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

5

DOWNLOADS
Rank 35,330

SSRN RANKINGS

Top 35,330

in Total Papers Downloads

2,589

SSRN CITATIONS

12

CROSSREF CITATIONS

3

Scholarly Papers (5)

1.

The Role of Taxes in the Rise of ETFs

Number of pages: 89 Posted: 11 Dec 2020 Last Revised: 22 Sep 2022
Villanova University - Department of Finance, Lehigh University -- Perella Department of Finance and Villanova University - Department of Finance
Downloads 1,415 (25,064)
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, Renmin University of China - School of Business, Lehigh University -- Perella Department of Finance and Lehigh University - College of Business
Downloads 530 (95,501)

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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 475 (109,050)
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 96 (485,789)
Citation 1

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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 73 (573,276)

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