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 1 1 1 7
A Socio-Finance Model: The Case of Bitcoin 0 0 1 13 0 0 4 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 0 1 3 13
Herding towards carbon neutrality: The role of investor attention 0 0 0 2 0 1 3 6
R2 and Idiosyncratic Volatility: Which Captures the Firm-specific Return Variation? 1 1 2 25 1 1 3 185
The impact of information-based familiarity on the stock market 0 0 1 56 0 2 7 182
Total Working Papers 1 1 4 106 2 6 21 456


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 1 6 8 94 5 15 29 294
Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective 0 0 1 6 1 1 2 19
An empirical analysis of the Adaptive Market Hypothesis with calendar effects:Evidence from China 0 0 1 24 1 1 12 92
Assessing causal relationships between cryptocurrencies and investor attention: New results from transfer entropy methodology 0 0 1 10 0 0 4 25
Attention allocation and cryptocurrency return co-movement: Evidence from the stock market 0 0 2 2 0 0 4 5
Attention allocation and international stock return comovement: Evidence from the Bitcoin market 0 0 1 7 0 0 3 39
Baidu index and predictability of Chinese stock returns 1 1 2 12 4 8 12 108
Baidu news coverage and its impacts on order imbalance and large-size trade of Chinese stocks 0 0 0 8 0 0 0 38
Baidu news information flow and return volatility: Evidence for the Sequential Information Arrival Hypothesis 0 0 1 11 0 1 4 81
Bitcoin market reactions to large price swings of international stock markets 1 3 5 7 1 6 17 22
Borrower platform choice: The influencing factors on herding 0 0 1 7 1 1 4 31
Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence 0 0 1 15 0 1 4 71
Can the Baidu Index predict realized volatility in the Chinese stock market? 0 1 1 12 1 4 7 52
Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies 0 1 1 19 1 2 2 52
Daily happiness and stock returns: Some international evidence 1 1 2 41 1 1 3 135
Daily happiness and stock returns: The case of Chinese company listed in the United States 0 0 0 16 0 0 3 97
Dissecting the idiosyncratic volatility puzzle: A fundamental analysis approach 0 1 3 8 0 1 8 33
Do Chinese internet stock message boards convey firm-specific information? 0 0 2 24 1 2 5 174
Do analyst recommendations matter for rival companies? 0 0 1 3 0 0 4 46
Do online message boards convey cryptocurrency-specific information? 0 0 0 2 0 0 4 12
Does happiness forecast implied volatility? Evidence from nonparametric wave-based Granger causality testing 0 0 1 6 1 1 3 15
Does intraday time-series momentum exist in Chinese stock index futures market? 0 1 3 30 0 1 5 68
Does microblogging convey firm-specific information? Evidence from China 0 0 0 2 0 0 0 29
Does twitter predict Bitcoin? 0 0 1 95 2 6 14 375
ESG rating and stock price crash risk: Evidence from China 1 2 30 195 4 9 70 461
Extreme sentiment and herding: Evidence from the cryptocurrency market 0 1 2 9 1 3 6 27
Firm-specific new media sentiment and price synchronicity 0 0 1 1 0 0 3 5
Forecasting the volatility of Bitcoin: The importance of jumps and structural breaks 0 0 1 8 0 3 7 36
Has microblogging changed stock market behavior? Evidence from China 1 1 1 16 1 1 3 75
Herding towards carbon neutrality: The role of investor attention 0 0 0 0 1 1 2 2
How does economic policy uncertainty affect the bitcoin market? 0 0 1 28 1 2 10 180
Information and Bargaining Power: Evidence from SME Lending in China 0 0 0 7 0 0 2 24
Information demand density matters: Evidence from the post-earnings announcement drift 0 0 1 6 0 0 3 16
Information shocks and investor underreaction: Evidence from the Bitcoin market 0 0 1 1 0 0 2 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 0 1 1 2 5 6
Investor Attention and the Carbon Emission Markets in China: A Nonparametric Wavelet-Based Causality Test 0 0 1 4 0 1 7 20
Investor Sentiment and the Return Rate of P2P Lending Platform 0 1 2 15 0 2 5 70
Investor Structure and Stock Price Crash Risk in a Continuous Double Auction Market: An Agent-Based Perspective 0 0 0 26 0 0 1 122
Investor attention and GameFi returns: A transfer entropy analysis 0 0 0 1 0 0 0 3
Investor attention and performance of IPO firms: Evidence from online searches 0 0 0 18 1 2 2 83
Investor attention shocks and stock co-movement: Substitution or reinforcement? 0 0 3 26 2 2 9 87
Investor reactions to local and overseas news: Evidence from A‐ and H‐shares in China 0 0 0 10 0 0 3 43
Investor sentiment and stock returns: Evidence from provincial TV audience rating in China 0 0 0 12 0 0 10 133
Investor structure and the price–volume relationship in a continuous double auction market: An agent-based modeling perspective 0 0 0 11 0 0 1 47
Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective 1 3 6 59 3 11 27 169
Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction 0 0 2 8 1 1 6 29
Market Participation Willingness and Investor’s Herding Behavior: Evidence from an Emerging Market 0 0 2 14 0 0 4 49
Market reaction to climate risk report disclosures: The roles of investor attention and sentiment 1 3 7 9 1 3 14 22
Market reaction to internet news: Information diffusion and price pressure 0 0 0 39 0 0 2 150
Media opinion divergence and stock returns: Evidence from China 0 1 3 5 0 1 7 12
Momentum or reversal: Which is the appropriate third factor for cryptocurrencies? 1 4 10 32 2 7 21 71
Multifractal Detrended Cross-Correlation Analysis of the Return-Volume Relationship of Bitcoin Market 0 0 0 0 0 1 1 13
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 1 1 1 0 3 5 5
Open source information, investor attention, and asset pricing 0 0 2 68 1 2 7 279
Quantifying the cross-correlations between online searches and Bitcoin market 0 0 6 32 0 1 13 129
Quantifying the cross-sectional relationship between online sentiment and the skewness of stock returns 0 0 0 14 0 0 2 47
R2 and idiosyncratic volatility: Which captures the firm-specific return variation? 0 0 1 11 0 1 5 99
Return volatility and trading volume of GameFi 0 0 1 1 0 0 2 2
Some stylized facts of the cryptocurrency market 3 8 13 78 6 13 25 186
Special features on behavioral issues in cryptocurrencies 0 0 0 1 0 0 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 0 1 7 0 0 3 23
Stock Crashes and Jumps Reactions to Information Demand and Supply: An Intraday Analysis 0 0 1 8 0 0 5 29
Stock mispricing, hard-to-value stocks and the influence of internet stock message boards 0 0 0 8 0 0 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 2 9 0 0 3 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 0 0 4 43
The cross-correlations between online sentiment proxies: Evidence from Google Trends and Twitter 0 0 1 15 0 0 1 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 98 1 7 18 363
The interaction of financial news between mass media and new media: Evidence from news on Chinese stock market 0 1 1 10 0 2 5 77
The road less travelled: GameFi as a hedge or a safe haven for international indices 0 0 1 6 0 1 2 10
The role of investor attention in predicting stock prices: The long short-term memory networks perspective 1 3 5 42 1 5 13 113
The time-varying correlation between policy uncertainty and stock returns: Evidence from China 1 1 1 27 2 2 7 84
Trading and non-trading period Internet information flow and intraday return volatility 0 0 0 13 0 0 2 53
Trading volume and return volatility of Bitcoin market: evidence for the sequential information arrival hypothesis 1 1 3 14 1 1 6 72
Twitter’s daily happiness sentiment and international stock returns: Evidence from linear and nonlinear causality tests 0 0 1 14 0 0 6 45
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 1 2 2 12
When stock price crash risk meets fundamentals 1 1 3 11 3 3 10 24
Total Journal Articles 16 49 166 1,560 55 147 544 5,932


Statistics updated 2025-07-04