Pengfei Sui

The Chinese University of Hong Kong, Shenzhen

2001 Longxiang Road, Longgang District

Shenzhen, 518172

China

http://www.pengfeisui.com

SCHOLARLY PAPERS

4

DOWNLOADS

960

SSRN CITATIONS

8

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Asset Pricing with Return Extrapolation

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 65 Posted: 01 Oct 2017 Last Revised: 22 Nov 2021
Lawrence J. Jin and Pengfei Sui
California Institute of Technology and The Chinese University of Hong Kong, Shenzhen
Downloads 438 (92,856)
Citation 8

Abstract:

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expectations, extrapolation, asset prices

2.

Prospect Theory and Mutual Fund Flows

Rotman School of Management Working Paper No. 3867988
Number of pages: 49 Posted: 28 Jun 2021
Bing Han, Pengfei Sui and Wenhao Yang
University of Toronto, Rotman School of Management, The Chinese University of Hong Kong, Shenzhen and Chinese University of Hong Kong, Shenzhen
Downloads 247 (172,514)

Abstract:

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Prospect Theory, Mutual Funds, Asset Pricing, Behavioral Finance

3.

Time-varying Impact of Investor Sentiment

Number of pages: 92 Posted: 10 May 2021
Pengfei Sui
The Chinese University of Hong Kong, Shenzhen
Downloads 145 (278,124)

Abstract:

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Return Extrapolation, Asset Pricing, Return Predictability, Investor Sentiment, Behavioral Finance

4.

Social Transmission Bias: Evidence from an Online Investor Platform

Number of pages: 66 Posted: 27 Apr 2022
Pengfei Sui and Baolian Wang
The Chinese University of Hong Kong, Shenzhen and University of Florida - Department of Finance, Insurance and Real Estate
Downloads 130 (300,975)

Abstract:

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social network; self-enhancing transmission bias; social trading platform