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
Rank 39,862

SSRN RANKINGS

Top 39,862

in Total Papers Downloads

1,115

SSRN CITATIONS
Rank 48,778

SSRN RANKINGS

Top 48,778

in Total Papers Citations

2

CROSSREF CITATIONS

8

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 411 (72,910)
Citation 3

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 321 (96,654)
Citation 6

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 186 (167,364)
Citation 1

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 179 (173,303)
Citation 2

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 18 (549,919)
Citation 1

Abstract:

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