Shen Zhao

Chinese university of Hong Kong (Shenzhen)

Assistant professor

2001 Longxiang Road,

Longgang District,

Shenzhen

China

SCHOLARLY PAPERS

3

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7

CROSSREF CITATIONS

7

Scholarly Papers (3)

1.

Investor Sentiment and Economic Forces

Number of pages: 46 Posted: 25 Jan 2012 Last Revised: 18 Jul 2016
Junyan Shen, Jianfeng Yu and Shen Zhao
Iowa State University - Department of Finance, Tsinghua University - PBC School of Finance and Chinese university of Hong Kong (Shenzhen)
Downloads 566 (54,060)
Citation 17

Abstract:

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macro risk, factor, investor sentiment, beta, factor-mimicking portfolio

2.

Time-Varying Demand for Lottery: Speculation Ahead of Earnings Announcements

PBCSF-NIFR Research Paper
Number of pages: 81 Posted: 08 Dec 2016 Last Revised: 29 Oct 2020
Bibo Liu, Huijun Wang, Jianfeng Yu and Shen Zhao
Tsinghua University - PBC School of Finance, Auburn University, Tsinghua University - PBC School of Finance and Chinese university of Hong Kong (Shenzhen)
Downloads 541 (57,263)

Abstract:

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speculation, lottery, earnings announcements, skewness

3.

The Macroeconomic Announcement Premium and Information Uncertainty

Number of pages: 53 Posted: 16 Oct 2017 Last Revised: 27 Jul 2020
Chu Zhang and Shen Zhao
Hong Kong University of Science & Technology (HKUST) - Department of Finance and Chinese university of Hong Kong (Shenzhen)
Downloads 91 (315,725)

Abstract:

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market premium, macroeconomic news announcements, information uncertainty, fundamentals uncertainty, business cycles