Si Cheng

Chinese University of Hong Kong - Department of Finance

Assistant Professor of Finance

12/F, Cheng Yu Tung Building

No.12, Chak Cheung Street

Shatin, N.T.

Hong Kong

http://www.bschool.cuhk.edu.hk/index.php/faculty-staff/show-alltest?pid=496&sid=3939:Cheng-Si

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 12,860

SSRN RANKINGS

Top 12,860

in Total Papers Downloads

3,664

CITATIONS
Rank 39,203

SSRN RANKINGS

Top 39,203

in Total Papers Citations

13

Scholarly Papers (8)

1.

Time-Varying Liquidity and Momentum Profits

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 49 Posted: 05 Jul 2013 Last Revised: 23 Mar 2015
Interdisciplinary Center (IDC) Herzliyah, Chinese University of Hong Kong - Department of Finance and National University of Singapore (NUS) - Department of Finance
Downloads 1,313 (14,201)
Citation 5

Abstract:

Loading...

Momentum, Liquidity

2.

Mutual Funds and Mispriced Stocks

Number of pages: 53 Posted: 18 May 2015 Last Revised: 27 Jan 2019
Interdisciplinary Center (IDC) Herzliyah, Chinese University of Hong Kong - Department of Finance and National University of Singapore (NUS) - Department of Finance
Downloads 681 (36,817)

Abstract:

Loading...

Mutual funds; Managerial Skills; Mispricing

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

The Review of Asset Pricing Studies, Forthcoming
Number of pages: 90 Posted: 26 Feb 2013 Last Revised: 12 Dec 2018
Si Cheng, Massimo Massa and Hong Zhang
Chinese University of Hong Kong - Department of Finance, INSEAD - Finance and Tsinghua University - PBC School of Finance
Downloads 627 (40,473)
Citation 1

Abstract:

Loading...

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
Chinese University of Hong Kong - Department of Finance, INSEAD - Finance and Tsinghua University - PBC School of Finance
Downloads 1 (680,204)
  • Add to Cart

Abstract:

Loading...

banks, Distress, ETFs, shadow banking, Subsidization

4.

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
Chinese University of Hong Kong - 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 481 (57,756)
Citation 5

Abstract:

Loading...

monthly reversals, market efficiency, liquidity

5.

Private Company Valuations by Mutual Funds

Number of pages: 55 Posted: 08 Nov 2017 Last Revised: 09 Jun 2019
Georgia State University, University of California, Davis, Chinese University of Hong Kong - Department of Finance, National University of Singapore (NUS) - Department of Finance and University of California, Davis - Graduate School of Management
Downloads 325 (91,998)
Citation 1

Abstract:

Loading...

Mutual funds, Venture capital, Entrepreneurial firm, Private valuation, Stale prices

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
Chinese University of Hong Kong - Department of Finance, INSEAD - Finance and Tsinghua University - PBC School of Finance
Downloads 182 (164,425)
Citation 1

Abstract:

Loading...

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
Chinese University of Hong Kong - Department of Finance, INSEAD - Finance and Tsinghua University - PBC School of Finance
Downloads 0
  • Add to Cart

Abstract:

Loading...

Managerial skills, mutual funds, short-sale constraint.

7.

Does Financial Globalization Propagate Managerial Skills? Lessons from the Mutual Fund Industry

Number of pages: 81 Posted: 25 Apr 2018
Si Cheng, Massimo Massa and Hong Zhang
Chinese University of Hong Kong - Department of Finance, INSEAD - Finance and Tsinghua University - PBC School of Finance
Downloads 54 (372,900)

Abstract:

Loading...

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

8.

Scaling Up Market Anomalies

Journal of Investing, Forthcoming, https://doi.org/10.3905/joi.2017.26.3.089
Posted: 21 May 2019
Interdisciplinary Center (IDC) Herzliyah, Chinese University of Hong Kong - Department of Finance, Hebrew University of Jerusalem and AlphaBeta

Abstract:

Loading...

Momentum, anomaly