Ke Shen

Lehigh University - College of Business

Assistant Professor

Bethlehem, PA 18015

United States

SCHOLARLY PAPERS

4

DOWNLOADS

1,036

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

ETF Heartbeat Trades, Tax Efficiencies, and Clienteles: The Role of Taxes in the Flow Migration from Active Mutual Funds to ETFs

Number of pages: 79 Posted: 11 Dec 2020 Last Revised: 13 May 2021
Villanova University - Department of Finance, Lehigh University - College of Business and Villanova University - Department of Finance
Downloads 488 (70,922)

Abstract:

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ETFs, Mutual Funds, Capital Gains, Tax Deferral, Fund Flows, Heartbeats, High-Net-Worth Individuals, Step-up Basis

2.

Costly Information Production, Information Intensity, and Mutual Fund Performance

Number of pages: 61 Posted: 03 Mar 2017 Last Revised: 23 Nov 2018
Washington State University, Lehigh University - College of Business, University of Maryland - Robert H. Smith School of Business and University of Iowa - Henry B. Tippie College of Business
Downloads 365 (99,746)
Citation 1

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information intensity; performance persistence

3.

Redemption in Kind and Mutual Fund Liquidity Management

Number of pages: 59 Posted: 01 Apr 2020 Last Revised: 16 Dec 2020
Georgia State University, Renmin University of China - School of Business, Lehigh University - College of Business and Lehigh University - College of Business
Downloads 154 (231,530)

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redemption in kind, mutual fund, runs, liquidity management

4.

Heterogeneous Turnover-Performance Relations

Journal of Banking and Finance, Forthcoming
Number of pages: 51 Posted: 17 Feb 2021
Ke Shen, Lin Tong and Tong Yao
Lehigh University - College of Business, Fordham University - Finance Area and University of Iowa - Henry B. Tippie College of Business
Downloads 29 (569,735)
Citation 1

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Mutual funds, Portfolio turnover, Performance persistence