Ke Shen

Lehigh University -- Perella Department of Finance

Assistant Professor

621 Taylor St

Rauch Business Center

Bethlehem, PA 18015

United States

http://sites.google.com/view/ke-shen-finance

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 30,173

SSRN RANKINGS

Top 30,173

in Total Papers Downloads

3,610

TOTAL CITATIONS
Rank 44,821

SSRN RANKINGS

Top 44,821

in Total Papers Citations

12

Scholarly Papers (8)

1.

The Role of Taxes in the Rise of ETFs

Number of pages: 145 Posted: 11 Dec 2020 Last Revised: 18 Dec 2024
Villanova University - Department of Finance, Lehigh University -- Perella Department of Finance and Villanova University - Department of Finance
Downloads 2,007 (17,349)
Citation 4

Abstract:

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ETFs, Mutual Funds, Capital Gains, Fund Flows, In-Kind Redemptions, Section 852(b)(6) Exemption, Heartbeat Trades, Tax Deferral, High-Net-Worth Individuals, Step-up in Basis

2.

Redemption in Kind and Mutual Fund Liquidity Management

Review of Financial Studies, forthcoming
Number of pages: 70 Posted: 01 Apr 2020 Last Revised: 10 Jan 2024
Georgia State University - J. Mack Robinson College of Business, Renmin University of China - School of Business, Lehigh University -- Perella Department of Finance and Lehigh University - College of Business
Downloads 640 (89,309)

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redemption in kind, mutual funds, liquidity management, financial fragility, tax overhang

3.

Costly Information Production, Information Intensity, and Mutual Fund Performance

Number of pages: 61 Posted: 03 Mar 2017 Last Revised: 23 Sep 2021
Washington State University, Lehigh University -- Perella Department of Finance, University of Maryland - Robert H. Smith School of Business and University of Iowa - Henry B. Tippie College of Business
Downloads 502 (120,555)
Citation 4

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information intensity; performance persistence

4.

Heterogeneous Turnover-Performance Relations

Journal of Banking and Finance, Forthcoming
Number of pages: 51 Posted: 17 Feb 2021
Ke Shen, Lin Tong and Tong Yao
Lehigh University -- Perella Department of Finance, Fordham University - Finance Area and University of Iowa - Henry B. Tippie College of Business
Downloads 112 (522,536)
Citation 2

Abstract:

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Mutual funds, Portfolio turnover, Performance persistence

5.

Macroeconomic Uncertainty and Predictability of Real Estate Returns: The Impact of Asset Liquidity

Number of pages: 43 Posted: 28 Apr 2023
Lehigh University - College of Business & Economics, Lehigh University - Perella Department of Finance and Lehigh University -- Perella Department of Finance
Downloads 109 (533,122)

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Commercial real estate, Macroeconomic uncertainty, Price return predictability, Liquidity, Parallel markets

6.

Responsible Asset Managers

Number of pages: 54 Posted: 16 Apr 2024
Lehigh University -- Perella Department of Finance, Lehigh University, Hong Kong Polytechnic University and Lehigh University - College of Business
Downloads 96 (583,208)

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7.

On the Role of Trading vs. Holdings in the Performance Persistence of Institutional Investors: The Value of Regular Trading

Number of pages: 55 Posted: 16 Jan 2025
Emory University - Department of Finance, Lehigh University -- Perella Department of Finance, Fordham University - Finance Area and Singapore Management University - Lee Kong Chian School of Business
Downloads 80 (651,805)

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Institutional investors, Performance persistence, Trading regularity

8.

The effect of bond ownership structure on ESG performance

Number of pages: 56 Posted: 17 Jul 2024 Last Revised: 23 Oct 2024
Lehigh University, Fordham University - Gabelli School of Business, Lehigh University - Department of Finance and Law and Lehigh University -- Perella Department of Finance
Downloads 64 (741,897)
Citation 2

Abstract:

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JEL Classification: G2, G11, G32 Corporate social responsibility, ESG, Bond ownership, Insurance companies, Credit ratings