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Research Outputs

2020

Foreign ownership in Chinese credit ratings industry: information revelation or certification?

Hu, X., Shi, J., Wang, L. & Yu, J., 10 Jul 2020, In : Journal of Banking and Finance. 118, 19 p., 105891.

Research output: Contribution to journalArticle

Institutional quality, investment efficiency, and the choice of public–private partnerships

Dao, N. H., Marisetty, V. B., Shi, J. & Tan, M., 1 Jun 2020, In : Accounting and Finance. 60, 2, p. 1801-1834 34 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)

Large-scale minimum variance portfolio allocation using double regularization

Bian, Z., Liao, Y., O'Neill, M., Shi, J. & Zhang, X., Jul 2020, In : Journal of Economic Dynamics and Control. 116, 16 p., 103939.

Research output: Contribution to journalArticle

Parasites and paragons: Ownershipr reform and concentrated interest among minority shareholders

Jia, N., Shi, J., Wang, C. & Wang, Y., Jan 2020, In : Journal of Management Studies. 57, 1, p. 129-162 34 p.

Research output: Contribution to journalArticle

Rating shopping: evidence from the Chinese corporate debt security market

Chang, Z., Hu, X., Pan, Z. & Shi, J., 6 Jul 2020, In : Accounting and Finance. 28 p.

Research output: Contribution to journalArticle

Should financial gatekeepers be publicly traded?

Huang, H., Li, M. & Shi, J., 1 Jun 2020, In : Journal of business ethics. 164, 1, p. 175-200 26 p.

Research output: Contribution to journalArticle

Social ties and the selection of China's political elite

Fisman, R., Shi, J., Wang, Y. & Wu, W., Jun 2020, In : American Economic Review. 110, 6, p. 1752-1781 30 p.

Research output: Contribution to journalArticle

Open Access
2019

CRA reputation and bond yield: evidence from the Chinese bond market

Hu, X., Huang, H., Shi, J. & Wang, H., 1 Apr 2019, In : Asia-Pacific Journal of Financial Studies. 48, 2, p. 185-209 25 p.

Research output: Contribution to journalArticle

3 Citations (Scopus)

Dynamic expected shortfall: A spectral decomposition of tail risk across time horizons

Bu, D., Liao, Y., Shi, J. & Peng, H., Nov 2019, In : Journal of Economic Dynamics and Control. 108, p. 1-15 15 p., 103753.

Research output: Contribution to journalArticle

1 Citation (Scopus)

Information asymmetry and credit rating: A quasi-natural experiment from China

Hu, X., Huang, H., Pan, Z. & Shi, J., Sep 2019, In : Journal of Banking and Finance. 106, p. 132-152 21 p.

Research output: Contribution to journalArticle

6 Citations (Scopus)

Locational effects and the cost of corporate bonds: the role of information

Hu, T., Hu, X., Huang, H., Shi, J. & Wang, H., 1 Nov 2019, In : Accounting and Finance. 59, S2, p. 1977-2016 40 p.

Research output: Contribution to journalArticle

3 Citations (Scopus)
2018

Dividend persistence and dividend behaviour

Chan, K. F., Powell, J. G., Shi, J. & Smith, T., Mar 2018, In : Accounting and Finance. 58, 1, p. 127-147 21 p.

Research output: Contribution to journalArticle

4 Citations (Scopus)

Social ties and favoritism in Chinese science

Fisman, R., Shi, J., Wang, Y. & Xu, R., 2018, In : Journal of Political Economy. 126, 3, p. 1134-1171 38 p.

Research output: Contribution to journalArticle

16 Citations (Scopus)

The Interdependence of public and private stakeholder influence: A study of political patronage and corporate philanthropy in China

Jia, N., Shi, J. & Wang, Y., 2018, Sustainability, stakeholder governance, and corporate social responsibility. Dorobantu, S., Aguilera, R. V., Luo, J. & Milliken, F. J. (eds.). Bingley: Emerald Publishing, p. 69-93 25 p. (Advances in Strategic Management; vol. 38).

Research output: Chapter in Book/Report/Conference proceedingChapter

Twenty years of accounting and finance research on the Chinese capital market

Han, J., He, J., Pan, Z. & Shi, J., Dec 2018, In : Abacus. 54, 4, p. 576-599 24 p.

Research output: Contribution to journalArticle

29 Citations (Scopus)

Value creation and value capture in governing shareholder relationships: evidence from a policy experiment in an emerging market

Jia, N., Shi, J. & Wang, Y., Sep 2018, In : Strategic Management Journal. 39, 9, p. 2466-2488 23 p.

Research output: Contribution to journalArticle

6 Citations (Scopus)
2017

The dynamics of political embeddedness in China

Haveman, H., Jia, N., Shi, J. & Wang, Y., 2017, In : Administrative Science Quarterly. 62, 1, p. 67-104 38 p.

Research output: Contribution to journalArticle

65 Citations (Scopus)
2016

External finance and dividend policy: a twist by financial constraints

He, Z., Chen, X., Huang, W., Pan, R. & Shi, J., Dec 2016, In : Accounting and Finance. 56, 4, p. 935-959 25 p.

Research output: Contribution to journalArticle

8 Citations (Scopus)

Why do firms pay stock dividends: is it just a stock split?

He, X., Li, M., Shi, J. & Twite, G., Aug 2016, In : Australian Journal of Management. 41, 3, p. 508-537 30 p.

Research output: Contribution to journalArticle

2 Citations (Scopus)
2015

Investor heterogeneity and commonality in stock return and liquidity

Pan, D., Shi, J., Wu, F. & Zhang, B., Sep 2015, In : Economic Systems. 39, 3, p. 458-473 16 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)

Should stock market return forecasts be conditioned on politics?

Powell, J. G., Qian, M., Shi, J. & Zhu, Q., 1 Nov 2015, In : Australian Journal of Management. 40, 4, p. 672-700 29 p.

Research output: Contribution to journalArticle

2 Citations (Scopus)
2014

The differential impact of the bank–firm relationship on IPO underpricing: evidence from China

Hao, X., Shi, J. & Yang, J., 2014, In : Pacific-Basin finance journal. 30, p. 207-232

Research output: Contribution to journalArticle

10 Citations (Scopus)

Volatile market condition and investor clientele effects on mutual fund flow performance relationship

Xiao, J., Li, M. & Shi, J., Sep 2014, In : Pacific-Basin finance journal. 29, p. 310-334 25 p.

Research output: Contribution to journalArticle

20 Citations (Scopus)
2013

Coinsurance within business groups: evidence from related party transactions in an emerging market

Jia, N., Shi, J. & Wang, Y., Oct 2013, In : Management Science. 59, 10, p. 2295-2313 19 p.

Research output: Contribution to journalArticle

43 Citations (Scopus)

Do heterogeneous background risks matter to households' asset allocation?

Cai, M., Shi, J., Ni, Y. & Pan, R., Aug 2013, In : Asia-Pacific Journal of Financial Studies. 42, 4, p. 563-589 27 p.

Research output: Contribution to journalArticle

2 Citations (Scopus)

Price and volatility dynamics between securitized real estate spot and futures markets

Shi, J. & Wu, T., 2013, In : Economic Modelling. 35, p. 582-592

Research output: Contribution to journalArticle

5 Citations (Scopus)
2012

The impact of terrorism on global equity market integration

Bilson, C., Braislford, T., Hallet, A. & Shi, J., 2012, In : Australian Journal of Management. 37, 1, p. 47-60 14 p.

Research output: Contribution to journalArticle

11 Citations (Scopus)
2011

Heterogeneous investor’s reaction to exchange rate movement: new evidence from a unique emerging market

Bae, S., Li, M. & Shi, J., 2011, In : Emerging Markets Finance and Trade. 47, Sup 1, p. 7-22 16 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)

IPO trading without market makers or underwriter price support

Bradley, D., Li, M. & Shi, J., 2011, In : Financial Review. 46, 3, p. 459-483 25 p.

Research output: Contribution to journalArticle

2 Citations (Scopus)
2010

Foreign direct investment and international stock market integration

Shi, J., Bilson, C., Powell, J. G. & Wigg, J., 2010, In : Australian Journal of Management. 35, 3, p. 265-290

Research output: Contribution to journalArticle

13 Citations (Scopus)
2009

Common divisors, payout persistence, and return predictability

Powell, J., Shi, J., Smith, T. & Whaley, R., Dec 2009, In : International Review of Finance. 9, 4, p. 335-357 23 p.

Research output: Contribution to journalArticle

Does the law of one price hold better under a flexible exchange rate system?

Bae, S., Li, M. & Shi, J., Oct 2009, In : Journal of Multinational Financial Management. 19, 4, p. 306-322 17 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)

Political regimes, business cycles, seasonalities, and returns

Powell, J. G., Shi, J., Smith, T. & Whaley, R. E., Jun 2009, In : Journal of Banking and Finance. 33, 6, p. 1112-1128 17 p.

Research output: Contribution to journalArticle

12 Citations (Scopus)
2008

Valuation uncertainty risk compensation and IPO prospectus earnings forecasts

Shi, J., Bilson, C. M. & Powell, J. G., 2008, In : Applied Economics Letters. 15, 5, p. 331-335 5 p.

Research output: Contribution to journalArticle

2007

A test for long-term cyclical clustering of stock market regimes

Powell, J., Roa, R., Shi, J. & Xayavong, V., 2007, In : Australian Journal of Management. 32, 2, p. 205-221 17 p.

Research output: Contribution to journalArticle

3 Citations (Scopus)

Chinese stock market cyclical regimes: 1991-2006

Yan, W., Powell, J. G., Shi, J. & Xu, W., Dec 2007, In : Economics Letters. 97, 3, p. 235-239 5 p.

Research output: Contribution to journalArticle

21 Citations (Scopus)

Do secondary shares in the IPO process have a negative effect on aftermarket performance?

Brau, J. C., Li, M. & Shi, J., Sep 2007, In : Journal of Banking and Finance. 31, 9, p. 2612-2631 20 p.

Research output: Contribution to journalArticle

19 Citations (Scopus)

The decision to voluntarily provide an IPO prospectus earnings forecast

Bilson, C. M., Heaney, R. A., Powell, J. G. & Shi, J., Mar 2007, In : Applied Financial Economics Letters. 3, 2, p. 99-102 4 p.

Research output: Contribution to journalArticle

1 Citation (Scopus)

The persistent presidential dummy

Powell, J. G., Jing, S., Smith, T. & Whaley, R. E., Dec 2007, In : Journal of Portfolio Management. 33, 2, p. 133-143 11 p.

Research output: Contribution to journalArticle

24 Citations (Scopus)
2005

Two centuries of bull and bear market cycles

Gonzalez, L., Powell, J. G., Shi, J. & Wilson, A., 2005, In : International Review of Economics and Finance. 14, 4, p. 469-486 18 p.

Research output: Contribution to journalArticle

46 Citations (Scopus)
2004

Modelling the behaviour of the new issue market

Brailsford, T., Heaney, R. & Shi, J., 2004, In : International Review of Financial Analysis. 13, 2, p. 119-132 14 p.

Research output: Contribution to journalArticle

11 Citations (Scopus)
2002

Detection of financial time series turning points: a new CUSUM approach applied to IPO cycles

Blondell, D., Hoang, P., Powell, J. G. & Shi, J., May 2002, In : Review of Quantitative Finance and Accounting. 18, 3, p. 293-315 23 p.

Research output: Contribution to journalArticle

13 Citations (Scopus)
1999

Endowment warrant valuation

Hoang, P., Powell, J. G. & Shi, J., Sep 1999, In : Journal of Derivatives. 7, 1, p. 91-103 13 p.

Research output: Contribution to journalArticle

2 Citations (Scopus)
1998

Measuring the relative efficiency of fund management strategies in New Zealand using a spreadsheet-based stochastic data envelopment analysis model

Premachandra, I. M., Powell, J. G. & Shi, J., 1998, In : Omega. 26, 2, p. 319-331 13 p.

Research output: Contribution to journalArticle

21 Citations (Scopus)