Pengfei Sui

The Chinese University of Hong Kong, Shenzhen

Assistant Professor of Finance

2001 Longxiang Road, Longgang District

CUHK (SZ) SR2 - 502

Shenzhen, Guangdong 518172

China

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Asset Pricing with Return Extrapolation

Number of pages: 60 Posted: 01 Oct 2017 Last Revised: 29 Sep 2019
Lawrence J. Jin and Pengfei Sui
California Institute of Technology and The Chinese University of Hong Kong, Shenzhen
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Citation 11

Abstract:

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Expectations, Return Extrapolation, Stock Market Movements