Pengfei Sui
Assistant Professor of Finance
The Chinese University of Hong Kong, Shenzhen
Working Papers
" Marketwide Memory", (with Constantin Charles). June 2024.
" Stakes and Investor Behaviors", (with Baolian Wang). August 2023.
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Presented at : CICF 2024 (scheduled); Helsinki Finance Summit 2023; China Financial Research Conference (CFRC) 2023; FRA 2022; CUHK(SZ) 2022; Florida Finance Conference 2022;
"Social Learning and Sentiment Contagion in the Bitcoin Market", (with Bing Han and Haoyang Liu). August 2023.
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Presented at : NFA 2024 (scheduled); 2024 Five-Star Asia Pacific Workshop in Finance at Singapore Management University; Cheung Kong Graduate School of Business; Fudan University; Hong Kong University of Science and Technology; Nanjing University; Nankai University; National University of Singapore, Peking University Guanghua School of Management; Peking University HSBC Business School; Renmin University of China; 2023 GSU-RFS FinTech Conference; CFRC 2022;
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CFRC 2022 Behavioral Finance Best Paper Award
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An earlier version of the paper was titled as "Conversations in the Market: Sentiment Contagion among Investors"
" Social Transmission Bias: Evidence from an Online Investor Platform", (with Baolian Wang). July 2023.
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Presented at : CFRC 2024 (scheduled); CICF 2022; CUHK(SZ) 2021;
" Prospect Theory in the Field: Revealed Preferences from Mutual Fund Flows", (with Bing Han and Wenhao Yang). November 2023.
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R&R, Journal of Financial Economics
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Presented at : CICF 2024 (scheduled); ABFER 2024; 2023 Guanghua International Symposium on Finance; Central University of Economics and Finance; UNC-Charlotte 2022; Renmin University of China 2021; PHBS-SME 2021; CIRF 2021; AsianFA 2021; CUHK(SZ) 2020;
" Time-varying Impact of Investor Sentiment", (Job Market Paper). July 2021.
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Presented at : IYFS 2021; CUHK(SZ) 2017; University of Western Ontario (2017);
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2021 IYFS Best Paper Award in Behavioral Finance
Publications
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Journal of Financial Economics, 145(2), 273-295.