Siyi Shen is currently an Assitant Professor in Finance at the School of Management and Economics at The Chinese University of Hong Kong (Shenzhen).  His research interests are in the areas of asset pricing, capital market, and fintech. He received a Ph.D. in Finance from Boston College in 2019.

Academic Publications

Working Papers:

1. Political Ties and Predictable Returns

2. Media Reinforcement in International Financial Markets (with Kenneth Froot, Xiaoxia Lou, Gideo Ozik, and Ronnie Sadka)

3. Liquidity-driven Volume and the Idiosyncratic Volatility Puzzle (with Ronnie Sadka)