Index - Assistant Professor

Name

Shen ZHAO

Title

Assistant Professor

Education Background

Ph.D., Hong Kong University of Science and Technology in 2016,
M.S. in Finance, Washington Universityin Saint Louis MBA,
B.S. in Economics, University of International Economics and Business.

Research

Empirical asset pricing, macroeconomics, information diffusion, uncertainty, predictability behavioral finance

Personal Website

shenzhao@cuhk.edu.cn

Office Address

Phone

Teaching Area

Finance

Other

Biography

Shen Zhao received her Ph.D in Finance from Hong Kong University of Science and Technology. Prior to that, she received a Bachelor’s degree in Economics from University of International Economics and Business, and a Master's degree in MBA / Finance from Washington Universityin Saint Louis. Her research interests include Empirical asset pricing, Macroeconomics, Market frictions, Information diffusion, Financial economics Courses.

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Awards and honors

Publications

Working Papers

· The macroeconomic announcement premium and information uncertainty 2022. Chu Zhang and Shen Zhao. Working paper.

· Do security analysts herd? : macroeconomic uncertainty and earning forecast dispersion 2022. Shen Zhao and Guofu Zhou. Working paper.

· Predictability and Uncertainty 2022. Shen Zhao and Guofu Zhou. Working paper

· The earning announcement premium and information uncertainty 2021, Chu Zhang and Shen Zhao. Working paper

· Uncertainty effects on stock price reaction to Federal Reserve policy. Shen Zhao 2020. Working paper.

Publication

· Time-varying demand for lottery: Speculation ahead of earnings announcements. Bibuo Liu, Huijun Wang, Jianfeng Yu, and Shen Zhao 2020. Journal of Financial Economics 138 789-817.

· Investor Sentiment and economic forces. Junyan Shen, Jianfeng Yu and Shen Zhao 2017 Journal of Monetary Economics 86 1-27.

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