Index - Assistant Professor

Name

Siyi SHEN

Title

Assistant Professor

Education Background

Ph.D. in Finance, Boston College
M.S. in Quantitative Finance, Fordham University
B.A. in Finance, Zhejiang University of Technology

Research

Empirical Asset Pricing, Behavioral Finance, Fintech.

Personal Website

shensiyi@cuhk.edu.cn

Office Address

Phone

Teaching Area

Finance

Other

Biography

Siyi Shen is currently an Assistant 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.

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Awards and honors

Publications

Publications

[1] Flattening the Illiquidity Curve: Retail Trading During the COVID-19 Lockdown (with Gideon Ozik and Ronnie Sadka), Journal of Financial and Quantitative Analysis, forthcoming.

Working Papers

1. Do Short-sale Constraints Restrict Negative Information Revelation?, with Xi Dong (Baruch College), Hong Liu (Washington University in St. Louis), and Yajun Wang (Baruch College)

2. Political Ties and Predictable Returns

3. Media Reinforcement in International Financial Markets, with Kenneth Froot (Harvard Business School), Xiaoxia Lou (University of Delaware), Gideon Ozik (EDHEC), and Ronnie Sadka (Boston College)

4. Liquidity-driven Volume and the Idiosyncratic Volatility Puzzle, with Ronnie Sadka (Boston College)

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