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Si Cheng

Si Cheng

Associate Professor of Finance

Room: 608
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PhD, National University of Singapore
BS, Nanjing University of Aeronautics and Astronautics



Selected Publications
  • "Sustainable Investing with ESG Rating Uncertainty", Journal of Financial Economics, 145(2), 642─664, 2022 (with Avramov, D., Lioui, A., Tarelli, A.)
  • "Mutual Funds and Mispriced Stocks", Management Science, 66(6), 2372─2395, 2020 (with Avramov, D., Hameed, A.)
  • "The Unexpected Activeness of Passive Investors: A Worldwide Analysis of ETFs", Review of Asset Pricing Studies, 9(2), 296─355, 2019 (with Massa, M., Zhang, H.)
  • "Short-Term Reversals: The Effects of Past Returns and Institutional Exits", Journal of Financial and Quantitative Analysis, 52(1)), 143─173, 2017 (with Hameed, A., Subrahmanyam, A., Titman, S.)
  • "Scaling up Market Anomalies", Journal of Investing, 26(3), 89─105, 2017 (with Avramov, D., Schreiber, A., Shemer, K.)
  • "Time-Varying Liquidity and Momentum Profits", Journal of Financial and Quantitative Analysis, 51(6), 1897─1923, 2016 (with Avramov, D., Hameed, A.)

Media Placements

Machine Learning Is Cheaper — But Worse — Than Humans at Fund Analysis, Institutional Investor 10.6.20

Good Faith Determinations of Fair Value, Securities and Exchange Commission (SEC) 4.21.20

Use AI for Picking Stocks? Not So Fast, Wall Street Journal 1.5.20