Jiancheng Shen

Soochow University, Research Centre for Smarter Supply Chain and Dongwu Business School

JiangSu

China

  • Soochow University, Research Centre for Smarter Supply Chain and Dongwu Business School

SCHOLARLY PAPERS

8

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1,915

TOTAL CITATIONS
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Top 32,411

in Total Papers Citations

34

Scholarly Papers (8)

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1.

Stock Return Predictability and Investor Sentiment: A High-Frequency Perspective

Number of pages: 58 Posted: 20 Nov 2015 Last Revised: 13 Apr 2016
Licheng Sun, Mohammad Najand and Jiancheng Shen
Old Dominion University, Old Dominion University - Finance and Soochow University, Research Centre for Smarter Supply Chain and Dongwu Business School
Downloads 925 (55,915)
Citation 30

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Intraday, Investor Sentiment, High Frequency, Stock Return Predictability

2.

News and Social Media Emotions in the Commodity Market

Review of Behavioral Finance, Forthcoming
Number of pages: 30 Posted: 11 May 2017
Jiancheng Shen, Mohammad Najand, Feng Dong and Wu He
Soochow University, Research Centre for Smarter Supply Chain and Dongwu Business School, Old Dominion University - Finance, Old Dominion University - Strome College of Business and Old Dominion University - Strome College of Business
Downloads 572 (105,048)

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Commodity, Investor Emotion, NeuroFinance, TRMI

3.

Do Investors Infer Vocal Cues from CEOs During Quarterly REIT Conference Calls?

Downloads 143 (444,248)
Citation 4

Do Investors Infer Vocal Cues from CEOs During Quarterly REIT Conference Calls?

Journal of Real Estate Finance and Economics, Vol. 54, No. 4, pp. 515-557, 2017
Number of pages: 48 Posted: 20 Feb 2016 Last Revised: 08 Nov 2017
S. McKay Price, Michael Seiler and Jiancheng Shen
Lehigh University - Perella Department of Finance, College of William and Mary and Soochow University, Research Centre for Smarter Supply Chain and Dongwu Business School
Downloads 143 (444,943)
Citation 4

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REITs, Conference calls, Disclosure, Stock returns, Vocal cues, Layered voice analysis

Do Investors Infer Vocal Cues from CEOS During Quarterly REIT Conference Calls?

Journal of Real Estate Finance and Economics, Vol. 54, No. 4, 2017
Posted: 31 Mar 2017
S. McKay Price, Michael Seiler and Jiancheng Shen
Lehigh University - Perella Department of Finance, College of William and Mary - Finance and Soochow University, Research Centre for Smarter Supply Chain and Dongwu Business School

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REITs; Conference calls; Disclosure; Stock returns; Vocal cues; Layered voice

4.

In Search of Animal Spirits: Evidence from Idiosyncratic Volatility of Emotions

Number of pages: 60 Posted: 22 Nov 2023
Jiancheng Shen, Yuchen Wang and Wenlian Gao
Soochow University, Research Centre for Smarter Supply Chain and Dongwu Business School, Anhui University of Finance and Economics and Northern Illinois University
Downloads 115 (527,762)

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Behavioral risk, Emotional arousal, Idiosyncratic volatility of emotions, Noise trading, Cross-section return

5.

Systematic Risk in Global Supply Chain Networks - a Country-Level ESG Analysis

Number of pages: 42 Posted: 12 Jun 2024
Jiancheng Shen, Zheng Liu, Mingyue Pan and Liuyang He
Soochow University, Research Centre for Smarter Supply Chain and Dongwu Business School, Soochow University, Nanjing University and Nanjing University
Downloads 52 (845,594)

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ESG Risk, Global Trade Networks, Systematic Risk, Sovereign Bond, Refinitiv MarketPsych Analytics

6.

Volatility and Skewness Predictability with Deep Learning and Big Data: Chinese Futures Market Case

Number of pages: 29 Posted: 30 Dec 2024
Jiancheng Shen, Jia Wang, Xuejun Ma, Xin Chen and Han Cang
Soochow University, Research Centre for Smarter Supply Chain and Dongwu Business School, University of Massachusetts Lowell, Soochow University, Soochow University and Soochow University
Downloads 44 (913,117)

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Big Data Finance, Deep learning, Adaptive Market Hypothesis, Futures

7.

The Pursuit of Health: A Spatiotemporal Equilibrium Model of Regional Health and Housing Values

Number of pages: 90 Posted: 11 Jul 2023
Chao Li, Michael Seiler, Jiancheng Shen and Qunzi Zhang
Soochow University, Research Centre for Smarter Supply Chain and Dongwu Business School, College of William and Mary, Soochow University, Research Centre for Smarter Supply Chain and Dongwu Business School and Shandong University
Downloads 36 (990,534)

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Health, Regional Economics, Housing, Spatiotemporal Equilibrium Model, Migration

8.

The Pursuit of Health: A Lifecycle Spatial Equilibrium Model of Regional Health and Housing Values

Number of pages: 63 Posted: 18 Apr 2024
Chao Li, Michael J. Seiler, Jiancheng Shen and Qunzi Zhang
Soochow University, Research Centre for Smarter Supply Chain and Dongwu Business School, College of William and Mary, Soochow University, Research Centre for Smarter Supply Chain and Dongwu Business School and Shandong University
Downloads 28 (1,078,364)

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Health, Regional Economics, Housing And Rental Prices, Spatiotemporal Equilibrium Model, Migration