Si Cheng

Syracuse University - Department of Finance

Associate Professor

Whitman School of Management

721 University Avenue

Syracuse, NY 13244

United States

http://si-cheng.net/

  • Syracuse University - Department of Finance

SCHOLARLY PAPERS

17

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SSRN CITATIONS
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Top 7,442

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196

CROSSREF CITATIONS

20

Scholarly Papers (17)

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1.

Sustainable Investing with ESG Rating Uncertainty

Journal of Financial Economics (JFE), Vol. 145, No. 2, 2022
Number of pages: 65 Posted: 14 Oct 2020 Last Revised: 27 Oct 2022
Doron Avramov, Si Cheng, Abraham Lioui and Andrea Tarelli
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Syracuse University - Department of Finance, EDHEC Business School and Catholic University of Milan
Downloads 3,801 (5,063)
Citation 72

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ESG, Rating Uncertainty, Portfolio Choice, Capital Asset Pricing Model

2.

Machine Learning vs. Economic Restrictions: Evidence from Stock Return Predictability

Management Science, Vol. 69, No. 5, 2023
Number of pages: 89 Posted: 18 Sep 2019 Last Revised: 09 May 2023
Doron Avramov, Si Cheng and Lior Metzker
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Syracuse University - Department of Finance and Hebrew University of Jerusalem
Downloads 3,635 (5,478)
Citation 54

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Machine Learning, Return Prediction, Neural Networks, Financial Distress, Fintech

3.

Time-Varying Liquidity and Momentum Profits

Journal of Financial and Quantitative Analysis, Vol. 51, No. 6, 2016
Number of pages: 49 Posted: 05 Jul 2013 Last Revised: 12 Sep 2019
Doron Avramov, Si Cheng and Allaudeen Hameed
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Syracuse University - Department of Finance and National University of Singapore (NUS) - Department of Finance
Downloads 1,590 (20,197)
Citation 25

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Momentum, Liquidity

4.

Private Company Valuations by Mutual Funds

Review of Finance, Vol. 27, No. 2, 2023
Number of pages: 64 Posted: 08 Nov 2017 Last Revised: 07 Apr 2023
Vikas Agarwal, Brad M. Barber, Si Cheng, Allaudeen Hameed and Ayako Yasuda
Georgia State University, University of California, Davis, Syracuse University - Department of Finance, National University of Singapore (NUS) - Department of Finance and University of California, Davis - Graduate School of Management
Downloads 1,367 (25,356)
Citation 8

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Mutual funds, Venture capital, Private valuation, Stale prices, Financial fragility

5.

Integrating Factor Models

Journal of Finance, Vol. 78, No. 3, 2023
Number of pages: 127 Posted: 16 Sep 2021 Last Revised: 09 May 2023
Doron Avramov, Si Cheng, Lior Metzker and Stefan Voigt
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Syracuse University - Department of Finance, Hebrew University of Jerusalem and University of Copenhagen
Downloads 1,095 (34,986)
Citation 15

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Factor models, Model integration, Posterior probability, Stock return predictability, Mispricing

6.

Mutual Funds and Mispriced Stocks

Management Science, Vol. 66, No. 6, 2020
Number of pages: 53 Posted: 18 May 2015 Last Revised: 09 Feb 2021
Doron Avramov, Si Cheng and Allaudeen Hameed
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Syracuse University - Department of Finance and National University of Singapore (NUS) - Department of Finance
Downloads 988 (40,541)
Citation 2

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Mutual funds; Managerial Skills; Mispricing

7.

The Unexpected Activeness of Passive Investors: A Worldwide Analysis of ETFs

Downloads 815 (52,897)
Citation 8

The Unexpected Activeness of Passive Investors: A Worldwide Analysis of ETFs

The Review of Asset Pricing Studies, Vol. 9, No. 2, 2019
Number of pages: 90 Posted: 26 Feb 2013 Last Revised: 23 Feb 2021
Si Cheng, Massimo Massa and Hong Zhang
Syracuse University - Department of Finance, INSEAD - Finance and Singapore Management University, LKCSB
Downloads 814 (52,213)
Citation 2

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ETFs, Subsidization, Banks, Shadow Banking, Distress

The Unexpected Activeness of Passive Investors: A World-Wide Analysis of ETFs

CEPR Discussion Paper No. DP11988
Number of pages: 53 Posted: 25 Apr 2017
Si Cheng, Massimo Massa and Hong Zhang
Syracuse University - Department of Finance, INSEAD - Finance and Singapore Management University, LKCSB
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banks, Distress, ETFs, shadow banking, Subsidization

8.

What Should Investors Care About? Mutual Fund Ratings by Analysts vs. Machine Learning Technique

ADB-IGF Special Working Paper Series “Fintech to Enable Development, Investment, Financial Inclusion, and Sustainability”
Number of pages: 76 Posted: 01 Oct 2020 Last Revised: 03 Mar 2023
Si Cheng, Ruichang Lu and Xiaojun Zhang
Syracuse University - Department of Finance, Department of Finance, Guanghua School of Management, Peking University and Peking University
Downloads 732 (61,025)
Citation 1

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Analyst Rating, Quantitative Rating, Mutual Funds, Information Provision, Fund Flows, Machine Learning

9.

Short-Term Reversals: The Effects of Institutional Exits and Past Returns

Journal of Financial and Quantitative Analysis (JFQA), 2016
Number of pages: 56 Posted: 03 Feb 2014 Last Revised: 02 Jun 2015
Si Cheng, Allaudeen Hameed, Avanidhar Subrahmanyam and Sheridan Titman
Syracuse University - Department of Finance, National University of Singapore (NUS) - Department of Finance, University of California, Los Angeles (UCLA) - Finance Area and University of Texas at Austin - Department of Finance
Downloads 593 (79,776)
Citation 22

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monthly reversals, market efficiency, liquidity

10.

Active Fund Management when ESG Matters: An Equilibrium Perspective

Number of pages: 78 Posted: 10 Aug 2022 Last Revised: 29 Jan 2023
Doron Avramov, Si Cheng and Andrea Tarelli
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Syracuse University - Department of Finance and Catholic University of Milan
Downloads 471 (105,974)

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ESG, Information acquisition, Mutual funds, Asset pricing

11.

Investor Heterogeneity and Liquidity

Journal of Financial and Quantitative Analysis, Vol. 57, No. 7, 2022
Number of pages: 65 Posted: 10 Feb 2017 Last Revised: 28 Oct 2022
Kalok Chan, Si Cheng and Allaudeen Hameed
CUHK Business School, Syracuse University - Department of Finance and National University of Singapore (NUS) - Department of Finance
Downloads 297 (177,115)
Citation 3

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Liquidity, Volatility of Liquidity, Investor Heterogeneity, Illiquidity Premium

12.

Do Investors Overvalue Startups? Evidence from the Junior Stakes of Mutual Funds

Number of pages: 56 Posted: 01 May 2023 Last Revised: 27 Nov 2023
Vikas Agarwal, Brad M. Barber, Si Cheng, Allaudeen Hameed, Harshini Shanker and Ayako Yasuda
Georgia State University, University of California, Davis, Syracuse University - Department of Finance, National University of Singapore (NUS) - Department of Finance, London Business School and University of California, Davis - Graduate School of Management
Downloads 230 (229,705)

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Startup valuation, Mutual funds, Venture capital, Fair value, Private valuation

13.

Short-Sale Constraints and the Pricing of Managerial Skills

Downloads 229 (229,705)
Citation 2

Short-Sale Constraints and the Pricing of Managerial Skills

INSEAD Working Paper No. 2012/92/FIN
Number of pages: 65 Posted: 07 Aug 2012 Last Revised: 14 Aug 2015
Si Cheng, Massimo Massa and Hong Zhang
Syracuse University - Department of Finance, INSEAD - Finance and Singapore Management University, LKCSB
Downloads 229 (228,925)
Citation 2

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Managerial skills, mutual funds, short-sale constraint

Short-Sale Constraints and the Pricing of Managerial Skills

CEPR Discussion Paper No. DP10447
Number of pages: 51 Posted: 02 Mar 2015
Si Cheng, Massimo Massa and Hong Zhang
Syracuse University - Department of Finance, INSEAD - Finance and Singapore Management University, LKCSB
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Managerial skills, mutual funds, short-sale constraint.

14.

Catering Through Globalization: Cross-border Expansion and Misallocation in the Global Mutual Fund Industry

PBCSF-NIFR Research Paper
Number of pages: 97 Posted: 25 Apr 2018 Last Revised: 29 Oct 2020
Si Cheng, Massimo Massa and Hong Zhang
Syracuse University - Department of Finance, INSEAD - Finance and Singapore Management University, LKCSB
Downloads 172 (297,634)

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Globalization, Cross-Border Capital Flows, Mutual Funds, Skills, Market Efficiency

15.

Tax Evasion and Information Production: Evidence from the FATCA

Downloads 171 (299,070)

Tax Evasion and Information Production: Evidence from the FATCA

PBCSF-NIFR Research Paper
Number of pages: 68 Posted: 31 Aug 2020 Last Revised: 12 Jun 2023
Si Cheng, Massimo Massa and Hong Zhang
Syracuse University - Department of Finance, INSEAD - Finance and Singapore Management University, LKCSB
Downloads 171 (298,972)

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tax evasion; FATCA; asset management; market efficiency

Tax Evasion and Market Efficiency: Evidence from the FACTA and Offshore Mutual Funds

CEPR Discussion Paper No. DP15747
Number of pages: 46 Posted: 11 Feb 2021
Si Cheng, Massimo Massa and Hong Zhang
Syracuse University - Department of Finance, INSEAD - Finance and Singapore Management University, LKCSB
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16.

Financial Globalization vs. Income Inequality: The Surprising Role of Delegated Foreign Portfolio Flows

Downloads 124 (387,172)

Financial Globalization vs. Income Inequality: The Surprising Role of Delegated Foreign Portfolio Flows

PBCSF-NIFR Research Paper
Number of pages: 75 Posted: 31 Aug 2020 Last Revised: 02 Mar 2023
Si Cheng, Massimo Massa and Hong Zhang
Syracuse University - Department of Finance, INSEAD - Finance and Singapore Management University, LKCSB
Downloads 124 (388,616)

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Financial Globalization, Income Inequality, Delegated Portfolio Management, Mutual Funds

Financial Globalization vs. Income Inequality: The Surprising Role of Delegated Portfolio Flows in Taming the Top 1%

CEPR Discussion Paper No. DP15745
Number of pages: 54 Posted: 11 Feb 2021
Si Cheng, Massimo Massa and Hong Zhang
Syracuse University - Department of Finance, INSEAD - Finance and Singapore Management University, LKCSB
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17.

Scaling Up Market Anomalies

Journal of Investing, Vol. 26, No. 3, 2017, https://doi.org/10.3905/joi.2017.26.3.089
Posted: 21 May 2019 Last Revised: 28 Oct 2022
Doron Avramov, Si Cheng, Amnon Schreiber and Koby Shemer
Reichman University - Interdisciplinary Center (IDC) Herzliyah, Syracuse University - Department of Finance, Hebrew University of Jerusalem and AlphaBeta

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Momentum, anomaly