| Macroeconomic attention and announcement risk premia A Fisher, C Martineau, J Sheng The Review of Financial Studies 35 (11), 5057-5093, 2022 | 117* | 2022 |
| Macro news and micro news: complements or substitutes? D Hirshleifer, J Sheng Journal of Financial Economics 145 (3), 1006-1024, 2022 | 117* | 2022 |
| Asset pricing in the information age: Employee expectations and stock returns J Sheng Review of Asset Pricing Studies, raae016, 2025 | 72 | 2025 |
| How Do Investors Value Technology in Cryptocurrency: Evidence from Textual Analysis Y Liu, J Sheng, W Wang Available at SSRN 3577208, 2024 | 51* | 2024 |
| Cheaper is not better: on the ‘superior’performance of high-fee mutual funds J Sheng, M Simutin, T Zhang The review of asset pricing studies 13 (2), 375-404, 2023 | 43 | 2023 |
| How does online employee ratings affect external firm financing? Evidence from Glassdoor TJ Chemmanur, H Rajaiya, J Sheng Evidence from Glassdoor (December 16, 2019), 2019 | 39* | 2019 |
| Do Mutual Funds Walk the Talk? Evidence from Fund Risk Disclosure J Sheng, N Xu, L Zheng Evidence from Fund Risk Disclosure (October 17, 2023), 2023 | 23* | 2023 |
| Do investors affect financial analysts’ behavior? Evidence from short sellers Y Ke, K Lo, J Sheng, JL Zhang Financial Management 52 (1), 199-224, 2023 | 22* | 2023 |
| Partisan return gap: The polarized stock market in the time of a pandemic J Sheng, Z Sun, W Wang Management Science 70 (8), 5091-5114, 2024 | 21 | 2024 |
| The real effects of government intervention: Firm-level evidence from TARP J Sheng 2019 American Economic Association Conference, 2021 | 20* | 2021 |
| Generative AI and Asset Management J Sheng, Z Sun, Yang, AL Baozhong, Zhang https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4786575, 2024 | 4 | 2024 |
| Trading in Twilight: Sleep, Mental Alertness, and Stock Market Trading HS Han, D Hirshleifer, J Sheng, Z Sun National Bureau of Economic Research, 2025 | 1* | 2025 |
| Disagreement of the Employee Crowd and Asset Prices J Sheng Available at SSRN 4599624, 2024 | 1 | 2024 |
| Essays on information and stock returns J Sheng University of British Columbia, 2018 | 1 | 2018 |
| Fund Disclosure Views and Informational Efficiency J Sheng, Q Wang, Y He Available at SSRN, 2024 | | 2024 |
| Capitalizing on Retail Investor Sentiment: Evidence from FinTech ETFs B Ko, J Sheng, Z Sun Available at SSRN 4597541, 2023 | | 2023 |
| Are demographics responsible for the declining interest rates? Evidence from US metropolitan areas JY Favilukis, J Sheng, T Zhang 2021 AFA Annual Meeting, 2021 | | 2021 |
Adlai FisherProfessor of Finance, Sauder School of Business, University of British ColumbiaVerified email at sauder.ubc.caCharles MartineauUniversity of Toronto - Rotman and UTSC ManagementVerified email at utoronto.ca
Wanyi WangBabson CollegeVerified email at babson.edu
Yukun LiuSimon Business School, University of RochesterVerified email at simon.rochester.edu
David HirshleiferMarshall School of Business, University of Southern California; National Bureau of Economic ReseVerified email at marshall.usc.edu
Lu ZhengProfessor of Finance, Paul Merage School of Management, UC IrvineVerified email at uci.edu
