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 1 3 0 1 3 21
A Socio-Finance Model: The Case of Bitcoin 0 0 0 3 0 2 4 10
A Socio-Finance Model: The Case of Bitcoin 0 0 1 13 0 1 4 47
Dissecting the Idiosyncratic Volatility Puzzle: A Fundamental Analysis Approach 0 0 0 5 3 4 7 17
Herding towards carbon neutrality: The role of investor attention 0 0 0 2 2 8 12 17
R2 and Idiosyncratic Volatility: Which Captures the Firm-specific Return Variation? 0 0 1 25 3 5 7 191
The impact of information-based familiarity on the stock market 0 0 1 56 0 1 10 185
Total Working Papers 0 0 4 107 8 22 47 488


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 2 8 96 6 9 35 312
Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective 0 0 1 6 3 5 8 25
An empirical analysis of the Adaptive Market Hypothesis with calendar effects:Evidence from China 0 1 2 26 2 6 18 104
Assessing causal relationships between cryptocurrencies and investor attention: New results from transfer entropy methodology 0 0 0 10 5 7 8 32
Attention allocation and cryptocurrency return co-movement: Evidence from the stock market 1 1 2 3 1 3 6 9
Attention allocation and international stock return comovement: Evidence from the Bitcoin market 0 0 3 10 0 6 12 49
Baidu index and predictability of Chinese stock returns 0 1 2 13 2 5 14 113
Baidu news coverage and its impacts on order imbalance and large-size trade of Chinese stocks 0 0 0 8 1 4 6 44
Baidu news information flow and return volatility: Evidence for the Sequential Information Arrival Hypothesis 0 0 0 11 2 3 6 85
Bitcoin market reactions to large price swings of international stock markets 0 1 5 8 0 2 16 27
Borrower platform choice: The influencing factors on herding 0 0 1 7 1 1 4 32
Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence 1 1 2 16 1 1 4 72
Can the Baidu Index predict realized volatility in the Chinese stock market? 0 1 2 13 3 5 11 58
Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies 0 0 1 19 3 3 6 56
Daily happiness and stock returns: Some international evidence 0 0 1 41 0 1 4 137
Daily happiness and stock returns: The case of Chinese company listed in the United States 0 0 1 17 0 4 8 103
Dissecting the idiosyncratic volatility puzzle: A fundamental analysis approach 1 2 6 11 6 7 19 47
Do Chinese internet stock message boards convey firm-specific information? 0 0 1 24 1 2 5 176
Do analyst recommendations matter for rival companies? 0 0 0 3 2 2 3 49
Do online message boards convey cryptocurrency-specific information? 0 0 0 2 0 2 4 15
Does happiness forecast implied volatility? Evidence from nonparametric wave-based Granger causality testing 0 0 0 6 2 3 5 18
Does intraday time-series momentum exist in Chinese stock index futures market? 0 2 6 33 2 7 13 78
Does microblogging convey firm-specific information? Evidence from China 0 0 0 2 0 1 1 30
Does twitter predict Bitcoin? 0 2 4 99 43 59 73 439
ESG rating and stock price crash risk: Evidence from China 3 7 23 209 7 29 68 504
Extreme sentiment and herding: Evidence from the cryptocurrency market 1 2 6 13 8 13 21 44
Firm-specific new media sentiment and price synchronicity 0 0 1 1 4 5 8 11
Forecasting the volatility of Bitcoin: The importance of jumps and structural breaks 0 0 0 8 7 8 13 45
Has microblogging changed stock market behavior? Evidence from China 0 0 1 16 1 1 3 76
Herding towards carbon neutrality: The role of investor attention 0 0 0 0 1 2 4 4
How does economic policy uncertainty affect the bitcoin market? 0 1 2 29 0 8 18 190
Information and Bargaining Power: Evidence from SME Lending in China 0 0 0 7 0 0 1 24
Information demand density matters: Evidence from the post-earnings announcement drift 0 0 0 6 0 3 6 21
Information shocks and investor underreaction: Evidence from the Bitcoin market 0 0 0 1 0 0 0 4
Internet information arrival and volatility of SME PRICE INDEX 0 0 0 17 2 4 4 108
Internet stock message boards and the price–volume relationship: Registered users vs non-registered users 0 0 0 1 1 3 7 11
Investor Attention and the Carbon Emission Markets in China: A Nonparametric Wavelet-Based Causality Test 0 0 2 5 1 5 10 27
Investor Sentiment and the Return Rate of P2P Lending Platform 1 2 3 17 1 2 5 72
Investor Structure and Stock Price Crash Risk in a Continuous Double Auction Market: An Agent-Based Perspective 0 0 0 26 1 5 6 127
Investor attention and GameFi returns: A transfer entropy analysis 0 0 0 1 1 3 3 6
Investor attention and performance of IPO firms: Evidence from online searches 0 0 0 18 0 2 5 86
Investor attention shocks and stock co-movement: Substitution or reinforcement? 0 0 2 26 2 4 10 92
Investor reactions to local and overseas news: Evidence from A‐ and H‐shares in China 0 0 0 10 2 5 7 48
Investor sentiment and stock returns: Evidence from provincial TV audience rating in China 0 0 0 12 0 0 3 133
Investor structure and the price–volume relationship in a continuous double auction market: An agent-based modeling perspective 0 0 0 11 1 1 1 48
Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective 0 1 4 60 5 11 33 187
Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction 1 1 2 9 1 4 8 34
Market Participation Willingness and Investor’s Herding Behavior: Evidence from an Emerging Market 0 0 0 14 0 1 3 52
Market reaction to climate risk report disclosures: The roles of investor attention and sentiment 0 0 9 13 2 5 28 42
Market reaction to internet news: Information diffusion and price pressure 0 0 0 39 4 6 10 159
Media opinion divergence and stock returns: Evidence from China 0 1 3 6 2 5 11 19
Momentum or reversal: Which is the appropriate third factor for cryptocurrencies? 0 2 14 40 6 11 34 94
Multifractal Detrended Cross-Correlation Analysis of the Return-Volume Relationship of Bitcoin Market 0 0 0 0 1 2 3 15
Network interdependency between social media and stock trading activities: Evidence from China 0 0 0 11 1 1 1 59
Not all the news fitting to reprint: Evidence from price-volume relationship 0 0 1 1 2 4 8 10
Open source information, investor attention, and asset pricing 1 2 2 70 2 7 11 286
Quantifying the cross-correlations between online searches and Bitcoin market 0 1 2 33 1 3 9 133
Quantifying the cross-sectional relationship between online sentiment and the skewness of stock returns 0 0 0 14 0 3 5 51
R2 and idiosyncratic volatility: Which captures the firm-specific return variation? 0 0 0 11 1 2 5 102
Return volatility and trading volume of GameFi 0 1 1 2 2 8 11 12
Some stylized facts of the cryptocurrency market 0 1 17 86 3 11 37 208
Special features on behavioral issues in cryptocurrencies 0 0 0 1 0 1 2 14
Spillover effects according to classification of cryptocurrency 0 0 0 2 7 8 9 11
Stay-at-Home Stocks Versus Go-Outside Stocks: The Impacts of COVID-19 on the Chinese Stock Market 0 0 1 7 1 2 6 27
Stock Crashes and Jumps Reactions to Information Demand and Supply: An Intraday Analysis 0 1 2 9 1 4 8 35
Stock mispricing, hard-to-value stocks and the influence of internet stock message boards 1 1 1 9 3 6 8 44
Stylized facts of the carbon emission market in China 0 0 0 5 0 1 2 20
Tail risks, firm characteristics, and stock returns 0 0 0 9 0 5 6 26
The Dynamic Cross-Correlations between Mass Media News, New Media News, and Stock Returns 0 0 0 1 2 5 5 17
The High-Volume Return Premium: Does it Really Exist in the Chinese Stock Market? 0 0 0 7 0 1 5 44
The cross-correlations between online sentiment proxies: Evidence from Google Trends and Twitter 0 0 2 16 0 3 5 73
The dynamic cross-correlations between foreign news, local news and stock returns 0 0 0 4 0 3 3 21
The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average 0 0 2 98 11 15 27 381
The interaction of financial news between mass media and new media: Evidence from news on Chinese stock market 0 0 1 10 1 2 5 80
The road less travelled: GameFi as a hedge or a safe haven for international indices 0 0 1 6 1 1 3 11
The role of investor attention in predicting stock prices: The long short-term memory networks perspective 0 1 5 44 1 3 15 121
The time-varying correlation between policy uncertainty and stock returns: Evidence from China 0 1 2 28 3 7 10 92
Trading and non-trading period Internet information flow and intraday return volatility 0 0 0 13 1 4 5 57
Trading volume and return volatility of Bitcoin market: evidence for the sequential information arrival hypothesis 0 0 2 14 2 2 7 76
Twitter’s daily happiness sentiment and international stock returns: Evidence from linear and nonlinear causality tests 0 0 1 15 0 2 9 50
US partisan conflict and high-yield exchange rates 0 0 0 2 0 2 2 14
Weibo Attention and Stock Market Performance: Some Empirical Evidence 0 0 0 1 0 3 5 15
When stock price crash risk meets fundamentals 0 1 4 13 1 5 12 31
Total Journal Articles 12 41 167 1,641 194 420 868 6,514


Statistics updated 2026-01-09