Shen Zhao : Citation Profile

University of Macau

3

H index

2

i10 index

113

Citations

RESEARCH PRODUCTION:

3

Articles

RESEARCH ACTIVITY:

   6 years (2017 - 2023). See details.
   Cites by year: 18
   Journals where Shen Zhao has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh1194
   Updated: 2026-08-08    RAS profile: 2025-03-07    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Shen Zhao.

Is cited by:

faff, robert (2)

Hall, Joshua (2)

Joliet, Robert (2)

Kouretas, Georgios (2)

Caporale, Guglielmo Maria (2)

Ahmed, Walid (1)

Conlon, Thomas (1)

Ji, Qiang (1)

Tang, Guohao (1)

Li, Kai (1)

Anderson, Robert (1)

Cites to:

Shleifer, Andrei (9)

French, Kenneth (7)

Weil, Philippe (7)

Campbell, John (7)

Stambaugh, Robert (6)

Wurgler, Jeffrey (6)

Barber, Brad (6)

Fama, Eugene (5)

Xing, Yuhang (5)

Lee, Charles (5)

Odean, Terrance (5)

Main data

Where Shen Zhao has published?

Journals with more than one article published# docs
Journal of Monetary Economics2

Recent works citing Shen Zhao (2025 and 2024)

YearTitle of citing document
2024Global investor sentiment and bank performance: Evidence from African banks. (2024). Oyetade, Damilola Tope ; Muguto, Hilary Tinotenda ; Muzindutsi, Paul-Francois. In: Finance, Accounting and Business Analysis. RePEc:aan:journl:v:6:y:2024:i:2:p:145-158.

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2024Bounded Rationality in Central Bank Communication. (2024). Lee, Choong Lyol ; Kim, Wonseong. In: Papers. RePEc:arx:papers:2411.04286.

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2025Predicting the equity premium with a high‐threshold risk level and the price of risk. (2025). Stivers, Chris ; Bansal, Naresh. In: Financial Management. RePEc:bla:finmgt:v:54:y:2025:i:1:p:123-145.

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2025Which proxy: Capturing lottery feature through aggregation. (2025). Zhou, Guofu ; Zhu, Yifeng ; Jiang, Lei. In: Financial Management. RePEc:bla:finmgt:v:54:y:2025:i:2:p:331-362.

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2024Sentiment and the cross‐section of expected stock returns. (2024). Lin, Nanying ; Lu, Lei ; Jacoby, Gady ; Liao, Chi. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:459-485.

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2026Analyst Forecast Dispersion and Market Quality Surrounding the FOMC Announcement. (2026). Frijns, Bart ; Zhang, Hengbin ; Touranirad, Alireza ; Indriawan, Ivan. In: The Financial Review. RePEc:bla:finrev:v:61:y:2026:i:2:p:513-531.

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2025Registration system reform, information environment, and market manipulation. (2025). Wu, Weili ; Liu, Xiao ; Jiang, JI ; Chen, Yangfa. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s0929119925000653.

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2025Do factor models capture both sentiment and limited attention?. (2025). Duan, Xinrui ; Guo, LI ; Tu, Jun ; Li, Frank Weikai. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:181:y:2025:i:c:s0165188925001691.

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2025Interconnectedness and determinants of sectoral stock markets in China: Insights from higher-order moment contagion analysis. (2025). Gao, Yang ; Zhao, Wandi ; Zhang, Mengwan ; Cao, Jiawen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:87:y:2025:i:c:p:831-859.

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2024Does the gender composition of local governments matter for firms’ information environment? Evidence from China. (2024). Wang, Zhao ; He, Yali ; Jiang, Tianqi. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004261.

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2024Dynamic credit risk transmissions among global major industries: Evidence from the TVP-VAR spillover approach. (2024). Choi, Sun-Yong ; Lim, Seo-Yeon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001761.

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2024Benefiting from the frightened herd: Dynamic asset allocation amid panic sentiment. (2024). Shi, Yongdong ; Wu, Fenglin ; Dong, Zibing ; Li, Yanshuang ; Xiong, Xiong. In: Economics Letters. RePEc:eee:ecolet:v:245:y:2024:i:c:s0165176524005366.

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2025Maxing out short-term reversals in weekly stock returns. (2025). Chen, Chen ; Cohen, Andrew ; Liang, Qiqi ; Sun, Licheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000301.

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2024Coal price shocks, investor sentiment, and stock market returns. (2024). Ding, Zhihua ; Liu, Zhenhua ; Chen, Shumin ; Zhong, Hongyu. In: Energy Economics. RePEc:eee:eneeco:v:135:y:2024:i:c:s014098832400327x.

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2025Does R&D make stocks lottery-like?. (2025). Zhang, Lingxiao ; Gao, Yuanqi ; Luo, QI ; Li, Chuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007725.

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2024Asymmetry, earnings announcements, and the beta-return relation. (2024). faff, robert ; Kim, Young-Mee ; Lee, Deok-Hyeon ; Min, Byoung-Kyu. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009723.

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2026Investor sentiment and the crash risk of anomalies. (2026). Hu, Yunke Katelyn ; Chue, Timothy K. In: Finance Research Letters. RePEc:eee:finlet:v:88:y:2026:i:c:s1544612325024110.

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2026Speculation around celebration: Holiday, January, and lottery stocks in Korea. (2026). Goh, Jihoon ; Jeong, Giho ; Kim, Donghoon. In: Finance Research Letters. RePEc:eee:finlet:v:90:y:2026:i:c:s1544612325026005.

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2024Institutional herding and investor sentiment. (2024). Guo, XU ; Li, Shenru ; Zhang, Chengping. In: Journal of Financial Markets. RePEc:eee:finmar:v:68:y:2024:i:c:s1386418124000090.

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2024Leveraged trading and stock returns: Evidence from international stock markets. (2024). Chen, Zhuo ; Wang, Zhengwei ; Li, Pengfei ; Zhang, Bohui. In: Journal of Financial Markets. RePEc:eee:finmar:v:69:y:2024:i:c:s1386418124000259.

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2026Do investors gamble with going-concern firms?. (2026). Taffler, Richard J ; Kausar, Asad ; Kumar, Alok. In: Journal of Financial Markets. RePEc:eee:finmar:v:77:y:2026:i:c:s1386418125000515.

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2025Regret to reward: Investor regret and the cross-sectional stock returns in the Chinese market. (2025). Nguyen, Harvey ; Le, Anh Tuan. In: Global Finance Journal. RePEc:eee:glofin:v:68:y:2025:i:c:s1044028325001322.

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2025Option price asymmetry, speculation and stock short-sale cost. (2025). Zhang, Yuanyi ; Ma, Jiantao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:180:y:2025:i:c:s0378426625001591.

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2024State-dependent intertemporal risk-return tradeoff: Further evidence. (2024). Chelikani, Surya ; Nam, Kiseok ; Marks, Joseph M. In: Journal of Economics and Business. RePEc:eee:jebusi:v:130:y:2024:i:c:s0148619524000031.

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2024Macroeconomic perceptions, financial constraints, and anomalies. (2024). Yu, Jianfeng ; Su, Zhiwei ; He, Wei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:162:y:2024:i:c:s0304405x24001752.

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2025Which investor corrects mispricing around earnings announcements?. (2025). Goh, Jihoon ; Jeon, Byounghyun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000824.

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2024Dual effects of investor sentiment and uncertainty in financial markets. (2024). Seok, Sangik ; Cho, Hoon ; Ryu, Doojin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:300-315.

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2025Revisiting the role of investor sentiment in the stock market. (2025). Tiwari, Aviral ; Pham, Huy. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002527.

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2024Has digital transformation enhanced the resilience of manufacturing enterprises?. (2024). Zhan, Yuqing ; Li, Wanhong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006804.

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2025Newly-constructed Chinese geopolitical risk index and trade stock returns. (2025). Gözgör, Giray ; Zeng, Qing ; Zhang, Jixiang ; Bouri, Elie. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004987.

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2025Does Investor Sentiment Influence South African ETF Flows During Different Market Conditions?. (2025). Ferreira-Schenk, Sune ; Shenjere, Paidamoyo Aurleen ; Moodley, Fabian. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:1:p:10-:d:1561416.

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2025Harnessing the Power of Past Triumphs: Unleashing the MAX Effect’s Potential in Emerging Market Returns. (2025). Gherghina, Tefan Cristian ; Yildirim, Durmu ; Dogan, Mesut. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:3:p:128-:d:1696759.

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2025Investor Sentiment and the Pricing of Macro Risks for Hedge Funds. (2025). Chen, Zhuo ; Zhu, Xiaoquan ; Lu, Andrea. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:2:p:1623-1645.

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2026Uncertainty Risk Resolution Before Earnings Announcements. (2026). Zhang, Xiaoyan ; Hu, Grace Xing ; Gao, Chao. In: Management Science. RePEc:inm:ormnsc:v:72:y:2026:i:3:p:1835-1857.

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2026Systematic Mispricing of Speculative Stocks and the Cross-Sectional Risk-Return Trade-off. (2026). Young, Trevor ; Mohrschladt, Hannes ; Birru, Justin. In: Management Science. RePEc:inm:ormnsc:v:72:y:2026:i:7:p:6083-6103.

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2025Nonlinear Relationship Between Investor Sentiment and Conditional Volatility in Emerging Equity Markets. (2025). Hassan, Arshad ; Andleeb, Rameeza. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:1:d:10.1007_s10690-024-09449-8.

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2024Impacts of investors sentiment, uncertainty indexes, and macroeconomic factors on the dynamic efficiency of G7 stock markets. (2024). Naoui, Kamel ; Mensi, Walid ; Belhoula, Mohamed Malek. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:3:d:10.1007_s11135-023-01780-y.

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2024Does firm life cycle stage affect investor perceptions? Evidence from earnings announcement reactions. (2024). Tayal, Jitendra ; Singal, Vijay ; Lovelace, Kelley Bergsma ; Fodor, Andy. In: Review of Accounting Studies. RePEc:spr:reaccs:v:29:y:2024:i:2:d:10.1007_s11142-022-09749-2.

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2024Predictive Accuracy of Impulse Responses Estimated Using Local Projections and Vector Autoregressions. (2024). Spagnolo, Nicola ; Sola, Martin ; Psaradakis, Zacharias ; Yunis, Patricio ; Rapetti, Francisco. In: Department of Economics Working Papers. RePEc:udt:wpecon:2024_02.

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Works by Shen Zhao:

YearTitleTypeCited
2020Time-varying demand for lottery: Speculation ahead of earnings announcements In: Journal of Financial Economics.
[Full Text][Citation analysis]		article21
2023The macroeconomic announcement premium and information environment In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article3
2017Investor sentiment and economic forces In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article89

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