Licheng Sun

1.5k total citations
39 papers, 995 citations indexed

About

Licheng Sun is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Licheng Sun has authored 39 papers receiving a total of 995 indexed citations (citations by other indexed papers that have themselves been cited), including 35 papers in Finance, 28 papers in Economics and Econometrics and 13 papers in Accounting. Recurrent topics in Licheng Sun's work include Financial Markets and Investment Strategies (33 papers), Market Dynamics and Volatility (20 papers) and Financial Risk and Volatility Modeling (10 papers). Licheng Sun is often cited by papers focused on Financial Markets and Investment Strategies (33 papers), Market Dynamics and Volatility (20 papers) and Financial Risk and Volatility Modeling (10 papers). Licheng Sun collaborates with scholars based in United States, China and Ghana. Licheng Sun's co-authors include Chris T. Stivers, Robert A. Connolly, Mohammad Najand, Jiancheng Shen, Qiang Ji, Pengxiang Zhai, Kenneth Yung, Jun Tu, John M. Griffith and Min Chen and has published in prestigious journals such as Journal of Banking & Finance, Journal of Financial and Quantitative Analysis and Finance research letters.

In The Last Decade

Licheng Sun

30 papers receiving 958 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Licheng Sun United States	10	827	718	254	151	133	39	995
Maosen Zhong United States	15	778 0.9×	741 1.0×	310 1.2×	140 0.9×	145 1.1×	36	960
Alexandros Kostakis United Kingdom	16	795 1.0×	654 0.9×	301 1.2×	281 1.9×	100 0.8×	40	1.0k
Stuart Hyde United Kingdom	15	454 0.5×	518 0.7×	286 1.1×	96 0.6×	65 0.5×	55	690
Michael Hasler Canada	8	539 0.7×	471 0.7×	110 0.4×	163 1.1×	98 0.7×	23	659
Atsuyuki Naka United States	13	632 0.8×	813 1.1×	660 2.6×	189 1.3×	64 0.5×	38	1.0k
Mohammad Najand United States	14	583 0.7×	546 0.8×	183 0.7×	188 1.2×	162 1.2×	41	789
Francisco Barillas United States	8	648 0.8×	525 0.7×	207 0.8×	209 1.4×	168 1.3×	14	844
Wai Mun Fong Singapore	16	701 0.8×	724 1.0×	259 1.0×	156 1.0×	189 1.4×	40	963
Matthew Pritsker United States	8	993 1.2×	714 1.0×	283 1.1×	195 1.3×	109 0.8×	14	1.2k
Daniel Andrei Canada	10	550 0.7×	489 0.7×	95 0.4×	210 1.4×	109 0.8×	21	702

Countries citing papers authored by Licheng Sun

Since Specialization

Citations

This map shows the geographic impact of Licheng Sun's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Licheng Sun with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Licheng Sun more than expected).

Fields of papers citing papers by Licheng Sun

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Licheng Sun. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Licheng Sun. The network helps show where Licheng Sun may publish in the future.

Co-authorship network of co-authors of Licheng Sun

This figure shows the co-authorship network connecting the top 25 collaborators of Licheng Sun. A scholar is included among the top collaborators of Licheng Sun based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Licheng Sun. Licheng Sun is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Cohen, Andrew, et al.. (2025). Maxing out short-term reversals in weekly stock returns. Journal of Empirical Finance. 82. 101608–101608. 1 indexed citations

Sun, Licheng, et al.. (2024). Does supply chain voice influence firms’ investment preferences?. Finance research letters. 69. 106055–106055. 3 indexed citations

Stivers, Chris T., et al.. (2024). Short selling and the pricing of PIN information risk. Journal of Financial Markets. 71. 100931–100931.

Chen, Chen, Chris T. Stivers, & Licheng Sun. (2024). Short-term momentum and reversals, turnover, and a stock’s price-to-52-week-high ratio. Journal of Empirical Finance. 79. 101556–101556.

Najand, Mohammad, et al.. (2024). Retail Trading Around Earnings Announcements: Evidence from Robinhood Traders. Journal of Behavioral Finance. 27(1). 113–136.

Sun, Licheng, et al.. (2024). A Closer Look at the Substitution Effects between Retail Trading and National Lotteries. SSRN Electronic Journal.

Sun, Licheng, et al.. (2023). Fundamental strength and the 52-week high anchoring effect. Review of Quantitative Finance and Accounting. 60(4). 1515–1542. 3 indexed citations

Connolly, Robert A., Chris T. Stivers, & Licheng Sun. (2021). Commonality in the time-variation of stock–stock and stock–bond return comovements. Carolina Digital Repository (University of North Carolina at Chapel Hill).

Sun, Licheng, et al.. (2019). Limited investor attention, relative fundamental strength, and the cross-section of stock returns. The British Accounting Review. 52(4). 100859–100859. 10 indexed citations

10.

Sun, Licheng, et al.. (2018). When Buffett Meets Bollinger: An Integrated Approach to Fundamental and Technical Analysis. SSRN Electronic Journal. 1 indexed citations

11.

Sun, Licheng, Mohammad Najand, & Jiancheng Shen. (2016). Stock return predictability and investor sentiment: A high-frequency perspective. Journal of Banking & Finance. 73. 147–164. 161 indexed citations

12.

Stivers, Chris T. & Licheng Sun. (2016). Mitigating Estimation Risk in Asset Allocation: Diagonal Models Versus 1/N Diversification. Financial Review. 51(3). 403–433. 4 indexed citations

13.

Sun, Licheng, Mohammad Najand, & Jiancheng Shen. (2015). Stock Return Predictability and Investor Sentiment: A High-Frequency Perspective. SSRN Electronic Journal. 18 indexed citations

14.

Stivers, Chris T. & Licheng Sun. (2013). Returns and option activity over the option-expiration week for S&P 100 stocks. Journal of Banking & Finance. 37(11). 4226–4240. 4 indexed citations

15.

Stivers, Chris T. & Licheng Sun. (2012). Market Cycles and the Performance of Relative-Strength Strategies. SSRN Electronic Journal. 1 indexed citations

16.

Stivers, Chris T., et al.. (2008). The Other January Effect: International, Style, and Subperiod Evidence. SSRN Electronic Journal. 1 indexed citations

17.

Sun, Licheng. (2005). Regime shifts in interest rate volatility. Journal of Empirical Finance. 12(3). 418–434. 10 indexed citations

18.

Connolly, Robert A., Chris T. Stivers, & Licheng Sun. (2005). Stock Market Uncertainty and the Stock-Bond Return Relation. Journal of Financial and Quantitative Analysis. 40(1). 161–194. 496 indexed citations

19.

Sun, Licheng. (2003). Nonlinear Drift And Stochastic Volatility: An Empirical Investigation Of Short‐Term Interest Rate Models. The Journal of Financial Research. 26(3). 389–404. 4 indexed citations

20.

Stivers, Chris T., Licheng Sun, & Robert A. Connolly. (2002). Stock Implied Volatility, Stock Turnover, and the Stock-Bond Return Relation. SSRN Electronic Journal. 6 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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