Yeguang Chi

Shanghai Jiaotong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

Assistant Professor of Finance

Shanghai Jiao Tong University

211 West Huaihai Road

Shanghai, 200030

China

http://www.saif.sjtu.edu.cn/en/professors/8498

  • Shanghai Jiaotong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)

SCHOLARLY PAPERS

10

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1,529

SSRN CITATIONS

3

CROSSREF CITATIONS

7

Scholarly Papers (10)

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1.

Performance Evaluation of Chinese Actively Managed Stock Mutual Funds

Chicago Booth Research Paper No. 13-55, Fama-Miller Working Paper
Number of pages: 46 Posted: 23 May 2013 Last Revised: 08 Aug 2013
Yeguang Chi
Shanghai Jiaotong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 561 (55,836)
Citation 7

Abstract:

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Chinese stock mutual funds, performance evaluation, insider trading, institutional investors, market efficiency, performance erosion

2.

Private Information in the Chinese Stock Market: Evidence from Mutual Funds and Corporate Insiders

Second Annual Volatility Institute at NYU Shanghai (VINS) 2016, 29th Australasian Finance and Banking Conference 2016
Number of pages: 64 Posted: 12 Aug 2016
Yeguang Chi
Shanghai Jiaotong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 248 (142,189)
Citation 5

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market efficiency, private information, Chinese stock market, mutual funds, and insider trading

3.

Smart Beta, Smart Money

30th Australasian Finance and Banking Conference 2017
Number of pages: 38 Posted: 17 Aug 2017 Last Revised: 22 Feb 2018
Qinhua Chen and Yeguang Chi
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Shanghai Jiaotong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 174 (197,529)
Citation 3

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factor timing, smart beta, mutual funds, return forecasting

4.

No Signal is Bad Signal: Analyst Silence after On-Site Visit

Number of pages: 35 Posted: 01 Jul 2018 Last Revised: 20 Jul 2018
Danting Chang, Yeguang Chi and Fei Wu
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Shanghai Jiaotong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 134 (245,182)

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analyst behavior, hidden information, market efficiency, information asymmetry, investor behavior

5.

Volatility and Returns: Evidence from China

Number of pages: 36 Posted: 05 Aug 2019
Yeguang Chi, Xiao Qiao, Sibo Yan and Binbin Deng
Shanghai Jiaotong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Paraconic Technologies US Inc., Independent and Compass Lexecon
Downloads 121 (268,196)

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volatility, returns, portfolio management, forecasting

6.

Private Information behind Insider Trades: Evidence from Cross Section and Time Series

Number of pages: 46 Posted: 04 Jun 2020
Yeguang Chi, Linchen Liu and Xiao Qiao
Shanghai Jiaotong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Paraconic Technologies US Inc.
Downloads 89 (325,956)

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Private Information, Insider Trading, Cross Section, Time Series, Chinese Market

7.

Growth Tilt of Chinese Stock Mutual Funds

Number of pages: 38 Posted: 23 Jul 2018
Yeguang Chi and Bijiao Yin
Shanghai Jiaotong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 59 (409,364)

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growth stocks, value factor, mutual funds, portfolio choice, market efficiency

8.

Performance Evaluation of Chinese Equity Analysts

Number of pages: 37 Posted: 19 Jul 2018
Yeguang Chi
Shanghai Jiaotong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 51 (437,617)

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equity analyst, Chinese stock market, information asymmetry, market efficiency, learning by doing

9.

Follow the Smart Money: Factor Forecasting in China

Number of pages: 43 Posted: 20 Jul 2020
Qinhua Chen, Yeguang Chi and Xiao Qiao
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Shanghai Jiaotong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Paraconic Technologies US Inc.
Downloads 48 (449,065)

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factor timing, return forecasting, mutual funds, emerging markets

10.

Beauties of the Emperor: An Investigation of a Chinese Government Bailout

Journal of Financial Markets, Forthcoming
Number of pages: 73 Posted: 17 Aug 2017 Last Revised: 20 Nov 2020
Yeguang Chi and Xiaoming Li
Shanghai Jiaotong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 44 (465,243)
Citation 1

Abstract:

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Government intervention, information transparency, information asymmetry, behavioral bias, investor welfare