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Pengfei SUI WEBSITE
Pengfei Sui is an Assistant Professor of Finance at The Chinese University of Hong Kong, Shenzhen. He received his Ph.D. in Social Science (Economics) from Caltech in 2018. His research focuses on asset pricing, behavioral finance, and financial frictions. Pengfei also holds a BA degree in finance and an MA degree in quantitative economics from Renmin University of China.
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" Asset Pricing with Return Extrapolation", (with Lawrence J. Jin). 2022.
• Journal of Financial Economics, 145(2), 273-295.
Working Papers
"Marketwide Memory", (with Constantin Charles). June 2024.
"Stakes and Investor Behaviors", (with Baolian Wang). August 2023.
"Prospect Theory in the Field: Revealed Preferences from Mutual Fund Flows", (with Bing Han and Wenhao Yang). November 2023.
"Social Transmission Bias: Evidence from an Online Investor Platform", (with Baolian Wang). July 2023.
• CFRC 2024 Behavioral Finance Best Paper Award
"Social Learning and Sentiment Contagion in the Bitcoin Market", (with Bing Han and Haoyang Liu). August 2023.
• CFRC 2022 Behavioral Finance Best Paper Award
• An earlier version of the paper was titled as "Conversations in the Market: Sentiment Contagion among Investors"
"Time-varying Impact of Investor Sentiment", (Job Market Paper). July 2021.
• 2021 IYFS Best Paper Award in Behavioral Finance
