By Associate Professor Jianfeng Shen

Journal articles

Shen J; Zhang H; Zhang W, 2025, 'Credit rating and stock return comovement', Journal of Banking and Finance, 177, http://dx.doi.org/10.1016/j.jbankfin.2025.107474

Hou S; Shen J; Yu C; Zhou S, 2025, 'Reprint of: Heterogeneity in the integration of ESG measures in executive compensation: Determinants, contracting details and outcomes', British Accounting Review, 57, http://dx.doi.org/10.1016/j.bar.2025.101559

Parwada J; Rui Y; Shen J, 2021, 'Financial Transaction Tax and Market Quality: Evidence from France', International Review of Finance, 22, pp. 90 - 113, http://dx.doi.org/10.1111/irfi.12342

Ding N; Parwada J; Shen J; Zhou S, 2020, 'When Does a Stock Boycott Work? Evidence from a Clinical Study of the Sudan Divestment Campaign', Journal of Business Ethics, 163, pp. 507 - 527, http://dx.doi.org/10.1007/s10551-018-4021-0

Gao P; Parsons C; Shen J, 2018, 'The global relation between financial distress and equity returns', The Review of Financial Studies, 31, pp. 239 - 277, http://dx.doi.org/10.1093/rfs/hhx060

Huang X; Rui Y; Shen J; Tian G, 2017, 'U.S. Class Action Lawsuits Targeting Foreign Firms: The Country Spill-over Effect', Journal of Corporate Finance, 45, pp. 378 - 400, http://dx.doi.org/10.1016/j.jcorpfin.2017.05.011

Ning D; Parwada J; Shen J, 2017, 'Information sharing within the networks of delegated portfolio managers: Evidence from plan sponsors and their sub-advisors', Journal of Behavioral Finance, 18, pp. 99 - 113, http://dx.doi.org/10.1080/15427560.2016.1238369

Hameed A; Morck R; Shen J; Yeung B, 2015, 'Information, Analysts, and Stock Return Comovement', The Review of Financial Studies, 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, 27, pp. 32 - 48, http://dx.doi.org/10.1016/j.pacfin.2014.01.005

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, 37, pp. 4134 - 4143, http://dx.doi.org/10.1016/j.jbankfin.2013.07.026

Shen F; He W; Zhang B; Li D, 2013, 'Large foreign ownership and stock price informativeness around the world', Journal of International Money and Finance, 36, pp. 211 - 230, http://dx.doi.org/10.1016/j.jimonfin.2013.04.002

He W; Shen J, 2010, 'Investor extrapolation and expected returns', Journal of Behavioral Finance, 11, pp. 150 - 160, http://dx.doi.org/10.1080/15427560.2010.507164

Conference Presentations

Parwada J; Shen J; Siaw K, 2016, 'The Value of institutional brokerage relationships: Evidence from the collapse of Lehman Brothers', presented at 2016 European Finance Association annual meeting, Oslo, Norway, 17 August 2016 - 20 August 2016

Parwada J; Rui Y; Shen J, 2016, 'Are hedge funds more skilled than other institutional investors? Evidence from their use of insider trading information', presented at 2016 China International Conference in Finance, Xiamen, China, 07 July 2016 - 10 July 2016

Da Z; Jagannathan R; Shen J, 2015, 'Investor optimism, sales fixation and firm life cycle', presented at 2015 China International Conference in Finance, Shenzhen, China, 09 July 2015 - 12 July 2015

Da Z; Jagannathan R; Shen J, 2015, 'Growth expectations, dividend yields, and future stock returns', presented at 2015 China International Conference in Finance, 09 July 2015 - 12 July 2015

Da Z; Jagannathan R; Shen J, 2015, 'Growth expectations, dividend yields, and future stock returns', presented at 2015 Finance Down Under Conference, University of Melbourne, Melbourne, VIC, Australia, 05 March 2015 - 07 March 2015

Gao P; Shen J; Parsons C, 2013, 'The global relation between financial distress and equity returns', 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', presented at 2012 Queen’s Annual Behavioural Finance Conference, Kingston, Canada, 11 May 2012 - 12 May 2012

Hameed A; Morck R; Shen J; Yeung B, 2011, 'Information, Analysts, and Stock Return Comovement', presented at 2011 American Finance Association Annaul Meeting, Denver, United States, 07 January 2011 - 09 January 2011, http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1569198

Sankaraguruswamy S; Shen J; Yamada T, 2007, 'The relationship between the frequency of news release and the information asymmetry: The role of uninformed trading', presented at 2007 China International Conference in Finance, Chengdu, China, 09 July 2007 - 13 July 2007

Sankaraguruswamy S; Shen J; Yamada T, 2006, 'Impact of firm-specific public information on the relation between prices and trading', presented at 2006 European Finance Association annual conference, Zurich, Switzerland, 23 August 2006 - 26 August 2006

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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