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/

SCHOLARLY PAPERS

11

DOWNLOADS
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SSRN RANKINGS

Top 8,388

in Total Papers Downloads

7,907

SSRN CITATIONS
Rank 33,635

SSRN RANKINGS

Top 33,635

in Total Papers Citations

5

CROSSREF CITATIONS

19

Scholarly Papers (11)

1.
Downloads 1,440 ( 18,907)
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 1,429 (18,781)
Citation 3

Abstract:

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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 (810,298)
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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
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 1,177 (25,472)
Citation 3

Abstract:

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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 926 (35,945)
Citation 15

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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 891 (38,042)
Citation 6

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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 (41,053)
Citation 1

Abstract:

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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 (44,332)

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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 520 (76,483)

Abstract:

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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
Boston College - Carroll School of Management, University of Ottawa - Telfer School of Management and University of California, Irvine - Paul Merage School of Business
Downloads 404 (103,353)
Citation 5

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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 (122,358)
Citation 2

Abstract:

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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 (122,723)

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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 (193,011)

Abstract:

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Demographics, Deposit Rates, Lending Rates, Bank Competition