Empirical Asset Pricing
Professor Jinfei Sheng joined Merage School of Business at University of California, Irvine as an Assistant Professor of Finance in July 2018. Before that, he received his PhD in finance from Sauder School of Business at University of British Columbia in Canada.
Professor Sheng’s primary research fields are Empirical Asset Pricing, Behavioral Finance, and FinTech, with a focus on big data, textual analysis, and machine learning. A central theme of his research is to understand the roles of information in financial markets. He is interested in various types of information, including macroeconomic news, earning announcements, news articles, online reviews, cryptocurrency whitepapers, and mutual fund prospectuses. His research also covers topics in labor finance and financial intermediation. His research has been published in leading finance journals, including Journal of Financial Economics, Review of Financial Studies, Management Science, and Review of Asset Pricing Studies. He has been invited to present and discuss at top finance and economic conferences such as American Finance Association Conference, NBER Asset Pricing Meeting, American Economic Association Conference, as well as leading financial firms such as Citadel, BlackRock, and Citibank. His papers have won several awards, including XiYue Best Paper Award at CICF. He is also a reviewer for major finance journals and conferences.
At UCI, he creates a new course on FinTech for undergraduate and graduate students and serves as the founding faculty advisor for Anteater Crypto Association and Irvine FinTech Association. Also, he teaches Managerial Finance for MBA students at UCI and taught Corporate Finance at UBC. He has won excellent teaching awards at both UCI and UBC.