Jinfei Sheng

University of California, Irvine - Paul Merage School of Business

Assistant Professor of Finance

4291 Pereira Dr

Irvine, CA 92697

United States

http://sites.google.com/site/shengjinfei/

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 11,879

SSRN RANKINGS

Top 11,879

in Total Papers Downloads

4,832

SSRN CITATIONS
Rank 43,041

SSRN RANKINGS

Top 43,041

in Total Papers Citations

6

CROSSREF CITATIONS

10

Scholarly Papers (11)

1.

The Attention Trigger Effect: Macro News and Efficient Processing of Micro News

Number of pages: 65 Posted: 28 Dec 2016 Last Revised: 05 Sep 2019
David A. Hirshleifer and Jinfei Sheng
University of California, Irvine - Paul Merage School of Business and University of California, Irvine - Paul Merage School of Business
Downloads 916 (30,080)
Citation 4

Abstract:

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macro news, earnings announcements, market efficiency, investor attention

2.

Macroeconomic Attention and Announcement Risk Premia

5th ASU Sonoran Winter Finance Conference
Number of pages: 53 Posted: 15 Dec 2015 Last Revised: 24 Mar 2020
University of British Columbia (UBC) - Sauder School of Business, University of Toronto - Rotman School of Management and UTSC Management and University of California, Irvine - Paul Merage School of Business
Downloads 834 (34,281)
Citation 1

Abstract:

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macroeconomic attention, announcement risk premia, endogenous attention, macroeconomic fundamentals

3.

Do Investors Affect Financial Analysts’ Behaviors? Evidence from Short Sellers

Number of pages: 53 Posted: 14 Dec 2014 Last Revised: 19 Dec 2020
Yun Ke, Kin Lo, Jinfei Sheng and Jenny Li Zhang
Brock University - Goodman School of Business, University of British Columbia (UBC) - Sauder School of Business, University of California, Irvine - Paul Merage School of Business and University of British Columbia - Sauder School of Business
Downloads 710 (42,657)

Abstract:

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Analyst forecast, short sellers, disciplining effect

4.

Cheaper Is Not Better: On the ‘Superior’ Performance of High-Fee Mutual Funds

Rotman School of Management Working Paper No. 2912511
Number of pages: 46 Posted: 09 Feb 2017 Last Revised: 11 Feb 2021
Jinfei Sheng, Mikhail Simutin and Terry Zhang
University of California, Irvine - Paul Merage School of Business, University of Toronto - Rotman School of Management and Australian National University (ANU)
Downloads 700 (43,478)
Citation 1

Abstract:

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Mutual fund performance, fee-performance relation, factor models, valuation cost

5.

Asset Pricing in the Information Age: Employee Expectations and Stock Returns

Number of pages: 69 Posted: 31 Jan 2019 Last Revised: 17 Mar 2021
Jinfei Sheng
University of California, Irvine - Paul Merage School of Business
Downloads 531 (62,296)
Citation 7

Abstract:

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Employee expectations, stock returns, crowd-sourcing platform, big data, machine learning, textual analysis

6.

The Real Effects of Government Intervention: Firm-Level Evidence from TARP

2019 American Economic Association Conference
Number of pages: 53 Posted: 12 Dec 2015 Last Revised: 11 Mar 2020
Jinfei Sheng
University of California, Irvine - Paul Merage School of Business
Downloads 303 (120,467)
Citation 2

Abstract:

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TARP, the real economy, firm activities, cash holdings

7.

Technology and Cryptocurrency Valuation: Evidence from Machine Learning

Number of pages: 79 Posted: 11 May 2020 Last Revised: 29 Jan 2021
Yukun Liu, Jinfei Sheng and Wanyi Wang
University of Rochester - Simon Business School, University of California, Irvine - Paul Merage School of Business and University of California, Irvine - Paul Merage School of Business
Downloads 302 (119,999)
Citation 3

Abstract:

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Cryptocurrency, Technological Sophistication, Machine Learning, Textual Analysis, FinTech, Blockchain.

8.

How does Online Employee Ratings Affect External Firm Financing? Evidence from Glassdoor

Number of pages: 81 Posted: 12 Jan 2020 Last Revised: 15 Sep 2020
Boston College - Carroll School of Management, Boston College, Carroll School of Management, Department of Finance and University of California, Irvine - Paul Merage School of Business
Downloads 197 (182,873)
Citation 2

Abstract:

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Seasoned Equity Offerings (SEOs); Soft Information; Online Employee Ratings; Information Environment; Big Data

9.

Are Demographics Responsible for the Declining Interest Rates? Evidence From U.S. Metropolitan Areas

2021 AFA Annual Meeting
Number of pages: 48 Posted: 05 Jan 2017 Last Revised: 08 Jan 2021
Jack Y Favilukis, Jinfei Sheng and Terry Zhang
University of British Columbia (UBC) - Division of Finance, University of California, Irvine - Paul Merage School of Business and Australian National University (ANU)
Downloads 170 (208,347)

Abstract:

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Demographics, Deposit Rates, Lending Rates, Bank Competition

10.

Do Mutual Funds Walk the Talk? A Textual Analysis of Risk Disclosure by Mutual Funds

Number of pages: 44 Posted: 22 Mar 2021
Jinfei Sheng, Nan Xu and Lu Zheng
University of California, Irvine - Paul Merage School of Business, University of California, Irvine and University of California, Irvine - Paul Merage School of Business
Downloads 109 (294,451)

Abstract:

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Mutual funds, risk, disclosure, textual analysis, information, prospectus, performance, flow

11.

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

Number of pages: 56 Posted: 25 Mar 2021 Last Revised: 30 Mar 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 60 (421,965)

Abstract:

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Stock market, COVID-19, Partisanship, Return gap, Polarization, Social finance, Political finance