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The Australian National University

Dr Jing Shi

PhD, BComm (Hon 1)

Position(s):Associate Professor and Reader
Email:jing.shi@anu.edu.au
Phone:Ext. 54864
(+61) 2 612 54864
Fax:(+61) 2 612 50087
Office:Room 4.42
College of Business and Economics Building (26C)
Mailing Address:
Research School of Finance, Actuarial Studies and Applied Statistics
ANU College of Business and Economics
College of Business and Economics Building 26C
The Australian National University
Canberra ACT 0200
Australia
Jing Shi

(PDF 36KB)

Disciplines & research interests

  • Finance

Corporate Governance; Networking; Dividend Policy; IPOs; Market Efficiency

Further information

 

Working Papers:

"Does Market Transition Eclipse the Value of Firms’ Political Connections? A Longitudinal Study of Publicly Listed Firms in China" with Jia Nan and Yongxiang Wang.

 

Recent Publications:

"Coinsurance within Business Groups: Evidence from Related Party Transactions in an Emerging Market", forthcoming at Management Science.

"Price and volatility dynamics between securitized real estate spot and futures markets", Economic Modelling, 2013, Vol. 35, pp. 582-592.

"Do heterogeneous background risks matter to households' asset allocation?", Asia-Pacific Journal of Financial Studies, 2013, Vol. 42, pp. 563-589.

“The impact of terrorism on global equity market integration”, Australian Journal of Management, 2012, Vol. 37 (1), pp. 47-60.

“IPO Trading without Market Makers or Underwriter Price Support”, Financial Review, 2011, Vol. 46, pp. 459-488.

 Heterogeneous Investor’s Reaction to Exchange Rate Movement”, Emerging Markets Finance and Trade, 2011, Vol. 47, pp. 7-22.

 “Foreign Direct Investment and International Stock Market Integration”, Australian Journal of Management, Dec 2010, Vol. 35, No. 3, pp. 265-290.

 “Political regimes, business cycles, seasonalities, and returns”, Journal of Banking and Finance, 2009, Vol. 33, Issue 6, pp. 1112-1128.

 “Common divisor, dividend yield and return predictability”, International Review of Finance, Vol. 9, Issue 4, 2009, pp. 335-357.

 “Does the Law of One Price Hold Better under Flexible Exchange Systems?”, Journal of Multinational Financial Management, 2009, vol. 19, pp. 306-322.

 “Do secondary shares in the IPO process have a negative effect on aftermarket performance?” Journal of Banking and Finance, 2007, Vol. 31, No. 9, pp. 2612-2631.

 “Chinese Stock Market Cyclical Regimes: 1991-2006”, Economics Letters, 2007, Vol. 97, No. 3, pp. 235-239.

 “The Persistent Presidential Dummy”, Journal of Portfolio Management, 2007, Vol. 33, No. 2, pp. 133-143.

 “A test for long term cyclical clustering of stock market regimes", Australian Journal of Management, 2007, Vol. 32, No. 2, pp. 205-221.

Updated: 17 April 2014 /Responsible Officer: Dean, Business & Economics /Page Contact: College Web Team