Jianfeng Shen

UNSW Australia Business School, School of Banking and Finance

Sydney, NSW 2052

Australia

SCHOLARLY PAPERS

12

DOWNLOADS
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SSRN RANKINGS

Top 19,005

in Total Papers Downloads

2,497

CITATIONS
Rank 44,516

SSRN RANKINGS

Top 44,516

in Total Papers Citations

10

Scholarly Papers (12)

1.
Downloads 812 ( 28,950)
Citation 4

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 Australia Business School, School of Banking and Finance and National University of Singapore - Business School
Downloads 755 (31,531)
Citation 1

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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: 30 Mar 2010
National University of Singapore (NUS) - Department of Finance, University of Alberta - Department of Finance and Statistical Analysis, UNSW Australia Business School, School of Banking and Finance and National University of Singapore - Business School
Downloads 57 (369,284)

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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, Foster School of Business, University of Washington and UNSW Australia Business School, School of Banking and Finance
Downloads 622 (41,603)
Citation 2

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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 Australia Business School, School of Banking and Finance
Downloads 208 (145,283)

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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
Zhi Da, Ravi Jagannathan and Jianfeng Shen
University of Notre Dame - Mendoza College of Business, Northwestern University - Kellogg School of Management and UNSW Australia Business School, School of Banking and Finance
Downloads 26 (499,595)

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4.

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 Australia Business School, School of Banking and Finance and Australian National University (ANU)
Downloads 156 (188,163)

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News release, Information asymmetry, PIN, Uninformed trading

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 Australia Business School, School of Banking and Finance
Downloads 135 (212,429)

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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
Zhi Da, Ravi Jagannathan and Jianfeng Shen
University of Notre Dame - Mendoza College of Business, Northwestern University - Kellogg School of Management and UNSW Australia Business School, School of Banking and Finance
Downloads 20 (537,190)

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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 Australia Business School, School of Banking and Finance, UNSW Australia Business School, School of Banking and Finance and UNSW Australia Business School, School of Banking and Finance
Downloads 145 (199,909)

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Hedge fund, Co-movement

7.

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 Australia Business School, School of Banking and Finance, UNSW Australia Business School, School of Banking and Finance and University of Sydney Business School
Downloads 123 (227,583)

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

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, UNSW Australia Business School, School of Banking and Finance, UNSW Australia Business School, School of Banking and Finance and University of Lethbridge Calgary Campus
Downloads 110 (246,867)

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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
University of Queensland - Business School and UNSW Australia Business School, School of Banking and Finance
Downloads 103 (258,504)

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

10.

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

Number of pages: 41 Posted: 15 Jan 2018
UNSW Australia Business School, School of Banking and Finance, UNSW Australia Business School, School of Banking and Finance, UNSW Business School and University of Queensland - Business School
Downloads 37 (434,433)

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11.

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 Australia Business School, School of Banking and Finance, UNSW Australia Business School, School of Banking and Finance and UNSW Australia Business School, School of Banking and Finance

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financial transaction tax, liquidity, migration, price informativeness

12.

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
University of Queensland - Business School and UNSW Australia Business School, School of Banking and Finance

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