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

13

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11,018

SSRN CITATIONS
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Top 13,833

in Total Papers Citations

88

CROSSREF CITATIONS

12

Scholarly Papers (13)

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1.

Macro News and Micro News: Complements or Substitutes?

Downloads 1,751 (17,447)
Citation 24

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 1,723 (17,560)
Citation 2

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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 2023
David A. Hirshleifer and Jinfei Sheng
Marshall School of Business, USC and University of California, Irvine - Paul Merage School of Business
Downloads 28 (837,371)
Citation 22

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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
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 1,536 (21,295)
Citation 22

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

3.

Technology and Cryptocurrency Valuation

Number of pages: 67 Posted: 11 May 2020 Last Revised: 08 May 2023
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 1,326 (26,485)
Citation 6

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

4.

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

Number of pages: 55 Posted: 31 Jan 2019 Last Revised: 27 Oct 2023
Jinfei Sheng
University of California, Irvine - Paul Merage School of Business
Downloads 1,249 (29,007)
Citation 14

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Employee expectations, information, stock returns, forecasting, big data, market efficiency.

5.

Do Mutual Funds Walk the Talk? Evidence from Fund Risk Disclosure

Number of pages: 85 Posted: 22 Mar 2021 Last Revised: 19 Oct 2023
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 997 (39,989)

Abstract:

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

6.

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

Rotman School of Management Working Paper No. 2912511, Review of Asset Pricing Studies, Forthcoming
Number of pages: 46 Posted: 09 Feb 2017 Last Revised: 01 Dec 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 995 (40,108)
Citation 3

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

7.

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

Financial Management, Forthcoming
Number of pages: 49 Posted: 14 Dec 2014 Last Revised: 27 Oct 2022
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 877 (47,760)
Citation 2

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Analyst forecast, short sellers, disciplining effect

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 762 (58,050)
Citation 7

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

9.

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

Management Science, Forthcoming
Number of pages: 59 Posted: 25 Mar 2021 Last Revised: 07 Sep 2023
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 623 (75,046)
Citation 3

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

10.

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 401 (127,851)
Citation 2

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government intervention, TARP, real effects, real activities

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 291 (181,525)

Abstract:

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Demographics, Deposit Rates, Lending Rates, Bank Competition

12.

Capitalizing on Retail Investor Sentiment: Evidence from FinTech ETFs

Number of pages: 73 Posted: 07 Nov 2023 Last Revised: 27 Nov 2023
Bong Ko, Jinfei Sheng and Zheng Sun
University of California at Irvine, University of California, Irvine - Paul Merage School of Business and University of California, Irvine - Paul Merage School of Business
Downloads 114 (416,932)

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Retail investors, FinTech, ETFs, FinTech Washing, Sentiment, FOMO

13.

Disagreement of the Employee Crowd and Asset Prices

Number of pages: 47
Jinfei Sheng
University of California, Irvine - Paul Merage School of Business
Downloads 96 (467,485)

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Employee disagreement, wisdom of crowds, stock returns, big data, employee synergy, textual analysis.