Zheng Sun

University of California, Irvine - Paul Merage School of Business

Paul Merage School of Business

Irvine, CA California 92697-3125

United States

SCHOLARLY PAPERS

20

DOWNLOADS
Rank 6,271

SSRN RANKINGS

Top 6,271

in Total Papers Downloads

12,667

SSRN CITATIONS
Rank 4,147

SSRN RANKINGS

Top 4,147

in Total Papers Citations

382

CROSSREF CITATIONS

48

Scholarly Papers (20)

1.

Institutional Stock Trading on Loan Market Information

AFA 2008 New Orleans Meetings Paper, EFA 2007 Ljubljana Meetings, Journal of Financial Economics (JFE), 100 (2), 284-303, 2011
Number of pages: 55 Posted: 18 Dec 2007 Last Revised: 15 Feb 2018
Victoria Ivashina and Zheng Sun
Harvard University and University of California, Irvine - Paul Merage School of Business
Downloads 1,335 (27,979)
Citation 58

Abstract:

Loading...

Institutional investors, Syndicated loans, Insider trading

2.

Forecasting Volatility Using Tick by Tick Data

Forthcoming
Number of pages: 45 Posted: 10 Mar 2005
Robert F. Engle and Zheng Sun
New York University (NYU) - Department of Finance and University of California, Irvine - Paul Merage School of Business
Downloads 1,289 (29,447)
Citation 6

Abstract:

Loading...

volatility, tick by tick data, duration, microstructure noise, ACD, Kalman Filter

3.

The Road Less Traveled: Strategy Distinctiveness and Hedge Fund Performance

AFA 2010 Atlanta Meetings Paper
Number of pages: 68 Posted: 04 Feb 2009 Last Revised: 09 Apr 2011
Zheng Sun, Ashley Wang and Lu Zheng
University of California, Irvine - Paul Merage School of Business, Board of Governors of the Federal Reserve System and University of California, Irvine - Paul Merage School of Business
Downloads 1,198 (32,778)
Citation 47

Abstract:

Loading...

Strategy Distinctiveness, Hedge Fund

4.

Institutional Demand Pressure and the Cost of Corporate Loans

Journal of Financial Economics (JFE), 99 (3), 500-522, 2011
Number of pages: 60 Posted: 16 Nov 2008 Last Revised: 15 Feb 2018
Victoria Ivashina and Zheng Sun
Harvard University and University of California, Irvine - Paul Merage School of Business
Downloads 1,159 (34,360)
Citation 92

Abstract:

Loading...

Institutional investors, syndicated loans, LBO, credit crisis

Only Winners in Tough Times Repeat: Hedge Fund Performance Persistence over Different Market Conditions

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 47 Posted: 13 Apr 2013 Last Revised: 04 Oct 2018
Zheng Sun, Ashley Wang and Lu Zheng
University of California, Irvine - Paul Merage School of Business, Board of Governors of the Federal Reserve System and University of California, Irvine - Paul Merage School of Business
Downloads 768 (60,154)
Citation 1

Abstract:

Loading...

Hedge funds, Conditional performance, Performance persistence

Only Winners in Tough Times Repeat: Hedge Fund Performance Persistence Over Different Market Conditions

FEDS Working Paper No. 2016-030
Number of pages: 42 Posted: 20 Apr 2016
Zheng Sun, Ashley Wang and Lu Zheng
University of California, Irvine - Paul Merage School of Business, Board of Governors of the Federal Reserve System and University of California, Irvine - Paul Merage School of Business
Downloads 190 (289,713)

Abstract:

Loading...

Conditional performance, Hedge funds, Performance Persistence

6.

Reaching for Dividends

Journal of Monetary Economics, Forthcoming
Number of pages: 43 Posted: 24 Oct 2015 Last Revised: 09 Aug 2019
Hao Jiang and Zheng Sun
Michigan State University and University of California, Irvine - Paul Merage School of Business
Downloads 784 (59,272)
Citation 6

Abstract:

Loading...

Low Interest Rates, Monetary Policy, Dividends, Income Funds, Flows

7.

Dispersion in Beliefs among Active Mutual Funds and the Cross-Section of Stock Returns

AFA 2013 San Diego Meetings Paper, Journal of Financial Economics (JFE), Forthcoming
Number of pages: 62 Posted: 12 Nov 2011 Last Revised: 16 Sep 2013
Hao Jiang and Zheng Sun
Michigan State University and University of California, Irvine - Paul Merage School of Business
Downloads 699 (68,856)
Citation 9

Abstract:

Loading...

Mutual Funds, Private Information, Dispersion in Beliefs, Short-Sale Constraints, Asymmetric Information

8.

Partisan Return Gap: The Polarized Stock Market in the Time of a Pandemic

Management Science, Forthcoming
Number of pages: 59 Posted: 25 Mar 2021 Last Revised: 07 Sep 2023
Jinfei Sheng, Zheng Sun and Wanyi Wang
University of California, Irvine - Paul Merage School of Business, University of California, Irvine - Paul Merage School of Business and University of California, Irvine - Paul Merage School of Business
Downloads 684 (70,830)
Citation 9

Abstract:

Loading...

Partisanship, Stock returns, Pandemic, COVID-19, Political polarization, Political finance, Social finance

Home Bias and Local Contagion: Evidence from Funds of Hedge Funds

AFA 2013 San Diego Meetings Paper
Number of pages: 60 Posted: 17 Mar 2012 Last Revised: 12 Aug 2019
Clemens Sialm, Zheng Sun and Lu Zheng
University of Texas at Austin - McCombs School of Business, University of California, Irvine - Paul Merage School of Business and University of California, Irvine - Paul Merage School of Business
Downloads 585 (85,182)
Citation 10

Abstract:

Loading...

Hedge Funds, Funds of Funds, Home Bias, Informational Advantage, Contagion, Comovement

Home Bias and Local Contagion: Evidence from Funds of Hedge Funds

NBER Working Paper No. w19570
Number of pages: 60 Posted: 25 Oct 2013 Last Revised: 23 Jun 2023
Clemens Sialm, Zheng Sun and Lu Zheng
University of Texas at Austin - McCombs School of Business, University of California, Irvine - Paul Merage School of Business and University of California, Irvine - Paul Merage School of Business
Downloads 38 (807,598)

Abstract:

Loading...

10.

Does Mutual Fund Illiquidity Introduce Fragility into Asset Prices? Evidence from the Corporate Bond Market

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 73 Posted: 31 Dec 2019 Last Revised: 03 Feb 2021
Hao Jiang, Yi Li, Zheng Sun and Ashley Wang
Michigan State University, Board of Governors of the Federal Reserve System, University of California, Irvine - Paul Merage School of Business and Board of Governors of the Federal Reserve System
Downloads 570 (89,155)
Citation 48

Abstract:

Loading...

Corporate bond mutual fund, liquidity transformation, fragility, volatility

11.

When is Noise Not Noise - A Microstructure Estimate of Realized Volatility

NYU Working Paper No. FIN-07-047
Number of pages: 50 Posted: 03 Nov 2008
Zheng Sun and Robert F. Engle
University of California, Irvine - Paul Merage School of Business and New York University (NYU) - Department of Finance
Downloads 552 (92,853)

Abstract:

Loading...

12.

News and Corporate Bond Liquidity

Number of pages: 53 Posted: 18 May 2014 Last Revised: 26 Mar 2015
Hao Jiang and Zheng Sun
Michigan State University and University of California, Irvine - Paul Merage School of Business
Downloads 525 (98,781)
Citation 10

Abstract:

Loading...

Corporate Bonds; News; Information Asymmetry; Liquidity; Yields; Bond Return

13.

How Fast Do Investors Learn? Asset Management Investors and Bayesian Learning

Number of pages: 83 Posted: 25 Jan 2016 Last Revised: 19 May 2021
Christopher Schwarz and Zheng Sun
University of California, Irvine - Finance Area and University of California, Irvine - Paul Merage School of Business
Downloads 464 (114,734)

Abstract:

Loading...

mutual funds, hedge funds, learning, bayes rule, bayesian, asset management

14.

Institutional Clientele and Comovement

Number of pages: 47 Posted: 24 Jan 2009 Last Revised: 16 May 2015
Zheng Sun
University of California, Irvine - Paul Merage School of Business
Downloads 445 (120,515)
Citation 10

Abstract:

Loading...

institutional holdings, stock comovement, cluster

15.

The Start Matters: Time-Varying Investor Demand, Hedge Fund Inceptions and Performance

Review of Finance, forthcoming
Number of pages: 60 Posted: 24 Aug 2018 Last Revised: 13 Sep 2023
Lin Sun, Zheng Sun and Lu Zheng
George Mason University - Department of Finance, University of California, Irvine - Paul Merage School of Business and University of California, Irvine - Paul Merage School of Business
Downloads 429 (125,823)
Citation 1

Abstract:

Loading...

Hedge fund, investor demand, inception, performance, money flow, delegated portfolio management

16.

Large Funds and Corporate Bond Market Fragility

Number of pages: 71 Posted: 27 Apr 2022 Last Revised: 26 Mar 2024
Yong Chen, Mengqiao Du and Zheng Sun
Texas A&M University - Department of Finance, Business School, National University of Singapore and University of California, Irvine - Paul Merage School of Business
Downloads 337 (164,789)
Citation 1

Abstract:

Loading...

Bond mutual fund, large fund, price fragility, liquidity, economies of scale

17.

Underwriter Competition and Institutional Loan Pricing

Number of pages: 62 Posted: 18 Nov 2021 Last Revised: 30 Nov 2023
City University of Hong Kong - Department of Economics and Finance, University of California, Irvine - Paul Merage School of Business, Zhongnan University of Economics and Law - School of Finance and Nanyang Business School, Nanyang Technological University
Downloads 252 (222,599)

Abstract:

Loading...

Institutional Loans, Underwriter Competition, Relationship Lending, Loan Markets

18.

Religious Belief and Socially Responsible Investing

Number of pages: 55 Posted: 02 Oct 2019
Jongwan John Bae, Zheng Sun and Lu Zheng
Kyungpook National University - School of Business Administration, University of California, Irvine - Paul Merage School of Business and University of California, Irvine - Paul Merage School of Business
Downloads 201 (275,841)
Citation 1

Abstract:

Loading...

Religiosity, Corporate Social Responsibility, Fund CSR Preference

19.

Capitalizing on Retail Investor Sentiment: Evidence from FinTech ETFs

Number of pages: 73 Posted: 07 Nov 2023 Last Revised: 27 Nov 2023
Bong Ko, Jinfei Sheng and Zheng Sun
University of California at Irvine, University of California, Irvine - Paul Merage School of Business and University of California, Irvine - Paul Merage School of Business
Downloads 163 (332,012)

Abstract:

Loading...

Retail investors, FinTech, ETFs, FinTech Washing, Sentiment, FOMO

20.

Generative AI and Asset Management

Posted: 08 Apr 2024
University of California, Irvine - Paul Merage School of Business, University of California, Irvine - Paul Merage School of Business, Georgia State University - Robinson College of Business and Florida International University (FIU)

Abstract:

Loading...

Generative AI, ChatGPT, Hedge Funds, Reliance on AI information (RAI), Portfolio Return, Alpha, AI Disparity