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Jianfeng Shen

Senior Lecturer

School of Banking ＆ Finance - PhD, National University of Singapore | BA, Zhejiang University

Expertise

Empirical asset pricing; Market microstructure; International financial markets

About Jianfeng

Scholarly papers on SSRN

Selected Publications

Gao P; Parsons C; Shen J, 2017, 'The global relation between financial distress and equity returns' The Review of Financial Studies, vol. 31, pp. 239 - 277, http://dx.doi.org/10.1093/rfs/hhx060
Hameed A; Morck R; Shen J; Yeung B, 2015, 'Information, Analysts, and Stock Return Comovement' The Review of Financial Studies, vol. 28, pp. 3153 - 3187, http://dx.doi.org/10.1093/rfs/hhv042

Journal Articles

Ding N; Parwada J; Shen J; Zhou S, 2018, 'When Does a Stock Boycott Work? Evidence from a Clinical Study of the Sudan Divestment Campaign' Journal of Business Ethics, vol. First Online: 29 September 2018, http://dx.doi.org/10.1007/s10551-018-4021-0
Gao P; Parsons C; Shen J, 2017, 'The global relation between financial distress and equity returns' The Review of Financial Studies, vol. 31, pp. 239 - 277, http://dx.doi.org/10.1093/rfs/hhx060
Ding N; Parwada J; Shen J, 2017, 'Information Sharing within the Networks of Delegated Portfolio Managers: Evidence from Plan Sponsors and Their Subadvisers' Journal of Behavioral Finance, vol. 18, pp. 99 - 113, http://dx.doi.org/10.1080/15427560.2016.1238369
Huang X; Rui Y; Shen J; Tian GY, 2017, 'U.S. class action lawsuits targeting foreign firms: The country spillover effect' Journal of Corporate Finance, vol. 45, pp. 378 - 400, http://dx.doi.org/10.1016/j.jcorpfin.2017.05.011
Hameed A; Morck R; Shen J; Yeung B, 2015, 'Information, Analysts, and Stock Return Comovement' The Review of Financial Studies, vol. 28, pp. 3153 - 3187, http://dx.doi.org/10.1093/rfs/hhv042
He W; Shen J, 2014, 'Do foreign investors improve informational efficiency of stock prices? Evidence from Japan' Pacific Basin Finance Journal, vol. 27, pp. 32 - 48, http://dx.doi.org/10.1016/j.pacfin.2014.01.005
He W; Li D; Shen J; Zhang B, 2013, 'Large foreign ownership and stock price informativeness around the world' Journal of International Money and Finance, vol. 36, pp. 211 - 230, http://dx.doi.org/10.1016/j.jimonfin.2013.04.002
Sankaraguruswarmy S; Shen J; Yamada T, 2013, 'The relationship between the frequency of news release and the information asymmetry: The role of uniformed trading' Journal of Banking and Finance, vol. 37, pp. 4134 - 4143, http://dx.doi.org/10.1016/j.jbankfin.2013.07.026
He W; Shen J, 2010, 'Investor Extrapolation and Expected Returns' JOURNAL OF BEHAVIORAL FINANCE, vol. 11, pp. 150 - 160, http://dx.doi.org/10.1080/15427560.2010.507164

Other Academic Work

Gao P; Parsons CA; Shen J, 2018, 'Global relation between financial distress and equity returns' in Review of Financial Studies, vol. 31, pp. 239 - 277, http://dx.doi.org/10.1093/rfs/hhx060
Parwada J; Rui Y; Shen J, 2016, 'Are hedge funds more skilled than other institutional investors? Evidence from their use of insider trading information' in Are hedge funds more skilled than other institutional investors? Evidence from their use of insider trading information, 2016 China International Conference in Finance, Xiamen, China, presented at 2016 China International Conference in Finance, Xiamen, China, 07 - 10 July 2016
Parwada J; Shen J; Siaw K, 2016, 'The Value of institutional brokerage relationships: Evidence from the collapse of Lehman Brothers' in The Value of institutional brokerage relationships: Evidence from the collapse of Lehman Brothers, 2016 European Finance Association annual meeting, Oslo, Norway, presented at 2016 European Finance Association annual meeting, Oslo, Norway, 17 - 20 August 2016
Da Z; Jagannathan R; Shen J, 2015, 'Investor optimism, sales fixation and firm life cycle' in Investor optimism, sales fixation and firm life cycle, 2015 China International Conference in Finance, Shenzhen, China, presented at 2015 China International Conference in Finance, Shenzhen, China, 09 - 12 July 2015
Da Z; Jagannathan R; Shen J, 2015, 'Growth expectations, dividend yields, and future stock returns' in Growth expectations, dividend yields, and future stock returns, 2015 Finance Down Under Conference, University of Melbourne, Melbourne, VIC, Australia, presented at 2015 Finance Down Under Conference, University of Melbourne, Melbourne, VIC, Australia, 05 - 07 March 2015
Da Z; Jagannathan R; Shen J, 2015, 'Growth expectations, dividend yields, and future stock returns' in Growth expectations, dividend yields, and future stock returns, 2015 China International Conference in Finance, presented at 2015 China International Conference in Finance, 09 - 12 July 2015
Gao P; Shen J; Parsons C, 2013, 'The global relation between financial distress and equity returns' in The global relation between financial distress and equity returns, 6th McGill Global Asset Management Conference, Montreal, Canada, presented at 6th McGill Global Asset Management Conference, Montreal, Canada
Da Z; Jagannathan R; Shen J, 2012, 'Investor optimism, sales fixation and firm life cycle' in Investor optimism, sales fixation and firm life cycle, 2012 Queen’s Annual Behavioural Finance Conference, Kingston, Canada, presented at 2012 Queenâ€™s Annual Behavioural Finance Conference, Kingston, Canada, 11 - 12 May 2012
Hameed A; Morck R; Shen J; Yeung B, 2011, 'Information, Analysts, and Stock Return Comovement' in Information, Analysts, and Stock Return Comovement, 2011 American Finance Association Annaul Meeting, Denver, United States, presented at 2011 American Finance Association Annaul Meeting, Denver, United States, 07 - 09 January 2011
Hameed A; Morck R; Shen J; Yeung B, 2009, 'INFORMATION, ANALYSTS, AND STOCK RETURN COMOVEMENT' in INFORMATION, ANALYSTS, AND STOCK RETURN COMOVEMENT, 2009 Financial Intermediation Research Society (FIRS) Meeting, Prague, Czech Republic, presented at 2009 Financial Intermediation Research Society (FIRS) Meeting, Prague, Czech Republic, 27 - 29 May 2009
Sankaraguruswamy S; Shen J; Yamada T, 2007, 'The relationship between the frequency of news release and the information asymmetry: The role of uninformed trading' in The relationship between the frequency of news release and the information asymmetry: The role of uninformed trading, 2007 China International Conference in Finance, Chengdu, China, presented at 2007 China International Conference in Finance, Chengdu, China, 09 - 13 July 2007
Sankaraguruswamy S; Shen J; Yamada T, 2006, 'Impact of firm-specific public information on the relation between prices and trading' in Impact of firm-specific public information on the relation between prices and trading, 2006 European Finance Association annual conference, Zurich, Switzerland, presented at 2006 European Finance Association annual conference, Zurich, Switzerland, 23 - 26 August 2006

Jianfeng Shen

Senior Lecturer

Expertise

About Jianfeng

Selected Publications

Journal Articles

Other Academic Work

Current Courses Taught

Engagement Activities

Memberships - Company Boards, Professional Associations