You won't see the <p> in the html view in WordPress by default but a space in the content indicates where one is.
In the html view do you have a space above the shortcode? If so remove it. If you have no space above the shortcode you could use CSS like below to create the illusion of no p tag.
margin-top: -30px !important;
Originally Posted by joe hark
The code, seen in the page's HTML view, is
[slideshow] The <strong>Indian-American Bar Association of Chicago</strong> is proud to represent the South Asian legal community in the Chicago area.
IABA's purpose is three-fold:
there is no <p>