Shih-Fen Cheng

Singapore Management University - School of Information Systems

Associate Professor

80 Stamford Road

Singapore, 178902

Singapore

http://www.mysmu.edu/faculty/sfcheng/

SCHOLARLY PAPERS

5

DOWNLOADS
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Top 40,213

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1,029

CITATIONS
Rank 45,052

SSRN RANKINGS

Top 45,052

in Total Papers Citations

3

Scholarly Papers (5)

1.

Would Position Limits Have Made any Difference to the 'Flash Crash' on May 6, 2010

Number of pages: 39 Posted: 03 Nov 2010 Last Revised: 13 Nov 2013
Bernard Lee, Shih-Fen Cheng and Annie Koh
HedgeSPA (Hedge Funds and Sophisticated Products Advisors), Singapore Management University - School of Information Systems and Singapore Management University
Downloads 404 (70,313)
Citation 1

Abstract:

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6 May 2010, Flash Crash, Liquidity Withdrawal, Extreme Market Movements, Agent-based Simulation, Speculative Activities, Position Limits

2.

An Analysis of Extreme Price Shocks and Illiquidity Among Systematic Trend Followers

Number of pages: 30 Posted: 03 Feb 2010 Last Revised: 13 Nov 2013
Bernard Lee, Shih-Fen Cheng and Annie Koh
HedgeSPA (Hedge Funds and Sophisticated Products Advisors), Singapore Management University - School of Information Systems and Singapore Management University
Downloads 314 (93,853)
Citation 2

Abstract:

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Extreme Price Shocks, Market Liquidity, Systematic Trend Followers, Speculative Activities, Agent-Based Computational Economics, Commodity Trading Advisors, Financial Crisis

3.

Learning by Driving: Evidence from Taxi Driver Wages in Singapore

Number of pages: 38 Posted: 08 Dec 2015 Last Revised: 06 Nov 2016
Sumit Agarwal, Shih-Fen Cheng, Jussi Keppo and Ryoko Sato
National University of Singapore, Singapore Management University - School of Information Systems, National University of Singapore - NUS Business School and National University of Singapore (NUS)
Downloads 174 (168,504)

Abstract:

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Learning-by-doing, Wages, Labor Supply, Taxi Drivers

4.

Fickle Fingers: Ride-Hail Surge Factors and Taxi Bookings

Number of pages: 42 Posted: 25 Apr 2018 Last Revised: 05 Apr 2019
National University of Singapore, National University of Singapore - Department of Finance, Singapore Management University - School of Information Systems and National University of Singapore - NUS Business School
Downloads 121 (226,605)

Abstract:

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transportation economics, surge pricing, consumer behavior, big data analytics

5.

Anticipated Income Shock and Labor Supply

Number of pages: 38 Posted: 26 Jul 2017 Last Revised: 04 Aug 2018
Sumit Agarwal, Shih-Fen Cheng, Jussi Keppo and Kang Mo Koo
National University of Singapore, Singapore Management University - School of Information Systems, National University of Singapore - NUS Business School and Deakin University-Department of Finance
Downloads 16 (532,417)

Abstract:

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Income shock, labor supply, pension withdrawal, taxi, intensive margin, extensive margin