Tengjia (Jasmine) Shu

[1] From Stock Return Predictability to Mutual Fund Performance: A Machine Learning Approach (Job market paper)

Presentations:  University of Iowa, Loyola Univeristy Chicago, San Deigo State University, New Jersey Institute of Technology, Central University of Finance and Economics, The University of Queensland, University of Illinois Chicago

[2] Identifying Signals of the Cross Section of Stock Returns: A Bayesian-based Machine Learning Approach  (with Ashish Tiwari)

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3898282

Presentations:  2021 SoFiE, 2021 FMA, 2021 EEA-ESEM, University of Iowa

Awards: The 3rd Prize at 2021 Chicago Quantitative Alliance (CQA) Academic Competition

                Semi-finalist of Best Paper Award, 2021 FMA

                2020 Best Paper Award, Department of Finance, Tippie College of Business, Univeristy of Iowa

[3] Evaluating Hedge Funds with Machine Learning-Based Benchmarks (with Ashish Tiwari)

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4215002

Presentations: Lehigh University*, 2022 FMA

Awards: Semi-finalist of Best Paper Award, 2022 FMA

[4] The Wall and Wall Street (with Wei Li and Tong Yao)

Presentations:  University of Iowa

Awards: 2021 Best Paper Award, Department of Finance, Tippie College of Business, Univeristy of Iowa

[1] Common idiosyncratic volatility and returns: From an investment horizon perspective, International Journal of Finance & Economics  (with Libo Yin and Zhi Su). 24.1 (2019): 370-390.

https://onlinelibrary.wiley.com/doi/abs/10.1002/ijfe.1668

[2] The pricing effect of the common pattern in firm-level idiosyncratic volatility: Evidence from A-Share stocks of China, Physica A: Statistical Mechanics and its Applications  (with Libo Yin and Zhi Su). 497 (2018): 218-235.

https://www.sciencedirect.com/science/article/abs/pii/S0378437118300049

2022

Financial Management Association (FMA) Annual Meeting (scheduled)

Lehigh University*

University of Iowa

2021

Financial Management Association (FMA) Annual Meeting

Chicago Quantitative Alliance (CQA) Academic Competition (the 3rd prize)

EEA-ESEM (European Economic Association) 

Thirteenth Annual SoFiE Conference

University of Iowa (X2)

Ad Hoc Reviewer

Journal of Empirical Finance

Physica A: Statistical Mechanics and its Applications

Discussant

2021 FMA Annual Meeting