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

8

DOWNLOADS
Rank 14,820

SSRN RANKINGS

Top 14,820

in Total Papers Downloads

3,374

SSRN CITATIONS

2

CROSSREF CITATIONS

5

Scholarly Papers (8)

1.

The Attention Trigger Effect: Macro News and Efficient Processing of Micro News

Number of pages: 65 Posted: 28 Dec 2016 Last Revised: 05 Sep 2019
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 727 (35,472)
Citation 1

Abstract:

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macro news, earnings announcements, market efficiency, investor attention

2.

Macroeconomic Attention: A State Variable for Announcement Risk Premia?

2017 Financial Intermediation Research Society Conference, 2016 ASU Sonoran Winter Finance Conference
Number of pages: 49 Posted: 15 Dec 2015 Last Revised: 13 Jan 2020
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 691 (37,956)

Abstract:

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

3.

Does Short Selling Improve Analyst Forecast Quality?

2015 Canadian Academic Accounting Association (CAAA) Annual Conference
Number of pages: 57 Posted: 14 Dec 2014 Last Revised: 26 May 2018
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 614 (44,500)

Abstract:

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Analyst forecast, short sellers, information environment

4.

Cheaper is Not Better: On the Superior Performance of High-Fee Mutual Funds

Rotman School of Management Working Paper No. 2912511
Number of pages: 42 Posted: 09 Feb 2017 Last Revised: 06 Sep 2019
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 600 (45,883)
Citation 1

Abstract:

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Mutual fund performance, expenses, fee-performance relation, factor models

5.

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

Number of pages: 63 Posted: 31 Jan 2019 Last Revised: 02 Mar 2019
Jinfei Sheng
University of California, Irvine - Paul Merage School of Business
Downloads 316 (99,272)
Citation 4

Abstract:

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Employee expectations, stock returns, big data, social media, machine learning, textual analysis

6.

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

2019 American Economic Association Conference, 2014 North American Summer Meeting of the Econometric Society, 2014 Northern Finance Association Conference
Number of pages: 53 Posted: 12 Dec 2015 Last Revised: 25 Jul 2019
Jinfei Sheng
University of California, Irvine - Paul Merage School of Business
Downloads 253 (125,819)
Citation 1

Abstract:

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TARP, the real economy, firm activities, cash holdings

7.

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

Number of pages: 46 Posted: 05 Jan 2017 Last Revised: 04 Sep 2019
Jack Y Favilukis and Jinfei Sheng
University of British Columbia (UBC) - Division of Finance and University of California, Irvine - Paul Merage School of Business
Downloads 116 (248,445)

Abstract:

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Demographics, Deposit Rates, Lending Rates, Bank Competition

8.

How Does Soft Information Affect External Firm Financing? Evidence from Online Employee Ratings

Number of pages: 72 Posted: 12 Jan 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 57 (383,135)

Abstract:

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