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Zheng Sun

Zheng Sun

Associate Professor, Finance

SB2 340

949.824.6907

zhengs@uci.edu    Personal website  

Education

PhD, New York University
MS, Ohio State University
BS, Peking University

Research Interest

Empirical Asset Pricing

Investments

Market Microstructure

Banking


Professor Zheng Sun joined the Paul Merage School of Business as an Assistant Professor of Finance in July 2007. She was promoted to Associate Professor in July 2015 In the business school, she teaches core courses in the MBA curriculum.

Before joining the Merage School, Professor Sun received her Ph.D. degree from the Stern School of Business at New York University. She received a bachelor degree in economics from Peking University and a master’s degree in economics from Ohio State University.

Publications

  • Institutional Demand Pressure and Cost of Corporate Loans (with Victoria Ivashina), 2011, Journal of Financial Economics 99, 500-522.  Click here to download paper
  • Institutional Stock Trading on Loan Market Information (with Victoria Ivashina), 2011, Journal of Financial Economics 100, 284-303.  Click here to download paper
  • The Road Less Traveled: Strategy Distinctiveness and Hedge Fund Performance (with Ashley Wang and Lu Zheng), 2012, Review of Financial Studies 25, 96-143. Click here to download paper
  • Dispersion in Beliefs among Active Mutual Funds and the Cross-Section of Stock Returns (with Hao Jiang), 2011, Journal of Financial Economics, Forthcoming.  Click here to download paper
  • Weighted Elastic Net Penalized Mean-Variance Portfolio Design and Computation (with Michael Ho, and Jack Xin), Forthcoming, SIAM Journal on Financial Mathematics

Research

Professor Sun's research mainly focuses on the fields of empirical asset pricing, investments, market microstructure, and banking. Please see below for her recent working papers.

Working Papers

  • Only Winners in Tough Times Repeat: Hedge Fund Performance Persistence over Different Market Conditions (with Ashley Wang and Lu Zheng), 2013. Click here to download paper
  • Religious Belief, Moral Attitudes, and Mutual Fund Investing (with John Bae and Lu Zheng), 2015. The new draft coming soon.