Welcome! My name is Shuaiyu Chen.

I’m an Assistant Professor of Finance at Krannert School of Management, Purdue University.

My research interests include empirical asset pricing, asset management, securities lending, and information economics.

Research Papers

AN ESTABLISHED THEORY SUPPORTED BY VALID DATA HAS THE STRONG POWER OF PREDICTION

ETF options offer a unique device for hedge funds to exploit their information about volatilities in different asset markets.

PPS decreases in both short- and long-run volatilities, but only the short-run volatility affects executives' incentive.

The delegated OTC nature of the securities lending market plays a critical role in shaping market participants’ payoffs and valuations.

When stocks overweighted by active mutual funds outperform other stocks, the S&P 500 tends to do well the next day, and vice-versa.

A media outlet issues more positive news coverage of a firm when they have common institutional investors.

Experience

PREVIOUS ASSOCIATIONS THAT HELPED TO GATHER EXPERIENCE

 
 
 
 
 

Assistant Professor of Finance

Krannert School of Management, Purdue University

Aug 2021 – Present Indiana

Reference

PEOPLE WHO HAVE FIRST-HAND KNOWLEDGE ABOUT ME

Ron Kaniel

Robert Novy-Marx

Alan Moreira

Christian Opp

Contact

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