinfei Sheng and Wanyi Wang
University of Rochester - Simon Business School, University of California, Irvine - Paul Merage School of Business and University of California, Irvine - Paul Merage School of Business
Downloads 888 (38,123)
Citation 6

Abstract:

Loading...

Cryptocurrency, Technological Sophistication, Machine Learning, Textual Analysis, FinTech, Blockchain.

5.

Cheaper Is Not Better: On the ‘Superior’ Performance of High-Fee Mutual Funds

Rotman School of Management Working Paper No. 2912511
Number of pages: 49 Posted: 09 Feb 2017 Last Revised: 13 Jun 2022
Jinfei Sheng, Mikhail Simutin and Terry Zhang
University of California, Irvine - Paul Merage School of Business, University of Toronto - Rotman School of Management and Australian National University (ANU)
Downloads 841 (41,028)
Citation 1

Abstract:

Loading...

Mutual fund performance, fee-performance relation, factor models, valuation cost

6.

Do Investors Affect Financial Analysts’ Behaviors? Evidence from Short Sellers

Number of pages: 53 Posted: 14 Dec 2014 Last Revised: 19 Dec 2020
Yun Ke, Kin Lo, Jinfei Sheng and Jenny Li Zhang
University of Texas at El Paso - Department of Accounting & Information Systems, University of British Columbia (UBC) - Sauder School of Business, University of California, Irvine - Paul Merage School of Business and University of British Columbia - Sauder School of Business
Downloads 794 (44,308)

Abstract:

Loading...

Analyst forecast, short sellers, disciplining effect

7.

Do Mutual Funds Walk the Talk? A Textual Analysis of Risk Disclosure by Mutual Funds

Number of pages: 66 Posted: 22 Mar 2021 Last Revised: 31 Jan 2022
Jinfei Sheng, Nan Xu and Lu Zheng
University of California, Irvine - Paul Merage School of Business, Nankai University - School of Finance and University of California, Irvine - Paul Merage School of Business
Downloads 519 (76,802)

Abstract:

Loading...

Mutual funds, risk, disclosure, textual analysis, information, prospectus, performance, flow

8.

How does Online Employee Ratings Affect External Firm Financing? Evidence from Glassdoor

Number of pages: 81 Posted: 12 Jan 2020 Last Revised: 15 Sep 2020
Thomas J. Chemmanur, Harshit Rajaiya and Jinfei Sheng
Boston College - Carroll School of Management, University of Ottawa - Telfer School of Management and University of California, Irvine - Paul Merage School of Business
Downloads 402 (103,598)
Citation 5

Abstract:

Loading...

Seasoned Equity Offerings (SEOs); Soft Information; Online Employee Ratings; Information Environment; Big Data

9.

The Real Effects of Government Intervention: Firm-Level Evidence from TARP

2019 American Economic Association Conference
Number of pages: 54 Posted: 12 Dec 2015 Last Revised: 25 Jun 2021
Jinfei Sheng
University of California, Irvine - Paul Merage School of Business
Downloads 347 (122,291)
Citation 2

Abstract:

Loading...

government intervention, TARP, real effects, real activities

10.

Partisan Return Gap: The Polarized Stock Market in the Time of a Pandemic

Number of pages: 65 Posted: 25 Mar 2021 Last Revised: 27 Sep 2021
Jinfei Sheng, Zheng Sun and Wanyi Wang
University of California, Irvine - Paul Merage School of Business, University of California, Irvine - Paul Merage School of Business and University of California, Irvine - Paul Merage School of Business
Downloads 346 (122,658)

Abstract:

Loading...

Partisanship, Stock returns, Pandemic, COVID-19, Political polarization, Political finance, Social finance

11.

Are Demographics Responsible for the Declining Interest Rates? Evidence From U.S. Metropolitan Areas

2021 AFA Annual Meeting
Number of pages: 48 Posted: 05 Jan 2017 Last Revised: 08 Jan 2021
Jack Y Favilukis, Jinfei Sheng and Terry Zhang
University of British Columbia (UBC) - Division of Finance, University of California, Irvine - Paul Merage School of Business and Australian National University (ANU)
Downloads 221 (192,927)

Abstract:

Loading...

Demographics, Deposit Rates, Lending Rates, Bank Competition