Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A three-factor pricing model for cryptocurrencies |
0 |
0 |
3 |
88 |
1 |
2 |
19 |
278 |
Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective |
0 |
1 |
1 |
6 |
0 |
1 |
3 |
18 |
An empirical analysis of the Adaptive Market Hypothesis with calendar effects:Evidence from China |
0 |
1 |
1 |
24 |
3 |
6 |
19 |
89 |
Assessing causal relationships between cryptocurrencies and investor attention: New results from transfer entropy methodology |
0 |
0 |
1 |
10 |
1 |
1 |
6 |
25 |
Attention allocation and cryptocurrency return co-movement: Evidence from the stock market |
0 |
2 |
2 |
2 |
1 |
3 |
4 |
5 |
Attention allocation and international stock return comovement: Evidence from the Bitcoin market |
0 |
0 |
1 |
7 |
2 |
2 |
6 |
39 |
Baidu index and predictability of Chinese stock returns |
0 |
0 |
1 |
11 |
1 |
1 |
5 |
100 |
Baidu news coverage and its impacts on order imbalance and large-size trade of Chinese stocks |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
38 |
Baidu news information flow and return volatility: Evidence for the Sequential Information Arrival Hypothesis |
0 |
0 |
1 |
11 |
1 |
1 |
3 |
80 |
Bitcoin market reactions to large price swings of international stock markets |
1 |
1 |
3 |
4 |
1 |
3 |
11 |
14 |
Borrower platform choice: The influencing factors on herding |
1 |
1 |
1 |
7 |
1 |
2 |
4 |
30 |
Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence |
0 |
1 |
1 |
15 |
0 |
1 |
4 |
69 |
Can the Baidu Index predict realized volatility in the Chinese stock market? |
0 |
0 |
1 |
11 |
0 |
1 |
4 |
48 |
Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
50 |
Daily happiness and stock returns: Some international evidence |
0 |
0 |
2 |
40 |
0 |
0 |
4 |
133 |
Daily happiness and stock returns: The case of Chinese company listed in the United States |
0 |
0 |
0 |
16 |
0 |
1 |
3 |
95 |
Dissecting the idiosyncratic volatility puzzle: A fundamental analysis approach |
1 |
2 |
3 |
7 |
2 |
3 |
20 |
31 |
Do Chinese internet stock message boards convey firm-specific information? |
1 |
1 |
2 |
24 |
1 |
1 |
3 |
172 |
Do analyst recommendations matter for rival companies? |
0 |
0 |
1 |
3 |
0 |
0 |
5 |
46 |
Do online message boards convey cryptocurrency-specific information? |
0 |
0 |
1 |
2 |
0 |
0 |
7 |
11 |
Does happiness forecast implied volatility? Evidence from nonparametric wave-based Granger causality testing |
0 |
0 |
1 |
6 |
0 |
0 |
1 |
13 |
Does intraday time-series momentum exist in Chinese stock index futures market? |
1 |
1 |
3 |
28 |
1 |
2 |
8 |
66 |
Does microblogging convey firm-specific information? Evidence from China |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
29 |
Does twitter predict Bitcoin? |
0 |
0 |
4 |
95 |
0 |
0 |
14 |
366 |
ESG rating and stock price crash risk: Evidence from China |
3 |
8 |
50 |
192 |
5 |
17 |
111 |
446 |
Extreme sentiment and herding: Evidence from the cryptocurrency market |
0 |
1 |
3 |
8 |
0 |
1 |
5 |
24 |
Firm-specific new media sentiment and price synchronicity |
1 |
1 |
1 |
1 |
2 |
2 |
5 |
5 |
Forecasting the volatility of Bitcoin: The importance of jumps and structural breaks |
0 |
0 |
1 |
8 |
1 |
1 |
6 |
33 |
Has microblogging changed stock market behavior? Evidence from China |
0 |
0 |
0 |
15 |
1 |
2 |
2 |
74 |
Herding towards carbon neutrality: The role of investor attention |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
How does economic policy uncertainty affect the bitcoin market? |
0 |
1 |
1 |
28 |
1 |
4 |
10 |
176 |
Information and Bargaining Power: Evidence from SME Lending in China |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
23 |
Information demand density matters: Evidence from the post-earnings announcement drift |
0 |
0 |
3 |
6 |
1 |
1 |
8 |
16 |
Information shocks and investor underreaction: Evidence from the Bitcoin market |
0 |
0 |
1 |
1 |
0 |
0 |
3 |
4 |
Internet information arrival and volatility of SME PRICE INDEX |
0 |
0 |
0 |
17 |
0 |
0 |
0 |
104 |
Internet stock message boards and the price–volume relationship: Registered users vs non-registered users |
0 |
0 |
1 |
1 |
0 |
0 |
4 |
4 |
Investor Attention and the Carbon Emission Markets in China: A Nonparametric Wavelet-Based Causality Test |
0 |
1 |
1 |
4 |
0 |
1 |
5 |
18 |
Investor Sentiment and the Return Rate of P2P Lending Platform |
0 |
0 |
2 |
14 |
0 |
1 |
5 |
68 |
Investor Structure and Stock Price Crash Risk in a Continuous Double Auction Market: An Agent-Based Perspective |
0 |
0 |
1 |
26 |
0 |
0 |
2 |
121 |
Investor attention and GameFi returns: A transfer entropy analysis |
0 |
0 |
1 |
1 |
0 |
0 |
3 |
3 |
Investor attention and performance of IPO firms: Evidence from online searches |
0 |
0 |
1 |
18 |
0 |
0 |
1 |
81 |
Investor attention shocks and stock co-movement: Substitution or reinforcement? |
1 |
2 |
4 |
26 |
1 |
3 |
9 |
84 |
Investor reactions to local and overseas news: Evidence from A‐ and H‐shares in China |
0 |
0 |
0 |
10 |
0 |
1 |
3 |
42 |
Investor sentiment and stock returns: Evidence from provincial TV audience rating in China |
0 |
0 |
0 |
12 |
0 |
0 |
10 |
130 |
Investor structure and the price–volume relationship in a continuous double auction market: An agent-based modeling perspective |
0 |
0 |
2 |
11 |
0 |
0 |
3 |
47 |
Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective |
0 |
0 |
5 |
56 |
1 |
4 |
22 |
157 |
Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction |
1 |
2 |
3 |
8 |
2 |
3 |
7 |
28 |
Market Participation Willingness and Investor’s Herding Behavior: Evidence from an Emerging Market |
0 |
0 |
2 |
14 |
0 |
0 |
6 |
49 |
Market reaction to climate risk report disclosures: The roles of investor attention and sentiment |
1 |
2 |
4 |
5 |
1 |
6 |
14 |
18 |
Market reaction to internet news: Information diffusion and price pressure |
0 |
0 |
1 |
39 |
0 |
1 |
3 |
149 |
Media opinion divergence and stock returns: Evidence from China |
0 |
1 |
4 |
4 |
0 |
4 |
11 |
11 |
Momentum or reversal: Which is the appropriate third factor for cryptocurrencies? |
1 |
3 |
9 |
28 |
1 |
4 |
18 |
62 |
Multifractal Detrended Cross-Correlation Analysis of the Return-Volume Relationship of Bitcoin Market |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
12 |
Network interdependency between social media and stock trading activities: Evidence from China |
0 |
0 |
2 |
11 |
0 |
0 |
2 |
58 |
Not all the news fitting to reprint: Evidence from price-volume relationship |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
Open source information, investor attention, and asset pricing |
0 |
0 |
4 |
68 |
1 |
2 |
9 |
277 |
Quantifying the cross-correlations between online searches and Bitcoin market |
0 |
2 |
7 |
32 |
0 |
2 |
10 |
125 |
Quantifying the cross-sectional relationship between online sentiment and the skewness of stock returns |
0 |
0 |
0 |
14 |
0 |
0 |
2 |
46 |
R2 and idiosyncratic volatility: Which captures the firm-specific return variation? |
0 |
0 |
1 |
11 |
1 |
2 |
4 |
98 |
Return volatility and trading volume of GameFi |
0 |
1 |
1 |
1 |
1 |
2 |
2 |
2 |
Some stylized facts of the cryptocurrency market |
1 |
3 |
7 |
70 |
1 |
4 |
18 |
173 |
Special features on behavioral issues in cryptocurrencies |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
13 |
Spillover effects according to classification of cryptocurrency |
0 |
0 |
2 |
2 |
0 |
0 |
2 |
2 |
Stay-at-Home Stocks Versus Go-Outside Stocks: The Impacts of COVID-19 on the Chinese Stock Market |
0 |
1 |
1 |
7 |
0 |
1 |
3 |
22 |
Stock Crashes and Jumps Reactions to Information Demand and Supply: An Intraday Analysis |
0 |
1 |
2 |
8 |
0 |
1 |
7 |
28 |
Stock mispricing, hard-to-value stocks and the influence of internet stock message boards |
0 |
0 |
0 |
8 |
1 |
4 |
6 |
38 |
Stylized facts of the carbon emission market in China |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
18 |
Tail risks, firm characteristics, and stock returns |
0 |
0 |
3 |
9 |
0 |
1 |
8 |
21 |
The Dynamic Cross-Correlations between Mass Media News, New Media News, and Stock Returns |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
12 |
The High-Volume Return Premium: Does it Really Exist in the Chinese Stock Market? |
0 |
0 |
0 |
7 |
1 |
3 |
6 |
42 |
The cross-correlations between online sentiment proxies: Evidence from Google Trends and Twitter |
1 |
1 |
2 |
15 |
1 |
1 |
2 |
69 |
The dynamic cross-correlations between foreign news, local news and stock returns |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
18 |
The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average |
0 |
2 |
5 |
96 |
1 |
3 |
15 |
355 |
The interaction of financial news between mass media and new media: Evidence from news on Chinese stock market |
0 |
0 |
0 |
9 |
0 |
0 |
3 |
75 |
The road less travelled: GameFi as a hedge or a safe haven for international indices |
1 |
1 |
4 |
6 |
1 |
1 |
4 |
9 |
The role of investor attention in predicting stock prices: The long short-term memory networks perspective |
0 |
0 |
4 |
39 |
0 |
1 |
12 |
107 |
The time-varying correlation between policy uncertainty and stock returns: Evidence from China |
0 |
0 |
0 |
26 |
0 |
0 |
6 |
82 |
Trading and non-trading period Internet information flow and intraday return volatility |
0 |
0 |
0 |
13 |
1 |
1 |
2 |
53 |
Trading volume and return volatility of Bitcoin market: evidence for the sequential information arrival hypothesis |
0 |
0 |
2 |
12 |
0 |
1 |
4 |
69 |
Twitter’s daily happiness sentiment and international stock returns: Evidence from linear and nonlinear causality tests |
0 |
0 |
1 |
14 |
1 |
2 |
5 |
43 |
US partisan conflict and high-yield exchange rates |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
12 |
Weibo Attention and Stock Market Performance: Some Empirical Evidence |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
10 |
When stock price crash risk meets fundamentals |
0 |
0 |
5 |
9 |
0 |
1 |
13 |
19 |
Total Journal Articles |
16 |
45 |
188 |
1,506 |
45 |
122 |
582 |
5,733 |