Jianfeng Shen

UNSW Business School, University of New South Wales

Associate Professor of Finance

School of Banking and Finance

UNSW Sydney, NSW 2052

Australia

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 21,577

SSRN RANKINGS

Top 21,577

in Total Papers Downloads

2,912

SSRN CITATIONS
Rank 25,718

SSRN RANKINGS

Top 25,718

in Total Papers Citations

34

CROSSREF CITATIONS

3

Scholarly Papers (14)

1.
Downloads 876 ( 33,817)
Citation 10

Information, Analysts, and Stock Return Comovement

The Review of Financial Studies (2015), Vol. 28 (11): 3153-3187., AFA 2011 Denver Meetings Paper
Number of pages: 54 Posted: 14 Mar 2010 Last Revised: 03 Jun 2017
National University of Singapore (NUS) - Department of Finance, University of Alberta - Department of Finance and Statistical Analysis, UNSW Business School, University of New South Wales and National University of Singapore - Business School
Downloads 812 (37,035)
Citation 6

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Analysts; Return comovement; Information spillover; Earnings forecasts; Bellwether firms

Information, Analysts, and Stock Return Comovement

NBER Working Paper No. w15833
Number of pages: 49 Posted: 22 Mar 2010 Last Revised: 07 Apr 2021
National University of Singapore (NUS) - Department of Finance, University of Alberta - Department of Finance and Statistical Analysis, UNSW Business School, University of New South Wales and National University of Singapore - Business School
Downloads 64 (428,368)
Citation 1

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2.

The Global Relation between Financial Distress and Equity Returns

The Review of Financial Studies, Forthcoming
Number of pages: 86 Posted: 19 Jun 2012 Last Revised: 03 Jun 2017
Pengjie Gao, Christopher A. Parsons and Jianfeng Shen
University of Notre Dame - Mendoza College of Business, Marshall School of Business, University of Southern California and UNSW Business School, University of New South Wales
Downloads 672 (48,560)
Citation 12

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financial distress, equity return, individualism, overconfidence

Growth Expectations, Dividend Yields, and Future Stock Returns

Finance Down Under 2015 Building on the Best from the Cellars of Finance Paper
Number of pages: 58 Posted: 30 Oct 2014 Last Revised: 20 Nov 2014
Zhi Da, Ravi Jagannathan and Jianfeng Shen
University of Notre Dame - Mendoza College of Business, Northwestern University - Kellogg School of Management and UNSW Business School, University of New South Wales
Downloads 229 (165,830)

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Growth Expectations, Dividend Yields, and Future Stock Returns

NBER Working Paper No. w20651
Number of pages: 58 Posted: 03 Nov 2014 Last Revised: 06 Jun 2021
Zhi Da, Ravi Jagannathan and Jianfeng Shen
University of Notre Dame - Mendoza College of Business, Northwestern University - Kellogg School of Management and UNSW Business School, University of New South Wales
Downloads 33 (567,422)

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Investor Optimism, Sales Fixation and Firm Life Cycle

Number of pages: 63 Posted: 14 Nov 2012 Last Revised: 05 Feb 2014
Zhi Da, Ravi Jagannathan and Jianfeng Shen
University of Notre Dame - Mendoza College of Business, Northwestern University - Kellogg School of Management and UNSW Business School, University of New South Wales
Downloads 153 (238,620)

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firm life cycle, industry IPO wave, gross margin, growth equilibrium, limits to arbitrage

Building Castles in the Air: Evidence from Industry IPO Waves

NBER Working Paper No. w18555
Number of pages: 64 Posted: 22 Nov 2012 Last Revised: 13 Sep 2021
Zhi Da, Ravi Jagannathan and Jianfeng Shen
University of Notre Dame - Mendoza College of Business, Northwestern University - Kellogg School of Management and UNSW Business School, University of New South Wales
Downloads 24 (626,744)

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5.

The Relationship between the Frequency of News Release and the Information Asymmetry: The Role of Uninformed Trading

Journal of Banking and Finance, Vol. 37, 2013
Number of pages: 39 Posted: 03 Mar 2008 Last Revised: 10 Dec 2013
National University of Singapore (NUS) - Department of Accounting, UNSW Business School, University of New South Wales and Australian National University (ANU)
Downloads 164 (224,575)
Citation 3

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News release, Information asymmetry, PIN, Uninformed trading

6.

Hedge Fund Ownership, Funding Liquidity Constraints and Excess Return Co-Movement

29th Australasian Finance and Banking Conference 2016
Number of pages: 39 Posted: 06 Sep 2016
Jerry T. Parwada, Yixuan Rui and Jianfeng Shen
UNSW Business School, Curtin University and UNSW Business School, University of New South Wales
Downloads 163 (225,710)

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Hedge fund, Co-movement

When Does a Stock Boycott Work? Evidence from a Clinical Study of the Sudan Divestment Campaign

Journal of Business Ethics, Forthcoming
Number of pages: 54 Posted: 22 Jul 2014 Last Revised: 17 Oct 2018
Ning Ding, Jerry T. Parwada, Jianfeng Shen and Shan Zhou
University of New South Wales - Australian School of Business, UNSW Business School, UNSW Business School, University of New South Wales and University of Sydney Business School
Downloads 141 (255,217)

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Divestment; Stock boycott; Sudan; Institutional investors; Socially responsible investment; Corporate social responsivity

When Does a Stock Boycott Work? Evidence from a Clinical Study of the Sudan Divestment Campaign

Journal of Business Ethics
Number of pages: 56 Posted: 10 Jan 2018 Last Revised: 23 Sep 2019
Ning Ding, Jerry T. Parwada, Jianfeng Shen and Shan Zhou
University of New South Wales - Australian School of Business, UNSW Business School, UNSW Business School, University of New South Wales and The University of Sydney
Downloads 8 (755,825)

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Divestment; Stock boycott; Sudan; Institutional investors; Socially responsible investment; Corporate social responsibility

8.

U.S. Class Action Lawsuits Targeting Foreign Firms: The Country Spillover Effect

Journal of Corporate Finance, Forthcoming
Number of pages: 57 Posted: 24 Apr 2014 Last Revised: 03 Jun 2017
The University of New South Wales - Australian School of Business, Curtin University, UNSW Business School, University of New South Wales and University of Lethbridge Calgary Campus
Downloads 119 (289,144)
Citation 1

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Class action lawsuits; U.S.-listed foreign firms; Country Spillovers

9.

Do Foreign Investors Improve Informational Efficiency of Stock Prices? Evidence from Japan

Pacific-Basin Finance Journal, Vol. 27, 2014
Number of pages: 34 Posted: 05 Jun 2012 Last Revised: 02 Oct 2014
Wen He and Jianfeng Shen
Monash University - Department of Accounting and UNSW Business School, University of New South Wales
Downloads 112 (301,678)
Citation 1

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foreign investors, foreign investor trading, price efficiency, institutional investors, Japan

10.

Hedge Funds are on the Ball When Insiders Trade

Number of pages: 43 Posted: 03 Dec 2019 Last Revised: 24 Jul 2021
York University - Schulich School of Business, Curtin University, UNSW Business School and UNSW Business School, University of New South Wales
Downloads 104 (317,488)

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Hedge funds, Insider trading

11.

Credit Rating and Stock Return Comovement

Number of pages: 45 Posted: 11 Mar 2021 Last Revised: 24 Jul 2021
Jianfeng Shen, Huiping Zhang and Weiqi Zhang
UNSW Business School, University of New South Wales, James Cook University - College of Business, Law and Governance, and affiliation not provided to SSRN
Downloads 64 (422,761)

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Comovement, Credit rating, Investor clientele effect

12.

The Value of Institutional Brokerage Relationships: Evidence from the Collapse of Lehman Brothers

Number of pages: 41 Posted: 15 Jan 2018
UNSW Business School, UNSW Business School, University of New South Wales, UNSW Business School and University of Queensland - Business School
Downloads 50 (474,275)

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13.

Financial Transaction Tax and Market Quality: Evidence from the French FTT Regulation in 2012

27th Australasian Finance and Banking Conference 2014 Paper
Posted: 02 Jul 2014
Jerry T. Parwada, Yixuan Rui and Jianfeng Shen
UNSW Business School, Curtin University and UNSW Business School, University of New South Wales

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financial transaction tax, liquidity, migration, price informativeness

14.

Investor Extrapolation and Expected Returns

The Journal of Behavioral Finance, Vol. 11, pp. 150-160, 2010
Posted: 26 Oct 2010
Wen He and Jianfeng Shen
Monash University - Department of Accounting and UNSW Business School, University of New South Wales

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Extrapolation, Representative heuristic, Investor behavior, Expected returns, Expected earnings growth rates