Jinfei Sheng

University of California, Irvine - Paul Merage School of Business

Assistant Professor of Finance

4291 Pereira Dr

Irvine, CA 92697

United States

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

SCHOLARLY PAPERS

11

DOWNLOADS
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SSRN RANKINGS

Top 11,061

in Total Papers Downloads

5,371

SSRN CITATIONS
Rank 35,219

SSRN RANKINGS

Top 35,219

in Total Papers Citations

7

CROSSREF CITATIONS

16

Scholarly Papers (11)

1.
Downloads 1,026 ( 26,704)
Citation 1

Macro News and Micro News: Complements or Substitutes?

Number of pages: 59 Posted: 28 Dec 2016 Last Revised: 09 Jun 2021
David A. Hirshleifer and Jinfei Sheng
University of California, Irvine - Paul Merage School of Business and University of California, Irvine - Paul Merage School of Business
Downloads 1,018 (26,603)
Citation 1

Abstract:

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

Macro News and Micro News: Complements or Substitutes?

NBER Working Paper No. w28931
Number of pages: 59 Posted: 21 Jun 2021 Last Revised: 21 Jul 2021
David A. Hirshleifer and Jinfei Sheng
University of California, Irvine - Paul Merage School of Business and University of California, Irvine - Paul Merage School of Business
Downloads 8 (746,177)
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2.

Macroeconomic Attention and Announcement Risk Premia

5th ASU Sonoran Winter Finance Conference
Number of pages: 48 Posted: 15 Dec 2015 Last Revised: 01 Jul 2021
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 881 (33,093)
Citation 3

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

3.

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

Rotman School of Management Working Paper No. 2912511
Number of pages: 46 Posted: 09 Feb 2017 Last Revised: 11 Feb 2021
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 732 (42,675)
Citation 1

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

4.

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
Brock University - Goodman School of Business, 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 731 (42,754)

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Analyst forecast, short sellers, disciplining effect

5.

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

Number of pages: 69 Posted: 31 Jan 2019 Last Revised: 17 Mar 2021
Jinfei Sheng
University of California, Irvine - Paul Merage School of Business
Downloads 603 (55,077)
Citation 13

Abstract:

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Employee expectations, stock returns, crowd-sourcing platform, big data, machine learning, textual analysis

6.

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 377 (97,224)
Citation 6

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

7.

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 314 (119,101)
Citation 2

Abstract:

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government intervention, TARP, real effects, real activities

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
Boston College - Carroll School of Management, Boston College, Carroll School of Management, Department of Finance and University of California, Irvine - Paul Merage School of Business
Downloads 231 (162,752)
Citation 3

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

9.

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 181 (203,848)

Abstract:

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Demographics, Deposit Rates, Lending Rates, Bank Competition

10.

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

Number of pages: 42 Posted: 22 Mar 2021 Last Revised: 20 Jul 2021
Jinfei Sheng, Nan Xu and Lu Zheng
University of California, Irvine - Paul Merage School of Business, University of California, Irvine and University of California, Irvine - Paul Merage School of Business
Downloads 178 (206,817)

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

11.

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

Number of pages: 56 Posted: 25 Mar 2021 Last Revised: 20 Jul 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 117 (289,123)

Abstract:

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Stock market, COVID-19, Partisanship, Return gap, Polarization, Social finance, Political finance