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 1 9 28
A Socio-Finance Model: The Case of Bitcoin 0 0 0 3 0 2 9 16
Dissecting the Idiosyncratic Volatility Puzzle: A Fundamental Analysis Approach 0 1 1 6 0 1 12 25
Herding towards carbon neutrality: The role of investor attention 0 0 0 2 0 0 15 23
R2 and Idiosyncratic Volatility: Which Captures the Firm-specific Return Variation? 0 0 0 25 0 0 15 200
The impact of information-based familiarity on the stock market 0 0 0 56 0 0 11 193
Total Working Papers 0 1 1 95 0 4 71 485
1 registered items for which data could not be found


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 3 5 99 1 7 45 341
Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective 0 0 0 6 1 5 21 40
An empirical analysis of the Adaptive Market Hypothesis with calendar effects:Evidence from China 1 1 4 28 2 4 34 129
Assessing causal relationships between cryptocurrencies and investor attention: New results from transfer entropy methodology 1 1 2 12 5 6 33 58
Attention allocation and cryptocurrency return co-movement: Evidence from the stock market 0 0 2 4 0 0 16 21
Attention allocation and international stock return comovement: Evidence from the Bitcoin market 0 0 3 10 1 1 16 55
Baidu index and predictability of Chinese stock returns 0 0 1 13 2 7 24 132
Baidu news coverage and its impacts on order imbalance and large-size trade of Chinese stocks 0 0 0 8 1 1 15 53
Baidu news information flow and return volatility: Evidence for the Sequential Information Arrival Hypothesis 0 1 1 12 0 4 16 98
Bitcoin market reactions to large price swings of international stock markets 0 0 2 9 2 2 17 40
Borrower platform choice: The influencing factors on herding 0 0 0 7 1 1 10 41
Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence 1 1 2 17 1 2 9 80
Can the Baidu Index predict realized volatility in the Chinese stock market? 0 0 1 13 3 10 30 82
Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies 0 0 0 19 0 0 20 72
Daily happiness and stock returns: Some international evidence 0 0 0 41 2 2 11 146
Daily happiness and stock returns: The case of Chinese company listed in the United States 1 1 1 18 1 2 7 106
Dissecting the idiosyncratic volatility puzzle: A fundamental analysis approach 0 1 4 12 2 4 29 65
Do Chinese internet stock message boards convey firm-specific information? 0 0 1 25 1 2 8 182
Do analyst recommendations matter for rival companies? 0 0 0 3 2 2 8 54
Do online message boards convey cryptocurrency-specific information? 0 0 0 2 0 0 9 21
Does happiness forecast implied volatility? Evidence from nonparametric wave-based Granger causality testing 0 0 0 6 0 0 11 26
Does intraday time-series momentum exist in Chinese stock index futures market? 2 3 9 39 11 18 55 125
Does microblogging convey firm-specific information? Evidence from China 0 0 0 2 2 2 8 37
Does twitter predict Bitcoin? 1 2 10 106 3 10 104 482
ESG rating and stock price crash risk: Evidence from China 1 5 21 218 2 11 80 545
Extreme sentiment and herding: Evidence from the cryptocurrency market 0 0 3 13 2 4 30 59
Firm-specific new media sentiment and price synchronicity 0 0 0 1 1 3 20 25
Forecasting the volatility of Bitcoin: The importance of jumps and structural breaks 2 3 5 13 5 10 33 70
Has microblogging changed stock market behavior? Evidence from China 0 0 0 16 0 1 7 82
Herding towards carbon neutrality: The role of investor attention 0 0 1 1 2 3 16 18
How does economic policy uncertainty affect the bitcoin market? 0 0 2 30 0 1 21 202
Information and Bargaining Power: Evidence from SME Lending in China 0 0 0 7 1 1 6 30
Information demand density matters: Evidence from the post-earnings announcement drift 0 0 0 6 0 1 15 32
Information shocks and investor underreaction: Evidence from the Bitcoin market 1 2 2 3 1 5 13 17
Internet information arrival and volatility of SME PRICE INDEX 0 0 0 17 1 2 9 113
Internet stock message boards and the price–volume relationship: Registered users vs non-registered users 0 0 0 1 0 0 9 16
Investor Attention and the Carbon Emission Markets in China: A Nonparametric Wavelet-Based Causality Test 0 0 1 5 1 2 16 36
Investor Sentiment and the Return Rate of P2P Lending Platform 0 0 2 17 0 0 13 83
Investor Structure and Stock Price Crash Risk in a Continuous Double Auction Market: An Agent-Based Perspective 0 0 0 26 0 0 14 136
Investor attention and GameFi returns: A transfer entropy analysis 0 1 1 2 1 8 18 21
Investor attention and performance of IPO firms: Evidence from online searches 0 0 0 18 1 1 8 92
Investor attention shocks and stock co-movement: Substitution or reinforcement? 1 2 3 29 1 5 20 107
Investor reactions to local and overseas news: Evidence from A‐ and H‐shares in China 0 0 0 10 1 1 13 56
Investor sentiment and stock returns: Evidence from provincial TV audience rating in China 0 0 0 12 0 3 8 141
Investor structure and the price–volume relationship in a continuous double auction market: An agent-based modeling perspective 0 0 1 12 0 0 4 51
Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective 0 0 2 61 0 2 33 204
Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction 0 0 1 9 0 1 13 43
Market Participation Willingness and Investor’s Herding Behavior: Evidence from an Emerging Market 0 0 0 14 0 0 21 72
Market reaction to climate risk report disclosures: The roles of investor attention and sentiment 0 1 6 15 1 3 38 62
Market reaction to internet news: Information diffusion and price pressure 0 0 0 39 2 2 20 170
Media opinion divergence and stock returns: Evidence from China 0 0 1 6 1 3 21 35
Momentum or reversal: Which is the appropriate third factor for cryptocurrencies? 1 3 12 47 5 14 65 142
Multifractal Detrended Cross-Correlation Analysis of the Return-Volume Relationship of Bitcoin Market 0 0 0 0 0 1 14 27
Network interdependency between social media and stock trading activities: Evidence from China 0 0 0 11 0 0 3 61
Not all the news fitting to reprint: Evidence from price-volume relationship 0 0 0 1 0 1 18 23
Open source information, investor attention, and asset pricing 0 0 2 70 1 1 16 295
Quantifying the cross-correlations between online searches and Bitcoin market 0 0 1 33 1 3 15 144
Quantifying the cross-sectional relationship between online sentiment and the skewness of stock returns 0 0 0 14 1 1 8 56
R2 and idiosyncratic volatility: Which captures the firm-specific return variation? 0 0 0 11 0 1 11 111
Return volatility and trading volume of GameFi 0 0 1 2 0 1 22 25
Some stylized facts of the cryptocurrency market 0 3 14 96 3 9 48 241
Special features on behavioral issues in cryptocurrencies 0 0 0 1 0 0 4 17
Spillover effects according to classification of cryptocurrency 0 0 1 3 1 3 20 23
Stay-at-Home Stocks Versus Go-Outside Stocks: The Impacts of COVID-19 on the Chinese Stock Market 0 0 0 7 0 0 7 30
Stock Crashes and Jumps Reactions to Information Demand and Supply: An Intraday Analysis 0 0 1 9 0 0 14 43
Stock mispricing, hard-to-value stocks and the influence of internet stock message boards 0 0 1 9 1 1 15 53
Stylized facts of the carbon emission market in China 0 0 0 5 0 0 8 26
Tail risks, firm characteristics, and stock returns 0 0 0 9 2 2 21 42
The Dynamic Cross-Correlations between Mass Media News, New Media News, and Stock Returns 0 0 0 1 0 0 13 25
The High-Volume Return Premium: Does it Really Exist in the Chinese Stock Market? 0 0 0 7 1 1 6 49
The cross-correlations between online sentiment proxies: Evidence from Google Trends and Twitter 0 0 1 16 0 1 7 76
The dynamic cross-correlations between foreign news, local news and stock returns 0 0 0 4 0 0 10 28
The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average 0 0 3 101 1 4 47 411
The interaction of financial news between mass media and new media: Evidence from news on Chinese stock market 0 0 0 10 0 1 10 87
The road less travelled: GameFi as a hedge or a safe haven for international indices 0 0 0 6 1 2 5 15
The role of investor attention in predicting stock prices: The long short-term memory networks perspective 0 1 3 45 0 3 23 138
The time-varying correlation between policy uncertainty and stock returns: Evidence from China 0 0 1 28 1 1 10 95
Trading and non-trading period Internet information flow and intraday return volatility 0 0 0 13 1 2 9 62
Trading volume and return volatility of Bitcoin market: evidence for the sequential information arrival hypothesis 0 0 1 15 1 2 16 88
Twitter’s daily happiness sentiment and international stock returns: Evidence from linear and nonlinear causality tests 0 0 1 15 0 1 11 56
US partisan conflict and high-yield exchange rates 0 0 0 2 1 2 11 23
Weibo Attention and Stock Market Performance: Some Empirical Evidence 0 0 0 1 0 1 13 25
When stock price crash risk meets fundamentals 0 1 8 19 1 2 20 44
Total Journal Articles 13 36 151 1,723 91 226 1,595 7,585


Statistics updated 2026-08-07