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

18

DOWNLOADS
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Top 5,910

in Total Papers Downloads

10,224

SSRN CITATIONS
Rank 7,053

SSRN RANKINGS

Top 7,053

in Total Papers Citations

136

CROSSREF CITATIONS

49

Scholarly Papers (18)

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 1,269 (22,456)
Citation 58

Abstract:

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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 1,220 (23,834)
Citation 6

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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 1,113 (27,252)
Citation 47

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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 1,055 (29,397)
Citation 32

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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 674 (53,647)
Citation 1

Abstract:

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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 163 (249,847)

Abstract:

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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 719 (49,887)
Citation 6

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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 655 (56,393)
Citation 9

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

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 512 (76,102)
Citation 10

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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 2022
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 23 (690,879)
Citation 1

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9.

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 509 (77,439)

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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 420 (97,241)
Citation 7

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Corporate bond mutual fund, liquidity transformation, fragility, volatility

11.

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 407 (100,881)
Citation 10

Abstract:

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institutional holdings, stock comovement, cluster

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 402 (102,294)
Citation 10

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

13.

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

Number of pages: 65 Posted: 25 Mar 2021 Last Revised: 27 Sep 2021
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 324 (130,033)

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

14.

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

Number of pages: 60 Posted: 24 Aug 2018 Last Revised: 15 Nov 2021
Lin Sun, Zheng Sun and Lu Zheng
George Mason University, University of California, Irvine - Paul Merage School of Business and University of California, Irvine - Paul Merage School of Business
Downloads 274 (154,569)
Citation 1

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

15.

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 at Irvine and University of California, Irvine - Paul Merage School of Business
Downloads 253 (167,551)

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

16.

Religious Belief and Socially Responsible Investing

Number of pages: 55 Posted: 02 Oct 2019
John Bae, Zheng Sun and Lu Zheng
Hongik University, University of California, Irvine - Paul Merage School of Business and University of California, Irvine - Paul Merage School of Business
Downloads 100 (358,517)
Citation 1

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Religiosity, Corporate Social Responsibility, Fund CSR Preference

17.

Underwriter Competition and Institutional Loan Pricing

Number of pages: 62 Posted: 18 Nov 2021 Last Revised: 18 Mar 2022
City University of Hong Kong - Department of Economics and Finance, University of California, Irvine - Paul Merage School of Business, City University of Hong Kong - Department of Economics and Finance and Nanyang Business School, Nanyang Technological University
Downloads 78 (416,842)

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Institutional Loans, Underwriter Competition, Relationship Lending, Loan Markets

18.

Capital Concentration of the Bond Fund Industry and Bond Market Fragility

Number of pages: 46 Posted: 27 Apr 2022 Last Revised: 29 Apr 2022
Yong Chen, Mengqiao Du and Zheng Sun
Texas A&M University - Department of Finance, University of Mannheim and University of California, Irvine - Paul Merage School of Business
Downloads 54 (501,840)

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Bond mutual fund, Capital concentration, Liquidity, Economy of scale, Fragility