Dr Jun Chen

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Senior Lecturer

Email: jun.chen@aut.ac.nz

ORCID: ORCID logo https://orcid.org/0000-0002-1914-6638

Overview:

Jun is a senior lecturer in Finance at Auckland University of Technology. Prior to his appointment at the AUT University 2010, he earned his PhD in Finance at the University of Texas at San Antonio, the United States. The courses that he is teaching include Fundamentals of Finance, Corporate Finance, Financial Modelling, Investment Analysis, and Financial Econometrics. His current research interests are in the areas of corporate finance, market microstructure, international finance, investments, and real estate. His research work has been published in refereed finance journals.

Research interests:

• Corporate Finance
• Market Microstructure
• International Finance
• Real Estate

Teaching summary:

• Fundamental of Finance
• Corporate Finance
• Financial Modelling and Data Analysis
• Investment Analysis and Risk Management
• Financial Econometrics

Research outputs:

Journal articles

  • Chen, J., Tourani-Rad, A., Xiang, J., & Yang, T. (2020). Short-sellers at home and abroad: Their respective roles in the price discovery of cross-listed firms. International Review of Finance. doi:10.1111/irfi.12317

  • Chen, J., Garel, A., & Tourani Rad, A. (2019). The value of academics: Evidence from academic independent director resignations in China. Journal of Corporate Finance, 58, 393-414. doi:10.1016/j.jcorpfin.2019.06.003

  • Jiang, H., & Chen, J. (2019). Short selling and financial reporting quality: Evidence from Chinese AH shares. Journal of Contemporary Accounting and Economics, 15(1), 118-130. doi:10.1016/j.jcae.2019.01.001

  • Yi, R., Chang, Y. W., Xing, W., & Chen, J. (2019). Comparing relative valuation efficiency between two stock markets. Quarterly Review of Economics and Finance, 9 pages. doi:10.1016/j.qref.2018.11.008

  • Chen, J., Frijns, B., Indriawan, I., & Ren, H. (2019). Turn of the month effect in the New Zealand stock market. New Zealand Economic Papers, 53(3), 288-306. doi:10.1080/00779954.2018.1513058

  • Chen, J., Chen, Y., & Frijns, B. (2017). Evaluating the tracking performance and tracking error of New Zealand exchange traded funds. Pacific Accounting Review, 29(3). doi:10.1108/PAR-10-2016-0089

  • Chen, J., Tourani-Rad, A., & Yi, R. (2016). Short sales and price discovery of Chinese cross-listed firms. International Journal of Managerial Finance, 12(4). doi:10.1108/IJMF-02-2015-0025

  • Chen, J., Kadapakkam, P. -R., & Yang, T. (2016). Short selling, margin trading, and the incorporation of new information into prices. International Review of Financial Analysis, 44(Mar). doi:10.1016/j.irfa.2016.01.002

  • Tourani-Rad, A., Gilbert, A., & Chen, J. (2016). Are foreign IPOs really foreign? Price efficiency and information asymmetry of Chinese foreign IPOs. Journal of Banking and Finance, 63. doi:10.1016/j.jbankfin.2015.08.006

  • Chen, J., Evan-Cowley, J. S., Rutherford, R. C., & Stanley, B. W. (2013). An empirical analysis of effect of housing curb appeal on sale price of newer houses. International Research Journal of Applied Finance, IV(11). Retrieved from https://digital.library.unt.edu/

  • Chen, J., & Yang, T. (2013). An empirical study of China's second board. International Journal of Economics and Finance, 5(2). doi:10.5539/ijef.v5n2p35

  • Rutherford, R. C., & Chen, J. (2012). Foreclosure, quality and spillover in residential markets. International Journal of Housing Markets and Analysis, 5(1). doi:10.1108/17538271211206662

  • Chen, J., & Rutherford, R. C. (2010). Quality & Time-on-the-Market in Residential Markets. Journal of Real Estate Finance and Economics. Retrieved from http://www.springerlink.com/content/v476t187627x8884/

  • Chen, J., Tse, Y., & Williams, M. (2009). Trading Location and Equity Returns: Evidence from US Trading of British Cross-listed Firms. Journal of International Financial Markets, Institutions and Money, 19.

  • Pondugula, S. R., Raveendran, N. N., Ergonul, Z., Deng, Y., Chen, J., Sanneman, J. D., . . . Marcus, D. C. (2006). Glucocorticoid regulation of genes in the amiloride-sensitive sodium transport pathway by semicircular canal duct epithelium of neonatal rat. Physiological Genomics, 24.

Conference contributions

  • Chen, J., Garel, A., & Tourani Rad, A. (2018). The value of academics: Evidence from academic independent director resignations in China. In New Zealand Finance Meeting. Queenstwon: Auckland Centre for Financial Research. Retrieved from https://acfr.aut.ac.nz/

  • Chen, J., Tourani-Rad, A., Xiang, J., & Yang, T. (2017). Short selling, news, and mispricing: Evidence from Chinese firms cross-listed in Hong Kong. In IFABS 2017 Oxford Conference. Oxford. Retrieved from http://ifabs.org/conference/item/69

  • Chen, J., Chen, Y., & Frijns, B. (2017). Evaluating the tracking performance and tracking error of New Zealand exchange traded funds. In 21st Annual (2017) New Zealand Finance Colloquium. Auckland. Retrieved from https://www.nzfc.ac.nz/archives/2017/index.html

  • Chen, J. (2016). Short selling and margin trading: Evidence from China. In 20th New Zealand Finance Colloquium. Queenstown. Retrieved from https://www.nzfc.ac.nz/archives/2016/schedule/

  • Chen, J., Mohr, J., & Rutherford, R. (2015). It's in the way that you use it: Combining measures of asset growth and gross profit. In 2015 Financial Management Association (FMA) Annual Meeting. Orlando. Retrieved from http://www.fma.org/past-programs

  • Chen, J., Kadapakkam, P. R., & Yang, T. (2014). Short selling and margin trading: Evidence from Chinese intra-day data. In World Finance Conference. Venice. Retrieved from https://www.world-finance-conference.com/conference.php?id=6

  • Chen, J., Kadapakkam, P. -R., & Yang, T. (2014). Short selling and margin trading: Evidence from Chinese intra-day data. In 21st Annual Conference of Multinational Finance Society (MFS) 2014. Prague. Retrieved from http://www.mfsociety.org/page.php?pageID=241

  • Chen, J., & Tourani-Rad, A. (2012). Volatility and cross-listing premium: Chinese reverse cross-listings. In 9th International Conference on Applied Financial Economics (AFE) 2012. Samos Island.

  • Chen, J., Rutherford, R., & Wang, P. (2012). The competing-risk analysis of post-IPO delistings. In 9th International Conference on Applied Financial Economics (AFE) 2012. Samos Island. Retrieved from https://www.ecbs.org/

  • Chen, J. (2011). Volatility Spillover across Global Equity Markets. In AsianFA 2011 Annual Conference. Macao. Retrieved from http://www.umac.mo/fba/conferences/asianfa2011/Conference%20Program.html

  • Chen, J., Rutherford, R., & Wang, P. (2011). The Competing-risk Analysis of post-IPO Delistings. In 15th New Zealand Finance Colloquium. Canterbury, Chrischurch. Retrieved from http://www.nzfc.ac.nz/archives/2011/programme.html

Oral presentations

  • Chen, J., & Rutherford, R. C. (2010). The Competing-risk Analysis of post-IPO Delistings.

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