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Reaching for dividends

Jiang, Hao; Sun, Zheng - In: Journal of monetary economics 115 (2020), pp. 321-338

Persistent link: https://www.econbiz.de/10012383712

Does mutual fund illiquidity introduce fragility into asset prices? : evidence from the corporate bond market

Jiang, Hao; Li, Yi; Sun, Zheng; Wang, Ashley - In: Journal of financial economics 143 (2022) 1, pp. 277-302

Persistent link: https://www.econbiz.de/10013350649

Home bias and local contagion : evidence from funds of hedge funds

Sialm, Clemens; Sun, Zheng; Lu, Zheng - 2013

Persistent link: https://www.econbiz.de/10010206840

Only winners in tough times repeat : hedge fund performance persistence over different market conditions

Sun, Zheng; Wang, Ashley W.; Lu, Zheng - 2016 - This draft: March 2016

We provide novel evidence that hedge fund performance is persistent following weak hedge fund markets, but is not persistent following strong markets. Specifically, we construct two performance measures, DownsideReturns and UpsideReturns, conditioned on the level of overall hedge fund sector...

Persistent link: https://www.econbiz.de/10011500226

Only winners in tough times repeat : hedge fund performance persistence over different market conditions

Sun, Zheng; Wang, Ashley W.; Lu, Zheng - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 5, pp. 2199-2225

Persistent link: https://www.econbiz.de/10011959083

Home bias and local contagion : evidence from funds of hedge funds

Sialm, Clemens; Sun, Zheng; Lu, Zheng - In: The review of financial studies 33 (2020) 10, pp. 4771-4810

Persistent link: https://www.econbiz.de/10012387398

Hedging, speculation, and risk management effect of commodity futures : Evidence from firm voluntary disclosures

Shao, Lili; Shao, Jun; Sun, Zheng; Xu, Huaxin - In: Pacific-Basin finance journal 57 (2019), pp. 1-17

Persistent link: https://www.econbiz.de/10012170566

The start matters : time-varying investor demand, hedge fund inceptions, and performance

Sun, Lin; Sun, Zheng; Lu, Zheng - In: Review of finance : journal of the European Finance … 28 (2024) 2, pp. 729-768

Persistent link: https://www.econbiz.de/10014527223

How fast do investors learn? : asset management investors and Bayesian learning

Schwarz, Christopher; Sun, Zheng - In: The review of financial studies 36 (2023) 6, pp. 2397-2430

Persistent link: https://www.econbiz.de/10014320674

Partisan return gap : the polarized stock market in the time of a pandemic

Sheng, Jinfei; Sun, Zheng; Wang, Wanyi - In: Management science : journal of the Institute for … 70 (2024) 8, pp. 5091-5114

Persistent link: https://www.econbiz.de/10015046880