Associate Professor Jianfeng   Shen
Associate Professor

Associate Professor Jianfeng Shen

  • PhD, National University of Singapore
  • BA, Zhejiang University
Business School
Sch of Bank & Fin

For more details, please click here: CV.

I am an associate professor of finance at the UNSW Business School. My research expertise is in the empirical asset pricing area. One common theme in my research is how various market participants process different types of information, interact with each other, and consequently affect the formation of asset prices. My work covers topics including the time-series and cross-sectional patterns in asset returns, and the behaviors and roles in capital markets of financial intermediaries (e.g., analysts, delegated asset managers, and news media). I received BA in Economics from Zhejiang University and PhD in Finance from National University of Singapore.

Phone
+61 2 9385 4581
Location
UNSW Business School - Ref E12 Level 3, Office 309

Publications

  • Journal articles | 2021
    Associate Professor Jianfeng Shen
    Parwada J; Rui Y; Shen J, 2021, 'Financial Transaction Tax and Market Quality: Evidence from France', International Review of Finance, http://dx.doi.org/10.1111/irfi.12342
    Journal articles | 2020
    Associate Professor Jianfeng Shen
    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, vol. 163, pp. 507 - 527, http://dx.doi.org/10.1007/s10551-018-4021-0
    Journal articles | 2018
    Associate Professor Jianfeng Shen
    Gao P; Parsons C; Shen J, 2018, '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
    Journal articles | 2017
    Associate Professor Jianfeng Shen
    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, vol. 45, pp. 378 - 400, http://dx.doi.org/10.1016/j.jcorpfin.2017.05.011
    Journal articles | 2017
    Associate Professor Jianfeng Shen
    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, vol. 18, pp. 99 - 113, http://dx.doi.org/10.1080/15427560.2016.1238369
    Journal articles | 2015
    Associate Professor Jianfeng Shen
    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 | 2014
    Associate Professor Jianfeng Shen
    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
    Journal articles | 2013
    Associate Professor Jianfeng Shen
    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
    Journal articles | 2013
    Associate Professor Jianfeng Shen
    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, vol. 36, pp. 211 - 230, http://dx.doi.org/10.1016/j.jimonfin.2013.04.002
    Journal articles | 2010
    Associate Professor Jianfeng Shen
    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
  • Conference Presentations | 2016
    Associate Professor Jianfeng Shen
    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
    Conference Presentations | 2016
    Associate Professor Jianfeng Shen
    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
    Conference Presentations | 2015
    Associate Professor Jianfeng Shen
    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
    Conference Presentations | 2015
    Associate Professor Jianfeng Shen
    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
    Conference Presentations | 2015
    Associate Professor Jianfeng Shen
    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
    Conference Presentations | 2013
    Associate Professor Jianfeng Shen
    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
    Conference Presentations | 2012
    Associate Professor Jianfeng Shen
    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
    Conference Presentations | 2011
    Associate Professor Jianfeng Shen
    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
    Conference Presentations | 2007
    Associate Professor Jianfeng Shen
    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
    Conference Presentations | 2006
    Associate Professor Jianfeng Shen
    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

Awards

Grants

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