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Zheng Sun
Zheng Sun
Paul Merage School of Business, Univeristy of California, Irvine
Verified email at uci.edu - Homepage
Title
Cited by
Cited by
Year
Institutional stock trading on loan market information
V Ivashina, Z Sun
Journal of financial Economics 100 (2), 284-303, 2011
3582011
The road less traveled: Strategy distinctiveness and hedge fund performance
Z Sun, A Wang, L Zheng
The Review of Financial Studies 25 (1), 96-143, 2012
2732012
Institutional demand pressure and the cost of corporate loans
V Ivashina, Z Sun
Journal of Financial Economics 99 (3), 500-522, 2011
2592011
Does mutual fund illiquidity introduce fragility into asset prices? Evidence from the corporate bond market
H Jiang, Y Li, Z Sun, A Wang
Journal of Financial Economics 143 (1), 277-302, 2022
1052022
Dispersion in beliefs among active mutual funds and the cross-section of stock returns
H Jiang, Z Sun
Journal of Financial Economics 114 (2), 341-365, 2014
812014
Home bias and local contagion: Evidence from funds of hedge funds
C Sialm, Z Sun, L Zheng
The Review of Financial Studies 33 (10), 4771-4810, 2020
80*2020
Weighted elastic net penalized mean-variance portfolio design and computation
M Ho, Z Sun, J Xin
SIAM Journal on Financial Mathematics 6 (1), 1220-1244, 2015
602015
When is noise not noise-A microstructure estimate of realized volatility
Z Sun, RF Engle
NYU Working Paper No. FIN-07-047, 2007
522007
Only Winners in Tough Times Repeat: Hedge Fund Performance Persistence over Different Market Conditions
Z Sun, A Wang, L Zheng
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2249033, 2015
51*2015
Reaching for dividends
H Jiang, Z Sun
Journal of Monetary Economics 115, 321-338, 2020
34*2020
News and corporate bond liquidity
H Jiang, Z Sun
Available at SSRN 2437975, 2015
322015
Do active funds perform better in down markets? New evidence from cross-sectional study
Z Sun, A Wang, L Zheng
New Evidence from Cross-Sectional Study (September 1, 2009), 2009
302009
Clustered institutional holdings and stock comovement
Z Sun
Work, 2008
212008
Home bias and local contagion: evidence from funds of hedge funds
C Sialm, Z Sun, L Zheng
National Bureau of Economic Research, 2013
202013
Partisan return gap: The polarized stock market in the time of a pandemic
J Sheng, Z Sun, W Wang
Management Science, 2023
182023
Forecasting volatility using tick by tick data
RF Engle, Z Sun
Forthcoming, 2005
182005
Institutional demand pressure and the cost of leveraged loans
V Ivashina, Z Sun
Working paper, Harvard Business School, 2008
152008
Religious belief and socially responsible investing
JJ Bae, Z Sun, L Zheng
Available at SSRN 3414530, 2019
82019
How fast do investors learn? Asset management investors and Bayesian learning
C Schwarz, Z Sun
The Review of Financial Studies 36 (6), 2397-2430, 2023
62023
Institutional clientele and comovement
Z Sun
Available at SSRN 1332201, 2015
62015
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Articles 1–20