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.

Shuaiyu Chen

I do theoretically-motivated empirical research on the following topics:

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Ph.D. Finance, 2021

University of Rochester, USA
M.S. Applied Mathematics and Statistics, 2015

Johns Hopkins University, USA
B.S. Mathematical Economics, 2013

Central University of Finance and Economics, China

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.

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

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

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

with Ping Liu and Yan Liu

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

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PREVIOUS ASSOCIATIONS THAT HELPED TO GATHER EXPERIENCE

Aug 2021 – Present Indiana

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