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

9

DOWNLOADS
Rank 13,738

SSRN RANKINGS

Top 13,738

in Total Papers Downloads

3,827

SSRN CITATIONS
Rank 42,133

SSRN RANKINGS

Top 42,133

in Total Papers Citations

9

CROSSREF CITATIONS

6

Scholarly Papers (9)

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 785 (33,855)
Citation 2

Abstract:

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macro news, earnings announcements, market efficiency, investor attention

2.

Macroeconomic Attention and Announcement Risk Premia

5th ASU Sonoran Winter Finance Conference
Number of pages: 53 Posted: 15 Dec 2015 Last Revised: 24 Mar 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 739 (36,791)
Citation 1

Abstract:

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

3.

Does Short Selling Improve Analyst Forecast Quality?

Number of pages: 55 Posted: 14 Dec 2014 Last Revised: 23 Mar 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 662 (42,660)

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 627 (45,874)
Citation 2

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 378 (85,637)
Citation 6

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
Number of pages: 53 Posted: 12 Dec 2015 Last Revised: 11 Mar 2020
Jinfei Sheng
University of California, Irvine - Paul Merage School of Business
Downloads 276 (121,131)
Citation 1

Abstract:

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TARP, the real economy, firm activities, cash holdings

7.

Do Cryptocurrencies Have Fundamental Values?

Number of pages: 71 Posted: 11 May 2020
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 137 (229,807)
Citation 2

Abstract:

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Initial Coin Offerings, Whitepaper, Machine Learning, Textual Analysis, FinTech, Blockchain.

8.

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 125 (246,710)

Abstract:

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Demographics, Deposit Rates, Lending Rates, Bank Competition

9.

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 98 (292,943)
Citation 1

Abstract:

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