Author Page for Ing-Haw Cheng

Hedging Pressure and Commodity Option Prices

Number of pages: 43 Posted: 01 Oct 2021

Ing-Haw Cheng, Ke Tang and Lei Yan

University of Toronto - Rotman School of Management, Institute of Economics, School of Social Sciences, Tsinghua University and Yale University

Downloads 7,798 (1,432)

Abstract:

2.

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: 77 Posted: 20 Nov 2011 Last Revised: 01 Mar 2023

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 3,651 (5,198)

Citation 19

Abstract:

3.

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 3,129 (6,727)

Citation 12

Abstract:

4.

Yesterday's Heroes: Compensation and Risk at Financial Firms

Downloads 2,490 ( 9,585)

Citation 72

2

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

Ing-Haw Cheng, Harrison G. Hong and José A. Scheinkman

University of Toronto - Rotman School of Management, Columbia University, Graduate School of Arts and Sciences, Department of Economics and Columbia University

Downloads 2,353 (10,289)

Citation 34

Abstract:

Yesterday's Heroes: Compensation and Creative Risk-Taking

NBER Working Paper No. w16176

Number of pages: 41 Posted: 12 Jul 2010 Last Revised: 15 Mar 2023

Ing-Haw Cheng, Harrison G. Hong and José A. Scheinkman

University of Toronto - Rotman School of Management, Columbia University, Graduate School of Arts and Sciences, Department of Economics and Columbia University

Downloads 137 (348,237)

Citation 1

Abstract:

5.

The Financialization of Commodity Markets

Downloads 1,188 (30,079)

Citation 5

2

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 1,104 (32,907)

Citation 2

Abstract:

The Financialization of Commodity Markets

NBER Working Paper No. w19642

Number of pages: 37 Posted: 16 Nov 2013 Last Revised: 04 Mar 2023

Ing-Haw Cheng and Wei Xiong

University of Toronto - Rotman School of Management and Princeton University - Department of Economics

Downloads 84 (493,372)

Citation 2

Abstract:

6.

Volmageddon and the Failure of Short Volatility Products

Financial Analysts Journal, 2021, 77(3): 35-51

Number of pages: 37 Posted: 06 Apr 2021 Last Revised: 25 Aug 2021

Patrick Augustin, Patrick Augustin, Ing-Haw Cheng and Ludovic Van den Bergen

McGill UniversityMcGill University, Desautels Faculty of Management, University of Toronto - Rotman School of Management and McGill University

Downloads 1,170 (30,779)

Citation 1

Abstract:

7.

Distrust in Experts and the Origins of Disagreement

Journal of Economic Theory, Forthcoming

Number of pages: 89 Posted: 04 Nov 2016 Last Revised: 20 Dec 2021

Ing-Haw Cheng and Alice Hsiaw

University of Toronto - Rotman School of Management and Brandeis University - International Business School

Downloads 726 (59,583)

Citation 1

Abstract:

8.

Wall Street and the Housing Bubble

Downloads 647 (69,164)

Citation 40

2

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, University of Alberta - School of Business and Princeton University - Department of Economics

Downloads 588 (77,065)

Citation 16

Abstract:

Wall Street and the Housing Bubble

NBER Working Paper No. w18904

Number of pages: 42 Posted: 22 Mar 2013 Last Revised: 26 Feb 2023

Ing-Haw Cheng, Sahil Raina and Wei Xiong

University of Toronto - Rotman School of Management, University of Alberta - School of Business and Princeton University - Department of Economics

Downloads 59 (601,716)

Citation 7

Abstract:

9.

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 627 (71,938)

Citation 5

Abstract:

10.

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 626 (72,079)

Citation 3

Abstract:

11.

The Fundamental Role of Uninsured Depositors in the Regional Banking Crisis

Number of pages: 40 Posted: 05 Jul 2023 Last Revised: 21 Jul 2023

Briana Chang, Ing-Haw Cheng and Harrison G. Hong

University of Wisconsin - Madison - Department of Finance, Investment and Banking, University of Toronto - Rotman School of Management and Columbia University, Graduate School of Arts and Sciences, Department of Economics

Downloads 603 (75,704)

Abstract:

12.

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 551 (84,578)

Citation 19

Abstract:

13.

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 361 (139,234)

Citation 10

Abstract:

14.

Why Do Hedgers Trade So Much?

Downloads 333 (151,828)

Citation 10

2

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 257 (197,656)

Citation 2

Abstract:

Why Do Hedgers Trade so Much?

NBER Working Paper No. w19670

Number of pages: 22 Posted: 23 Nov 2013 Last Revised: 01 Apr 2023

Ing-Haw Cheng and Wei Xiong

University of Toronto - Rotman School of Management and Princeton University - Department of Economics

Downloads 76 (524,137)

Citation 1

Abstract:

15.

Bayesian Doublespeak

Number of pages: 55 Posted: 22 Apr 2022 Last Revised: 27 Jul 2023

Ing-Haw Cheng and Alice Hsiaw

University of Toronto - Rotman School of Management and Brandeis University - International Business School

Downloads 310 (164,369)

Citation 1

Abstract:

16.

Convective Risk Flows in Commodity Futures Markets

Downloads 194 (258,998)

Citation 23

2

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 130 (362,781)

Citation 18

Abstract:

Convective Risk Flows in Commodity Futures Markets

NBER Working Paper No. w17921

Number of pages: 61 Posted: 25 Mar 2012 Last Revised: 21 Jun 2023

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 64 (577,254)

Citation 6

Abstract:

17.

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 145 (332,276)

Citation 23

Abstract:

18.

Do Managers Do Good with Other People's Money?

NBER Working Paper No. w19432

Number of pages: 42 Posted: 14 Sep 2013 Last Revised: 24 Jul 2023

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 79 (506,488)

Citation 8

Abstract:

19.

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

Abstract:

20.

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 Institute for Fiscal Studies (IFS)

Ing-Haw Cheng

University of Toronto - Rotman School of Management

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