Ing-Haw Cheng

University of Toronto - Rotman School of Management

105 St. George Street

Toronto, Ontario M5S 3E6 M5S1S4

Canada

http://inghawcheng.github.io

SCHOLARLY PAPERS

17

DOWNLOADS
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12,990

SSRN CITATIONS
Rank 4,659

SSRN RANKINGS

Top 4,659

in Total Papers Citations

170

CROSSREF CITATIONS

124

Scholarly Papers (17)

1.

Do Managers Do Good with Other Peoples' Money?

AFA 2013 San Diego Meetings Paper, UCD & CalPERS Sustainability & Finance Symposium 2013, Fama-Miller Working Paper, Chicago Booth Research Paper No. 12-47
Number of pages: 49 Posted: 20 Nov 2011 Last Revised: 07 Oct 2020
Ing-Haw Cheng, Harrison G. Hong and Kelly Shue
University of Toronto - Rotman School of Management, Columbia University, Graduate School of Arts and Sciences, Department of Economics and Yale School of Management
Downloads 3,080 (4,685)
Citation 19

Abstract:

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ESG, CSR, agency costs

2.

The VIX Premium

Review of Financial Studies, Forthcoming
Number of pages: 57 Posted: 13 Sep 2014 Last Revised: 07 Jun 2018
Ing-Haw Cheng
University of Toronto - Rotman School of Management
Downloads 2,669 (5,970)
Citation 12

Abstract:

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VIX, volatility, variance risk premium

Yesterday's Heroes: Compensation and Risk at Financial Firms

AFA 2011 Denver Meetings Paper, ECGI - Finance Working Paper No. 285/2010
Number of pages: 53 Posted: 11 Nov 2009 Last Revised: 31 May 2014
University of Toronto - Rotman School of Management, Columbia University, Graduate School of Arts and Sciences, Department of Economics and Columbia University
Downloads 2,298 (7,469)
Citation 16

Abstract:

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financial crisis, executive compensation

Yesterday's Heroes: Compensation and Creative Risk-Taking

NBER Working Paper No. w16176
Number of pages: 41 Posted: 12 Jul 2010 Last Revised: 09 Nov 2013
University of Toronto - Rotman School of Management, Columbia University, Graduate School of Arts and Sciences, Department of Economics and Columbia University
Downloads 117 (290,728)
Citation 1

Abstract:

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4.
Downloads 1,115 ( 23,641)
Citation 4

The Financialization of Commodity Markets

Number of pages: 36 Posted: 06 Nov 2013 Last Revised: 16 Nov 2013
Ing-Haw Cheng and Wei Xiong
University of Toronto - Rotman School of Management and Princeton University - Department of Economics
Downloads 1,046 (25,557)
Citation 2

Abstract:

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futures speculation, financialization, hedging, oil prices, risk sharing, information discovery

The Financialization of Commodity Markets

NBER Working Paper No. w19642
Number of pages: 37 Posted: 16 Nov 2013 Last Revised: 04 Mar 2021
Ing-Haw Cheng and Wei Xiong
University of Toronto - Rotman School of Management and Princeton University - Department of Economics
Downloads 69 (406,696)
Citation 1

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5.
Downloads 608 ( 54,590)
Citation 28

Wall Street and the Housing Bubble

Number of pages: 44 Posted: 12 Mar 2013 Last Revised: 28 Jan 2014
Ing-Haw Cheng, Sahil Raina and Wei Xiong
University of Toronto - Rotman School of Management, Alberta School of Business, University of Alberta and Princeton University - Department of Economics
Downloads 563 (59,390)
Citation 20

Abstract:

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securitization, housing bubble, beliefs

Wall Street and the Housing Bubble

NBER Working Paper No. w18904
Number of pages: 42 Posted: 22 Mar 2013 Last Revised: 26 Feb 2021
Ing-Haw Cheng, Sahil Raina and Wei Xiong
University of Toronto - Rotman School of Management, Alberta School of Business, University of Alberta and Princeton University - Department of Economics
Downloads 45 (499,091)
Citation 7

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6.

Distrust in Experts and the Origins of Disagreement

Number of pages: 87 Posted: 04 Nov 2016 Last Revised: 20 Jul 2021
Ing-Haw Cheng and Alice Hsiaw
University of Toronto - Rotman School of Management and Brandeis University - International Business School
Downloads 591 (56,558)
Citation 1

Abstract:

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disagreement, polarization, learning, speculation, bubbles

7.

Volatility Markets Underreacted to the Early Stages of the COVID-19 Pandemic

Review of Asset Pricing Studies, Forthcoming, Tuck School of Business Working Paper No. 3580531
Number of pages: 51 Posted: 22 Apr 2020 Last Revised: 03 Aug 2020
Ing-Haw Cheng
University of Toronto - Rotman School of Management
Downloads 567 (59,527)
Citation 5

Abstract:

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VIX futures, COVID-19, Variance risk premium

8.

Corporate Governance Spillovers

Number of pages: 54 Posted: 12 Nov 2008 Last Revised: 12 Apr 2011
Ing-Haw Cheng
University of Toronto - Rotman School of Management
Downloads 458 (77,587)
Citation 18

Abstract:

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corporate governance, spillovers, earnings fraud, peer effects, career concerns

9.

Reporting Sexual Misconduct in the #MeToo Era

Tuck School of Business Working Paper No. 3506936, American Economic Journal: Microeconomics
Number of pages: 80 Posted: 26 Dec 2019 Last Revised: 30 Nov 2020
Ing-Haw Cheng and Alice Hsiaw
University of Toronto - Rotman School of Management and Brandeis University - International Business School
Downloads 357 (103,543)
Citation 3

Abstract:

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Misconduct, reporting, retaliation, coordination

10.

Volmageddon and the Failure of Short Volatility Products

Financial Analysts Journal, 2021, 77(3): 35-51, Tuck School of Business Working Paper No. 3819342
Number of pages: 37 Posted: 06 Apr 2021 Last Revised: 20 Jul 2021
McGill University, University of Toronto - Rotman School of Management and McGill University
Downloads 293 (128,300)

Abstract:

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crowded trades, derivatives, price impact, risk management, VIX

11.
Downloads 281 (134,054)
Citation 7

Why Do Hedgers Trade So Much?

Number of pages: 22 Posted: 13 Nov 2013 Last Revised: 25 Jan 2014
Ing-Haw Cheng and Wei Xiong
University of Toronto - Rotman School of Management and Princeton University - Department of Economics
Downloads 221 (169,569)
Citation 2

Abstract:

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commodity speculation, hedging, financialization

Why Do Hedgers Trade so Much?

NBER Working Paper No. w19670
Number of pages: 22 Posted: 23 Nov 2013
Ing-Haw Cheng and Wei Xiong
University of Toronto - Rotman School of Management and Princeton University - Department of Economics
Downloads 60 (437,812)
Citation 1

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12.

How Do Consumers Fare When Dealing with Debt Collectors? Evidence from Out-of-Court Settlements

Review of Financial Studies, Forthcoming
Number of pages: 86 Posted: 24 Jan 2019 Last Revised: 22 May 2020
Ing-Haw Cheng, Felipe Severino and Richard Townsend
University of Toronto - Rotman School of Management, Dartmouth College - Tuck School of Business and University of California, San Diego (UCSD) - Rady School of Management
Downloads 256 (147,439)
Citation 3

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debt collection, negotiation, financial settlements

13.
Downloads 133 (263,164)
Citation 21

Convective Risk Flows in Commodity Futures Markets

Forthcoming, Review of Finance, AFA 2013 San Diego Meetings Paper
Number of pages: 51 Posted: 07 Mar 2012 Last Revised: 09 Sep 2014
Ing-Haw Cheng, Andrei A. Kirilenko and Wei Xiong
University of Toronto - Rotman School of Management, University of Cambridge - Finance and Princeton University - Department of Economics
Downloads 91 (344,844)
Citation 18

Abstract:

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systemic risk, commodity index traders, hedging pressure

Convective Risk Flows in Commodity Futures Markets

NBER Working Paper No. w17921
Number of pages: 61 Posted: 25 Mar 2012
Ing-Haw Cheng, Andrei A. Kirilenko and Wei Xiong
University of Toronto - Rotman School of Management, University of Cambridge - Finance and Princeton University - Department of Economics
Downloads 42 (513,318)

Abstract:

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14.

The Hazards of Debt: Rollover Freezes, Incentives, and Bailouts

Number of pages: 51 Posted: 07 Feb 2010 Last Revised: 28 Jun 2011
Ing-Haw Cheng and Konstantin Milbradt
University of Toronto - Rotman School of Management and Northwestern University - Kellogg School of Management - Department of Finance
Downloads 123 (279,025)
Citation 16

Abstract:

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Rollover risk, rollover freezes, debt runs, risk-shifting, optimal maturity, bailouts, financial firms, liquidity

15.

Do Managers Do Good with Other People&Apos;S Money?

NBER Working Paper No. w19432
Number of pages: 42 Posted: 14 Sep 2013 Last Revised: 05 Feb 2021
Ing-Haw Cheng, Harrison G. Hong and Kelly Shue
University of Toronto - Rotman School of Management, Columbia University, Graduate School of Arts and Sciences, Department of Economics and Yale School of Management
Downloads 44 (494,158)
Citation 2

Abstract:

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16.

Financialization of Commodity Markets

Annual Review of Financial Economics, Vol. 6, pp. 419-441, 2014
Posted: 25 Nov 2014
Ing-Haw Cheng and Wei Xiong
University of Toronto - Rotman School of Management and Princeton University - Department of Economics

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17.

The Effect of the Run-Up in the Stock Market on Labor Supply

Posted: 14 Jun 2001
Ing-Haw Cheng and Eric French
University of Toronto - Rotman School of Management and Department of Economics

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