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 4 22
A Socio-Finance Model: The Case of Bitcoin 0 0 0 13 1 3 5 50
A Socio-Finance Model: The Case of Bitcoin 0 0 0 3 0 3 7 13
Dissecting the Idiosyncratic Volatility Puzzle: A Fundamental Analysis Approach 0 0 0 5 2 6 8 20
Herding towards carbon neutrality: The role of investor attention 0 0 0 2 0 5 15 20
R2 and Idiosyncratic Volatility: Which Captures the Firm-specific Return Variation? 0 0 1 25 1 8 12 196
The impact of information-based familiarity on the stock market 0 0 0 56 3 7 13 192
Total Working Papers 0 0 2 107 7 33 64 513


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 1 8 96 2 19 47 325
Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective 0 0 0 6 4 9 13 31
An empirical analysis of the Adaptive Market Hypothesis with calendar effects:Evidence from China 1 1 3 27 5 16 29 118
Assessing causal relationships between cryptocurrencies and investor attention: New results from transfer entropy methodology 0 0 0 10 5 12 14 39
Attention allocation and cryptocurrency return co-movement: Evidence from the stock market 0 1 1 3 2 6 9 14
Attention allocation and international stock return comovement: Evidence from the Bitcoin market 0 0 3 10 1 2 12 51
Baidu index and predictability of Chinese stock returns 0 0 2 13 1 10 21 121
Baidu news coverage and its impacts on order imbalance and large-size trade of Chinese stocks 0 0 0 8 2 6 11 49
Baidu news information flow and return volatility: Evidence for the Sequential Information Arrival Hypothesis 0 0 0 11 0 6 9 89
Bitcoin market reactions to large price swings of international stock markets 1 1 5 9 2 4 17 31
Borrower platform choice: The influencing factors on herding 0 0 0 7 1 5 6 36
Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence 0 1 1 16 1 4 6 75
Can the Baidu Index predict realized volatility in the Chinese stock market? 0 0 2 13 3 14 21 69
Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies 0 0 1 19 1 17 20 70
Daily happiness and stock returns: Some international evidence 0 0 1 41 1 2 6 139
Daily happiness and stock returns: The case of Chinese company listed in the United States 0 0 1 17 0 1 9 104
Dissecting the idiosyncratic volatility puzzle: A fundamental analysis approach 0 1 4 11 7 16 26 57
Do Chinese internet stock message boards convey firm-specific information? 0 0 0 24 0 3 6 178
Do analyst recommendations matter for rival companies? 0 0 0 3 0 2 3 49
Do online message boards convey cryptocurrency-specific information? 0 0 0 2 0 3 7 18
Does happiness forecast implied volatility? Evidence from nonparametric wave-based Granger causality testing 0 0 0 6 0 6 9 22
Does intraday time-series momentum exist in Chinese stock index futures market? 2 2 7 35 7 22 32 98
Does microblogging convey firm-specific information? Evidence from China 0 0 0 2 0 4 5 34
Does twitter predict Bitcoin? 1 1 5 100 7 63 93 459
ESG rating and stock price crash risk: Evidence from China 0 3 17 209 6 19 70 516
Extreme sentiment and herding: Evidence from the cryptocurrency market 0 1 5 13 3 14 26 50
Firm-specific new media sentiment and price synchronicity 0 0 0 1 2 9 11 16
Forecasting the volatility of Bitcoin: The importance of jumps and structural breaks 2 2 2 10 3 13 18 51
Has microblogging changed stock market behavior? Evidence from China 0 0 1 16 0 4 5 79
Herding towards carbon neutrality: The role of investor attention 0 0 0 0 1 7 9 10
How does economic policy uncertainty affect the bitcoin market? 0 0 1 29 4 9 23 199
Information and Bargaining Power: Evidence from SME Lending in China 0 0 0 7 1 5 6 29
Information demand density matters: Evidence from the post-earnings announcement drift 0 0 0 6 2 6 11 27
Information shocks and investor underreaction: Evidence from the Bitcoin market 0 0 0 1 2 5 5 9
Internet information arrival and volatility of SME PRICE INDEX 0 0 0 17 0 3 5 109
Internet stock message boards and the price–volume relationship: Registered users vs non-registered users 0 0 0 1 1 2 8 12
Investor Attention and the Carbon Emission Markets in China: A Nonparametric Wavelet-Based Causality Test 0 0 1 5 1 6 14 32
Investor Sentiment and the Return Rate of P2P Lending Platform 0 1 3 17 1 6 9 77
Investor Structure and Stock Price Crash Risk in a Continuous Double Auction Market: An Agent-Based Perspective 0 0 0 26 4 7 12 133
Investor attention and GameFi returns: A transfer entropy analysis 0 0 0 1 2 4 6 9
Investor attention and performance of IPO firms: Evidence from online searches 0 0 0 18 1 3 8 89
Investor attention shocks and stock co-movement: Substitution or reinforcement? 1 1 1 27 1 7 13 97
Investor reactions to local and overseas news: Evidence from A‐ and H‐shares in China 0 0 0 10 1 6 10 52
Investor sentiment and stock returns: Evidence from provincial TV audience rating in China 0 0 0 12 3 3 6 136
Investor structure and the price–volume relationship in a continuous double auction market: An agent-based modeling perspective 0 0 0 11 0 2 2 49
Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective 0 0 4 60 1 13 38 195
Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction 0 1 1 9 0 5 10 38
Market Participation Willingness and Investor’s Herding Behavior: Evidence from an Emerging Market 0 0 0 14 11 15 18 67
Market reaction to climate risk report disclosures: The roles of investor attention and sentiment 0 1 9 14 2 11 33 51
Market reaction to internet news: Information diffusion and price pressure 0 0 0 39 3 10 16 165
Media opinion divergence and stock returns: Evidence from China 0 0 2 6 2 10 16 27
Momentum or reversal: Which is the appropriate third factor for cryptocurrencies? 1 2 14 42 4 21 47 109
Multifractal Detrended Cross-Correlation Analysis of the Return-Volume Relationship of Bitcoin Market 0 0 0 0 1 5 7 19
Network interdependency between social media and stock trading activities: Evidence from China 0 0 0 11 0 3 3 61
Not all the news fitting to reprint: Evidence from price-volume relationship 0 0 1 1 1 6 12 14
Open source information, investor attention, and asset pricing 0 1 2 70 0 8 15 292
Quantifying the cross-correlations between online searches and Bitcoin market 0 0 1 33 1 4 11 136
Quantifying the cross-sectional relationship between online sentiment and the skewness of stock returns 0 0 0 14 0 1 6 52
R2 and idiosyncratic volatility: Which captures the firm-specific return variation? 0 0 0 11 3 5 8 106
Return volatility and trading volume of GameFi 0 0 1 2 1 7 15 17
Some stylized facts of the cryptocurrency market 2 3 19 89 5 12 44 217
Special features on behavioral issues in cryptocurrencies 0 0 0 1 0 0 1 14
Spillover effects according to classification of cryptocurrency 1 1 1 3 2 13 15 17
Stay-at-Home Stocks Versus Go-Outside Stocks: The Impacts of COVID-19 on the Chinese Stock Market 0 0 0 7 0 3 7 29
Stock Crashes and Jumps Reactions to Information Demand and Supply: An Intraday Analysis 0 0 1 9 0 5 11 39
Stock mispricing, hard-to-value stocks and the influence of internet stock message boards 0 1 1 9 1 8 11 49
Stylized facts of the carbon emission market in China 0 0 0 5 2 5 7 25
Tail risks, firm characteristics, and stock returns 0 0 0 9 5 13 18 39
The Dynamic Cross-Correlations between Mass Media News, New Media News, and Stock Returns 0 0 0 1 1 8 11 23
The High-Volume Return Premium: Does it Really Exist in the Chinese Stock Market? 0 0 0 7 1 2 4 46
The cross-correlations between online sentiment proxies: Evidence from Google Trends and Twitter 0 0 1 16 0 1 5 74
The dynamic cross-correlations between foreign news, local news and stock returns 0 0 0 4 0 6 9 27
The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average 0 0 2 98 0 29 44 399
The interaction of financial news between mass media and new media: Evidence from news on Chinese stock market 0 0 1 10 1 6 10 85
The road less travelled: GameFi as a hedge or a safe haven for international indices 0 0 0 6 0 2 3 12
The role of investor attention in predicting stock prices: The long short-term memory networks perspective 0 0 5 44 2 7 20 127
The time-varying correlation between policy uncertainty and stock returns: Evidence from China 0 0 2 28 0 4 11 93
Trading and non-trading period Internet information flow and intraday return volatility 0 0 0 13 0 3 6 59
Trading volume and return volatility of Bitcoin market: evidence for the sequential information arrival hypothesis 0 1 3 15 1 5 10 79
Twitter’s daily happiness sentiment and international stock returns: Evidence from linear and nonlinear causality tests 0 0 1 15 0 4 11 54
US partisan conflict and high-yield exchange rates 0 0 0 2 1 4 6 18
Weibo Attention and Stock Market Performance: Some Empirical Evidence 0 0 0 1 0 4 9 19
When stock price crash risk meets fundamentals 2 3 7 16 3 6 17 36
Total Journal Articles 14 31 154 1,660 146 666 1,253 6,986


Statistics updated 2026-03-04