Welcome! My name is Shuaiyu Chen.

I’m an Assistant Professor of Finance at Mitchell E. Daniels, Jr. School of Business, 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

The fund flows are negatively related to fund performance approximately six to ten years prior, reflecting investor disappointment.

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

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

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

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

Experience

PREVIOUS ASSOCIATIONS THAT HELPED TO GATHER EXPERIENCE

 
 
 
 
 

Assistant Professor of Management (Finance Area)

Mitchell E. Daniels, Jr. School of Business, Purdue University

Aug 2021 – Present Indiana

Contact

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