Select Publications

Preprints

Foroughi P; Rui Y; Parwada JT; Shen J, Are Hedge Funds More Skilled than Other Institutional Investors? Evidence from Their Use of Insider Trading Information, http://dx.doi.org/10.2139/ssrn.3488875

Shen J; Zhang H; Zhang W, Credit Rating and Stock Return Comovement, http://dx.doi.org/10.2139/ssrn.3801282

Guan X; Rui Y; Shen J; Zhang H, Dividend Policy, Information Uncertainty, and the Distress Anomaly, http://dx.doi.org/10.2139/ssrn.4771304

He W; Shen J, Do Foreign Investors Improve Informational Efficiency of Stock Prices? Evidence from Japan, http://dx.doi.org/10.2139/ssrn.2077334

Da Z; Jagannathan R; Shen J, Growth Expectations, Dividend Yields, and Future Stock Returns, http://dx.doi.org/10.2139/ssrn.2516040

Da Z; Jagannathan R; Shen J, Growth versus Margin and Castles in the Air: Evidence from Industry IPO Waves, http://dx.doi.org/10.2139/ssrn.2175396

Parwada JT; Rui Y; Shen J, Hedge Fund Ownership, Funding Liquidity Constraints and Excess Return Co-Movement, http://dx.doi.org/10.2139/ssrn.2835273

Sankaraguruswamy S; Shen J; Yamada T, Impact of Firm-Specific Public Information on the Relation between Prices and Trading, http://dx.doi.org/10.2139/ssrn.889860

Hameed A; Morck RK; Shen J; Yeung BY, Information, Analysts, and Stock Return Co-movement, http://dx.doi.org/10.2139/ssrn.1569198

Gao P; Parsons CA; Shen J, The Global Relation between Financial Distress and Equity Returns, http://dx.doi.org/10.2139/ssrn.2086475

Sankaraguruswamy S; Shen J; Yamada T, The Relationship between the Frequency of News Release and the Information Asymmetry: The Role of Informed Trading and Uninformed Trading, http://dx.doi.org/10.2139/ssrn.1100763

Parwada JTM; Shen JM; Siaw KM; Tan EKMM, The Value of Institutional Brokerage Relationships: Evidence from the Collapse of Lehman Brothers, http://dx.doi.org/10.2139/ssrn.3101959

Huang X; Shen J; Tian GY, U.S. Class Action Lawsuits Targeting Foreign Firms: The Spill-Over Effect, http://dx.doi.org/10.2139/ssrn.2428334

Ding N; Parwada JT; Shen J, When Does a Stock Boycott Work? Evidence from a Clinical Study of the Sudan Divestment Campaign, http://dx.doi.org/10.2139/ssrn.2469575


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