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

19

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19,056

SSRN CITATIONS
Rank 4,504

SSRN RANKINGS

Top 4,504

in Total Papers Citations

172

CROSSREF CITATIONS

126

Scholarly Papers (19)

1.

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 4,505 (3,042)

Abstract:

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commodities, options, hedging pressure

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: 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 3,426 (4,791)
Citation 19

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ESG, CSR, agency costs

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 2,914 (6,294)
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 2,325 (8,815)
Citation 17

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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: 14 Sep 2022
University of Toronto - Rotman School of Management, Columbia University, Graduate School of Arts and Sciences, Department of Economics and Columbia University
Downloads 120 (326,353)
Citation 1

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5.
Downloads 1,132 ( 27,346)
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 1,062 (29,579)
Citation 2

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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: 03 Sep 2022
Ing-Haw Cheng and Wei Xiong
University of Toronto - Rotman School of Management and Princeton University - Department of Economics
Downloads 70 (459,631)
Citation 1

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6.

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 690 (54,233)
Citation 1

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disagreement, polarization, learning, speculation, bubbles

7.

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
McGill UniversityMcGill University, Desautels Faculty of Management, University of Toronto - Rotman School of Management and McGill University
Downloads 667 (56,598)

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

8.
Downloads 619 ( 62,318)
Citation 29

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 571 (68,298)
Citation 17

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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: 28 Aug 2022
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 48 (551,754)
Citation 7

Abstract:

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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 594 (65,687)
Citation 5

Abstract:

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VIX futures, COVID-19, Variance risk premium

10.

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 510 (79,449)
Citation 20

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

11.

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 494 (82,558)
Citation 3

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Misconduct, reporting, retaliation, coordination

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 314 (137,908)
Citation 3

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debt collection, negotiation, financial settlements

13.
Downloads 299 (145,218)
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 235 (184,082)
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 Last Revised: 01 Apr 2022
Ing-Haw Cheng and Wei Xiong
University of Toronto - Rotman School of Management and Princeton University - Department of Economics
Downloads 64 (481,748)
Citation 1

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14.
Downloads 148 (276,930)
Citation 20

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 104 (361,147)
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 Last Revised: 20 Jun 2022
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 44 (572,135)

Abstract:

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15.

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 128 (309,895)
Citation 19

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

16.

Bayesian Doublespeak

Number of pages: 65 Posted: 22 Apr 2022 Last Revised: 19 Aug 2022
Ing-Haw Cheng and Alice Hsiaw
University of Toronto - Rotman School of Management and Brandeis University - International Business School
Downloads 112 (340,985)

Abstract:

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Misinformation, Disinformation, Disagreement, Polarization, Fake News

17.

Do Managers Do Good with Other People's Money?

NBER Working Paper No. w19432
Number of pages: 42 Posted: 14 Sep 2013 Last Revised: 07 Aug 2022
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 59 (494,501)
Citation 2

Abstract:

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18.

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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19.

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 Faculty of Economics

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