Pengfei Sui

The Chinese University of Hong Kong, Shenzhen

2001 Longxiang Road, Longgang District

Shenzhen, 518172

China

http://www.pengfeisui.com

SCHOLARLY PAPERS

3

DOWNLOADS

498

SSRN CITATIONS

7

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Asset Pricing with Return Extrapolation

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 65 Posted: 01 Oct 2017 Last Revised: 15 Jul 2021
Lawrence J. Jin and Pengfei Sui
California Institute of Technology and The Chinese University of Hong Kong, Shenzhen
Downloads 324 (117,046)
Citation 12

Abstract:

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expectations, extrapolation, asset prices

2.

Time-varying Impact of Investor Sentiment

Number of pages: 92 Posted: 10 May 2021
Pengfei Sui
The Chinese University of Hong Kong, Shenzhen
Downloads 90 (348,381)

Abstract:

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

3.

Prospect Theory and Mutual Fund Flows

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 84 (363,449)

Abstract:

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Prospect Theory, Mutual Funds, Asset Pricing, Behavioral Finance