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 13 0 2 7 52
A Socio-Finance Model: The Case of Bitcoin 0 0 1 3 0 5 9 27
A Socio-Finance Model: The Case of Bitcoin 0 0 0 3 2 3 10 16
Dissecting the Idiosyncratic Volatility Puzzle: A Fundamental Analysis Approach 1 1 1 6 1 5 12 25
Herding towards carbon neutrality: The role of investor attention 0 0 0 2 0 3 17 23
R2 and Idiosyncratic Volatility: Which Captures the Firm-specific Return Variation? 0 0 1 25 0 4 16 200
The impact of information-based familiarity on the stock market 0 0 0 56 0 1 11 193
Total Working Papers 1 1 3 108 3 23 82 536


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 2 2 5 98 3 12 48 337
Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective 0 0 0 6 2 6 19 37
An empirical analysis of the Adaptive Market Hypothesis with calendar effects:Evidence from China 0 0 3 27 1 8 35 126
Assessing causal relationships between cryptocurrencies and investor attention: New results from transfer entropy methodology 0 1 1 11 1 14 28 53
Attention allocation and cryptocurrency return co-movement: Evidence from the stock market 0 1 2 4 0 7 16 21
Attention allocation and international stock return comovement: Evidence from the Bitcoin market 0 0 3 10 0 3 15 54
Baidu index and predictability of Chinese stock returns 0 0 2 13 2 6 23 127
Baidu news coverage and its impacts on order imbalance and large-size trade of Chinese stocks 0 0 0 8 0 3 14 52
Baidu news information flow and return volatility: Evidence for the Sequential Information Arrival Hypothesis 1 1 1 12 2 7 15 96
Bitcoin market reactions to large price swings of international stock markets 0 0 3 9 0 7 17 38
Borrower platform choice: The influencing factors on herding 0 0 0 7 0 4 10 40
Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence 0 0 1 16 1 4 8 79
Can the Baidu Index predict realized volatility in the Chinese stock market? 0 0 1 13 5 8 26 77
Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies 0 0 0 19 0 2 21 72
Daily happiness and stock returns: Some international evidence 0 0 1 41 0 5 10 144
Daily happiness and stock returns: The case of Chinese company listed in the United States 0 0 1 17 1 1 8 105
Dissecting the idiosyncratic volatility puzzle: A fundamental analysis approach 1 1 4 12 1 5 29 62
Do Chinese internet stock message boards convey firm-specific information? 0 1 1 25 1 3 8 181
Do analyst recommendations matter for rival companies? 0 0 0 3 0 3 6 52
Do online message boards convey cryptocurrency-specific information? 0 0 0 2 0 3 9 21
Does happiness forecast implied volatility? Evidence from nonparametric wave-based Granger causality testing 0 0 0 6 0 4 12 26
Does intraday time-series momentum exist in Chinese stock index futures market? 0 1 6 36 1 10 40 108
Does microblogging convey firm-specific information? Evidence from China 0 0 0 2 0 1 6 35
Does twitter predict Bitcoin? 1 5 10 105 3 16 102 475
ESG rating and stock price crash risk: Evidence from China 2 6 21 215 4 22 81 538
Extreme sentiment and herding: Evidence from the cryptocurrency market 0 0 4 13 0 5 29 55
Firm-specific new media sentiment and price synchronicity 0 0 0 1 2 8 19 24
Forecasting the volatility of Bitcoin: The importance of jumps and structural breaks 0 0 2 10 1 10 25 61
Has microblogging changed stock market behavior? Evidence from China 0 0 1 16 1 3 8 82
Herding towards carbon neutrality: The role of investor attention 0 1 1 1 1 6 15 16
How does economic policy uncertainty affect the bitcoin market? 0 1 2 30 0 2 22 201
Information and Bargaining Power: Evidence from SME Lending in China 0 0 0 7 0 0 5 29
Information demand density matters: Evidence from the post-earnings announcement drift 0 0 0 6 0 4 15 31
Information shocks and investor underreaction: Evidence from the Bitcoin market 1 1 1 2 4 7 12 16
Internet information arrival and volatility of SME PRICE INDEX 0 0 0 17 1 3 8 112
Internet stock message boards and the price–volume relationship: Registered users vs non-registered users 0 0 0 1 0 4 11 16
Investor Attention and the Carbon Emission Markets in China: A Nonparametric Wavelet-Based Causality Test 0 0 1 5 0 2 14 34
Investor Sentiment and the Return Rate of P2P Lending Platform 0 0 2 17 0 6 13 83
Investor Structure and Stock Price Crash Risk in a Continuous Double Auction Market: An Agent-Based Perspective 0 0 0 26 0 3 14 136
Investor attention and GameFi returns: A transfer entropy analysis 0 0 0 1 0 4 10 13
Investor attention and performance of IPO firms: Evidence from online searches 0 0 0 18 0 2 9 91
Investor attention shocks and stock co-movement: Substitution or reinforcement? 1 1 2 28 4 9 21 106
Investor reactions to local and overseas news: Evidence from A‐ and H‐shares in China 0 0 0 10 0 3 12 55
Investor sentiment and stock returns: Evidence from provincial TV audience rating in China 0 0 0 12 2 4 7 140
Investor structure and the price–volume relationship in a continuous double auction market: An agent-based modeling perspective 0 1 1 12 0 2 4 51
Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective 0 1 3 61 1 8 37 203
Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction 0 0 1 9 1 5 15 43
Market Participation Willingness and Investor’s Herding Behavior: Evidence from an Emerging Market 0 0 0 14 0 5 23 72
Market reaction to climate risk report disclosures: The roles of investor attention and sentiment 1 1 7 15 1 9 39 60
Market reaction to internet news: Information diffusion and price pressure 0 0 0 39 0 3 18 168
Media opinion divergence and stock returns: Evidence from China 0 0 1 6 0 5 20 32
Momentum or reversal: Which is the appropriate third factor for cryptocurrencies? 0 2 13 44 3 22 62 131
Multifractal Detrended Cross-Correlation Analysis of the Return-Volume Relationship of Bitcoin Market 0 0 0 0 0 7 13 26
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 8 17 22
Open source information, investor attention, and asset pricing 0 0 2 70 0 2 16 294
Quantifying the cross-correlations between online searches and Bitcoin market 0 0 1 33 0 5 12 141
Quantifying the cross-sectional relationship between online sentiment and the skewness of stock returns 0 0 0 14 0 3 8 55
R2 and idiosyncratic volatility: Which captures the firm-specific return variation? 0 0 0 11 0 4 11 110
Return volatility and trading volume of GameFi 0 0 1 2 0 7 22 24
Some stylized facts of the cryptocurrency market 2 6 20 95 3 18 55 235
Special features on behavioral issues in cryptocurrencies 0 0 0 1 0 3 4 17
Spillover effects according to classification of cryptocurrency 0 0 1 3 0 3 18 20
Stay-at-Home Stocks Versus Go-Outside Stocks: The Impacts of COVID-19 on the Chinese Stock Market 0 0 0 7 0 1 7 30
Stock Crashes and Jumps Reactions to Information Demand and Supply: An Intraday Analysis 0 0 1 9 0 4 14 43
Stock mispricing, hard-to-value stocks and the influence of internet stock message boards 0 0 1 9 0 3 14 52
Stylized facts of the carbon emission market in China 0 0 0 5 0 1 8 26
Tail risks, firm characteristics, and stock returns 0 0 0 9 0 1 19 40
The Dynamic Cross-Correlations between Mass Media News, New Media News, and Stock Returns 0 0 0 1 0 2 13 25
The High-Volume Return Premium: Does it Really Exist in the Chinese Stock Market? 0 0 0 7 0 2 5 48
The cross-correlations between online sentiment proxies: Evidence from Google Trends and Twitter 0 0 1 16 0 1 6 75
The dynamic cross-correlations between foreign news, local news and stock returns 0 0 0 4 0 1 10 28
The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average 0 3 3 101 0 8 45 407
The interaction of financial news between mass media and new media: Evidence from news on Chinese stock market 0 0 0 10 1 2 10 87
The road less travelled: GameFi as a hedge or a safe haven for international indices 0 0 0 6 1 2 4 14
The role of investor attention in predicting stock prices: The long short-term memory networks perspective 1 1 4 45 2 10 25 137
The time-varying correlation between policy uncertainty and stock returns: Evidence from China 0 0 2 28 0 1 12 94
Trading and non-trading period Internet information flow and intraday return volatility 0 0 0 13 1 2 8 61
Trading volume and return volatility of Bitcoin market: evidence for the sequential information arrival hypothesis 0 0 2 15 0 7 15 86
Twitter’s daily happiness sentiment and international stock returns: Evidence from linear and nonlinear causality tests 0 0 1 15 0 1 10 55
US partisan conflict and high-yield exchange rates 0 0 0 2 1 4 10 22
Weibo Attention and Stock Market Performance: Some Empirical Evidence 0 0 0 1 1 6 14 25
When stock price crash risk meets fundamentals 0 2 8 18 0 6 21 42
Total Journal Articles 13 40 156 1,700 60 433 1,542 7,419


Statistics updated 2026-06-04