Zhiwei Su

University of Macau

Faculty of Business Administration

Macau, 999078

China

SCHOLARLY PAPERS

4

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SSRN CITATIONS

2

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1

Scholarly Papers (4)

1.

Extrapolative Market Participation

Number of pages: 69 Posted: 21 Apr 2021 Last Revised: 24 Feb 2024
School of Management, University of Science and Technology of China, University of Macau, Auburn University and Tsinghua University - PBC School of Finance
Downloads 630 (78,740)
Citation 2

Abstract:

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Extrapolation, Momentum, Participation, Sentiment

2.

Time Variation in Extrapolation and Anomalies

PBCSF-NIFR Research Paper
Number of pages: 57 Posted: 23 Apr 2020 Last Revised: 19 Sep 2023
Wei He, Zhiwei Su, Yuehan Wang and Jianfeng Yu
Southwestern University of Finance and Economics (SWUFE) - Institute of Chinese Financial Studies (ICFS), University of Macau, Central University of Finance and Economics (CUFE) - School of Finance and Tsinghua University - PBC School of Finance
Downloads 535 (96,912)
Citation 2

Abstract:

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Extrapolation, Overreaction, Underreaction, Mispricing, Factor

3.

Extrapolation and Risk-Return Trade-offs

PBCSF-NIFR Research Paper Forthcoming
Number of pages: 55 Posted: 08 Mar 2022 Last Revised: 24 Feb 2024
Qi Liu, Zhiwei Su, Huijun Wang and Jianfeng Yu
Peking University - Department of Finance, University of Macau, Auburn University and Tsinghua University - PBC School of Finance
Downloads 481 (110,154)

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Behavioral finance, Extrapolation, Risk-return trade-off, Sentiment

4.

Macroeconomic Productivity Perceptions and Anomalies

PBCSF-NIFR Research Paper Forthcoming
Number of pages: 92 Posted: 09 Feb 2022 Last Revised: 23 Dec 2023
Wei He, Zhiwei Su and Jianfeng Yu
Southwestern University of Finance and Economics (SWUFE) - Institute of Chinese Financial Studies (ICFS), University of Macau and Tsinghua University - PBC School of Finance
Downloads 465 (114,655)

Abstract:

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Anomalies, Overreaction, Sentiment, Subjective Expectations