Siyi SHEN

Publications

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
Teaching Area

Finance

Research

Empirical Asset Pricing, Behavioral Finance, Fintech.

PublicationsInfo

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)