Cheng, Si(程斯)

B.Econ.Finance (Nanjing University of Aeronautics and Astronautics); PhD Finance (NUS); CFA

Assistant Professor


Department of Finance

Room 1232, 12/F
Cheng Yu Tung Building
12 Chak Cheung Street
Shatin, N.T., Hong Kong

+852 3943 7759


Prof. Si Cheng joined The Chinese University of Hong Kong (CUHK) Business School in 2016 as an Assistant Professor of Finance. Her research interest is on empirical asset pricing, and centres on two main themes: investment and delegated asset management. She received her PhD in Finance from National University of Singapore. Her papers appear in Journal of Financial Economics, Journal of Financial and Quantitative Analysis, Management Science, and Review of Asset Pricing Studies. She is also a Chartered Financial Analyst (CFA) charterholder and a member of The Hong Kong Society of Financial Analyst.

Teaching Area

Financial Management

Research Interests

Empirical Asset Pricing
Delegated Asset Management
International Finance

  • Grants
    • “Mutual Fund Liquidity Management: Evidence from Direct and Spillover Cost”, General Research Fund awarded by Research Grants Council, 2021-2022
    • “Revisiting Beta and Idiosyncratic Volatility Anomalies: Evidence based on Exchange-Traded Funds”, General Research Fund awarded by Research Grants Council, 2019-2021
  • Awards & Honours
    • IQ-KAP Research Prize, DekaBank, Frankfurt, 2020
    • Best Paper in Investments at the Financial Management Association (FMA) European Conference, Helsinki, 2016
    • SGF Best Paper Award at the Annual Conference of the Swiss Society for Financial Market Research, Zurich, 2014
    • Outstanding Doctoral Student Paper in Investments at the Southwestern Finance Association (SWFA) Annual Meetings, New Orleans, 2012