Zhiwei Su

Lingnan University

8 Castle Peak Road

New Territories, Hong Kong

China

  • Lingnan University

SCHOLARLY PAPERS

4

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Top 38,749

in Total Papers Downloads

2,821

TOTAL CITATIONS

7

Scholarly Papers (4)

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1.

Extrapolative Market Participation

Number of pages: 69 Posted: 21 Apr 2021 Last Revised: 03 Jan 2025
Wanbin Pan, Zhiwei Su, Huijun Wang and Jianfeng Yu
School of Management, University of Science and Technology of China, Lingnan University, Auburn University and Tsinghua University - PBC School of Finance
Downloads 780 (69,808)
Citation 2

Abstract:

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Extrapolation, Momentum, Participation, Sentiment

2.

Macroeconomic Perceptions, Financial Constraints, and Anomalies

He, Wei, Zhiwei Su, and Jianfeng Yu. "Macroeconomic Perceptions, Financial Constraints, and Anomalies." Journal of Financial Economics 162 (2024): 103952.

Number of pages: 59 Posted: 09 Feb 2022 Last Revised: 18 Mar 2025
Wei He, Zhiwei Su and Jianfeng Yu
Southwestern University of Finance and Economics (SWUFE) - Institute of Chinese Financial Studies (ICFS), Lingnan University and Tsinghua University - PBC School of Finance
Downloads 758 (72,553)
Citation 2

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Anomalies, Financial constraints, Overreaction, Subjective expectations

3.

Extrapolation and Risk-Return Trade-offs

PBCSF-NIFR Research Paper Forthcoming
Number of pages: 59 Posted: 08 Mar 2022 Last Revised: 13 Apr 2025
Qi Liu, Zhiwei Su, Huijun Wang and Jianfeng Yu
Peking University - Department of Finance, Lingnan University, Auburn University and Tsinghua University - PBC School of Finance
Downloads 648 (88,699)
Citation 1

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JEL Classification: G11, G12, G40 Behavioral finance, Extrapolation, Risk-return trade-off, Sentiment

4.

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), Lingnan University, Central University of Finance and Economics (CUFE) - School of Finance and Tsinghua University - PBC School of Finance
Downloads 635 (91,104)
Citation 2

Abstract:

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Extrapolation, Overreaction, Underreaction, Mispricing, Factor