Author Page for Zhen Shi

1.

Don’t Confuse Brains with a Bull Market: Attribution Bias, Overconfidence, and Trading Behavior of Individual Investors

EFA 2010 Frankfurt Meetings Paper

Number of pages: 47 Posted: 04 Jan 2012 Last Revised: 04 Sep 2013

Zhen Shi and Na Wang

Georgia State University and Hofstra University - Frank G. Zarb School of Business

Downloads 715 (58,186)

Citation 3

Abstract:

2.

Liquidity Transformation and Financial Fragility: Evidence from Funds of Hedge Funds

Number of pages: 50 Posted: 11 Mar 2015 Last Revised: 15 May 2018

Vikas Agarwal, George O. Aragon and Zhen Shi

Georgia State University, Arizona State University (ASU) - Finance Department and Georgia State University

Downloads 542 (82,980)

Citation 10

Abstract:

3.

Why Do Hedge Funds Avoid Disclosure? Evidence from Confidential 13F Filings

AFA 2011 Denver Meetings Paper, Journal of Financial and Quantitative Analysis (JFQA), Forthcoming

Number of pages: 47 Posted: 15 Mar 2012 Last Revised: 04 Sep 2013

George O. Aragon, Michael G. Hertzel and Zhen Shi

Arizona State University (ASU) - Finance Department, Arizona State University (ASU) - Finance Department and Georgia State University

Downloads 473 (97,777)

Citation 30

Abstract:

4.

Volatility Timing Using ETF Options: Evidence from Hedge Funds

Number of pages: 59 Posted: 19 Oct 2022 Last Revised: 13 Mar 2023

George O. Aragon, Shuaiyu Chen and Zhen Shi

Arizona State University (ASU) - Finance Department, Purdue University - Mitchell E. Daniels, Jr. School of Business and Georgia State University

Downloads 453 (102,851)

Abstract:

5.

Who Benefits in a Crisis? Evidence from Hedge Fund Stock and Option Holdings

Number of pages: 47 Posted: 07 Dec 2016 Last Revised: 01 Jan 2018

George O. Aragon, J. Spencer Martin and Zhen Shi

Arizona State University (ASU) - Finance Department, University of Melbourne - Faculty of Business and Economics and Georgia State University

Downloads 349 (138,647)

Citation 15

Abstract:

6.

The Impact of Portfolio Disclosure on Hedge Fund Performance

WFA 2012 Las Vegas Meetings Paper

Number of pages: 60 Posted: 22 Mar 2010 Last Revised: 24 Oct 2016

Zhen Shi

Georgia State University

Downloads 275 (178,260)

Citation 7

Abstract:

7.

Style Investing, Mutual Fund Flows, and Return Comovement

AFA 2011 Denver Meetings Paper

Number of pages: 34 Posted: 16 Mar 2010 Last Revised: 21 Mar 2023

Zhen Shi

Georgia State University

Downloads 230 (212,583)

Abstract:

8.

Does Improved Disclosure Lead to Higher Executive Compensation? Evidence from the Convergence to IFRS and the Dual-Class Share System in China

Journal of Corporate Finance, Vol. 48, 2018

Number of pages: 53 Posted: 02 Sep 2013 Last Revised: 24 Apr 2018

Jun Lu and Zhen Shi

Central University of Finance and Economics (CUFE) and Georgia State University

Downloads 198 (244,387)

Abstract:

9.

Income Taxes and Managerial Incentives: Evidence from Hedge Funds

Number of pages: 58 Posted: 24 Jul 2021 Last Revised: 21 Feb 2023

Vikas Agarwal, Gary Chen, Zhen Shi and Bin Wang

Georgia State University, DePaul University, Georgia State University and Marquette University - College of Business Administration

Downloads 151 (308,822)

Zhen Shi

Georgia State University

Assistant Professor of Finance

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Scholarly Papers (9)

Don’t Confuse Brains with a Bull Market: Attribution Bias, Overconfidence, and Trading Behavior of Individual Investors

Abstract:

Liquidity Transformation and Financial Fragility: Evidence from Funds of Hedge Funds

Abstract:

Why Do Hedge Funds Avoid Disclosure? Evidence from Confidential 13F Filings

Abstract:

Volatility Timing Using ETF Options: Evidence from Hedge Funds

Abstract:

Who Benefits in a Crisis? Evidence from Hedge Fund Stock and Option Holdings

Abstract:

The Impact of Portfolio Disclosure on Hedge Fund Performance

Abstract:

Style Investing, Mutual Fund Flows, and Return Comovement

Abstract:

Does Improved Disclosure Lead to Higher Executive Compensation? Evidence from the Convergence to IFRS and the Dual-Class Share System in China

Abstract:

Income Taxes and Managerial Incentives: Evidence from Hedge Funds

Abstract: