Access Statistics for Dehua Shen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Socio-Finance Model: The Case of Bitcoin 0 0 0 3 0 0 0 6
A Socio-Finance Model: The Case of Bitcoin 1 1 1 13 1 2 5 45
A Socio-Finance Model: The Case of Bitcoin 0 0 0 2 0 0 0 18
Dissecting the Idiosyncratic Volatility Puzzle: A Fundamental Analysis Approach 0 0 0 5 2 2 4 12
Herding towards carbon neutrality: The role of investor attention 0 0 2 2 0 0 4 5
R2 and Idiosyncratic Volatility: Which Captures the Firm-specific Return Variation? 0 0 1 24 0 0 2 184
The impact of information-based familiarity on the stock market 1 1 1 56 3 4 5 179
Total Working Papers 2 2 5 105 6 8 20 449


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


Statistics updated 2025-03-03