Shu Feng

Boston University

595 Commonwealth Avenue

Boston, MA 02215

United States

SCHOLARLY PAPERS

10

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Scholarly Papers (10)

1.

Liquidity Risk and Mutual Fund Performance

Management Science, Forthcoming, AEA 2012 Chicago Meetings Paper
Number of pages: 54 Posted: 15 Mar 2011 Last Revised: 20 Jan 2019
Xi Dong, Shu Feng and Ronnie Sadka
Baruch College / City University of New York, Boston University and Boston College - Carroll School of Management
Downloads 1,068 (21,826)
Citation 3

Abstract:

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Liquidity risk, Finanical Institutions, Price impact, Asset pricing

2.

Idiosyncratic Risk of New Ventures: An Option-Based Theory and Evidence

Number of pages: 59 Posted: 17 Feb 2009 Last Revised: 16 Jan 2017
Xi Dong and Shu Feng
Baruch College / City University of New York and Boston University
Downloads 88 (313,811)

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Idiosyncratic Risk, New Venture, Option, Risk Management

3.

Sentiment and the Performance of Technical Indicators

Journal of Portfolio Management, Forthcoming, https://doi.org/10.3905/jpm.2017.43.3.112
Posted: 22 May 2019
Boston University, Hofstra University - Frank G. Zarb School of Business and Hofstra University - Department of Finance

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Technical indicators, sentiment, mispricing, short-sale constraints, and difficult-to-arbitrage securities

4.

Dynamic Autocorrelation of Intraday Stock Returns

Finance Research Letters, Vol. 20, 2017
Posted: 08 Aug 2018
Boston University, Baruch College / City University of New York, Georgia College & State University and Independent

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return autocorrelation; motives of trading; information asymmetry

5.

Real Options Analysis for Smart Grid: The Role of Information Technology and Public Policy

Proceedings of the 16th Annual International Conference on Digital Government Research, 2015, Pages 266-275
Posted: 08 Aug 2018
Shu Feng, Jing Zhang and Yue Gao
Boston University, Clark University and Clark University

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Smart grid, information technology, real options theory, investment under uncertainty, public policy

6.

Investment Uncertainty Analysis for Smart Grid Adoption: A Real Option Approach

Information Polity, vol. 21, no. 3, pp. 237-253, 2016
Posted: 08 Aug 2018
Shu Feng, Jing Zhang and Yue Gao
Boston University, Clark University and Clark University

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smart grid, information technology, real options theory, investment under uncertainty, public policy

7.

An Empirical Examination of the Relation between the Option-Implied Volatility Smile and Heterogeneous Beliefs

Journal of Derivatives, Summer 2018, Forthcoming
Posted: 08 Aug 2018
Shu Feng, Xiaoling Pu and Yi Zhang
Boston University, Kent State University - Department of Finance and Prairie View A&M University

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Heterogeneous Beliefs, Option-implied Volatility Smile

8.

The Real Option Approach to Adoption and Discontinuation of Management Accounting Innovation: The Case of Activity Based Costing

Review of Quantitative Finance and Accounting, Vol. 47, No. 3, 2016
Posted: 08 Aug 2018
Shu Feng and Chun-Yu Ho
Boston University and State University of New York (SUNY) - Department of Economics

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9.

Corporate Social Responsibility Exposure and Performance of Mutual Funds

Journal of Investing, Forthcoming
Posted: 15 Dec 2016 Last Revised: 31 Jul 2018
Baruch College / City University of New York, Boston University, Clark University and Clark University

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Performance Predictability; Corporate Social Responsibility; Mutual Fund Performance; Stock Return

10.

The Relationship between the Option-Implied Volatility Smile, Stock Returns and Heterogeneous Beliefs

International Review of Financial Analysis, Vol. 41, No. 62, October 2015
Posted: 29 Aug 2015
Boston University, Prairie View A&M University and University of Nebraska at Lincoln - Department of Finance

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belief differences, risk-neutral skewness, idiosyncratic skewness