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 8 14
A Socio-Finance Model: The Case of Bitcoin 0 0 1 3 5 5 9 27
A Socio-Finance Model: The Case of Bitcoin 0 0 0 13 2 3 7 52
Dissecting the Idiosyncratic Volatility Puzzle: A Fundamental Analysis Approach 0 0 0 5 2 6 11 24
Herding towards carbon neutrality: The role of investor attention 0 0 0 2 3 3 18 23
R2 and Idiosyncratic Volatility: Which Captures the Firm-specific Return Variation? 0 0 1 25 4 5 16 200
The impact of information-based familiarity on the stock market 0 0 0 56 1 4 11 193
Total Working Papers 0 0 2 107 18 27 80 533


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 0 7 96 7 11 51 334
Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective 0 0 0 6 2 8 17 35
An empirical analysis of the Adaptive Market Hypothesis with calendar effects:Evidence from China 0 1 3 27 4 12 34 125
Assessing causal relationships between cryptocurrencies and investor attention: New results from transfer entropy methodology 1 1 1 11 4 18 27 52
Attention allocation and cryptocurrency return co-movement: Evidence from the stock market 0 1 2 4 6 9 16 21
Attention allocation and international stock return comovement: Evidence from the Bitcoin market 0 0 3 10 0 4 15 54
Baidu index and predictability of Chinese stock returns 0 0 2 13 2 5 23 125
Baidu news coverage and its impacts on order imbalance and large-size trade of Chinese stocks 0 0 0 8 3 5 14 52
Baidu news information flow and return volatility: Evidence for the Sequential Information Arrival Hypothesis 0 0 0 11 5 5 13 94
Bitcoin market reactions to large price swings of international stock markets 0 1 5 9 3 9 20 38
Borrower platform choice: The influencing factors on herding 0 0 0 7 4 5 10 40
Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence 0 0 1 16 2 4 8 78
Can the Baidu Index predict realized volatility in the Chinese stock market? 0 0 2 13 2 6 24 72
Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies 0 0 1 19 1 3 22 72
Daily happiness and stock returns: Some international evidence 0 0 1 41 3 6 10 144
Daily happiness and stock returns: The case of Chinese company listed in the United States 0 0 1 17 0 0 7 104
Dissecting the idiosyncratic volatility puzzle: A fundamental analysis approach 0 0 4 11 0 11 29 61
Do Chinese internet stock message boards convey firm-specific information? 0 1 1 25 1 2 7 180
Do analyst recommendations matter for rival companies? 0 0 0 3 3 3 6 52
Do online message boards convey cryptocurrency-specific information? 0 0 0 2 3 3 9 21
Does happiness forecast implied volatility? Evidence from nonparametric wave-based Granger causality testing 0 0 0 6 4 4 12 26
Does intraday time-series momentum exist in Chinese stock index futures market? 1 3 6 36 5 16 39 107
Does microblogging convey firm-specific information? Evidence from China 0 0 0 2 1 1 6 35
Does twitter predict Bitcoin? 4 5 9 104 9 20 102 472
ESG rating and stock price crash risk: Evidence from China 2 4 20 213 12 24 81 534
Extreme sentiment and herding: Evidence from the cryptocurrency market 0 0 4 13 4 8 29 55
Firm-specific new media sentiment and price synchronicity 0 0 0 1 5 8 17 22
Forecasting the volatility of Bitcoin: The importance of jumps and structural breaks 0 2 2 10 4 12 25 60
Has microblogging changed stock market behavior? Evidence from China 0 0 1 16 1 2 7 81
Herding towards carbon neutrality: The role of investor attention 1 1 1 1 2 6 14 15
How does economic policy uncertainty affect the bitcoin market? 0 1 2 30 1 6 22 201
Information and Bargaining Power: Evidence from SME Lending in China 0 0 0 7 0 1 5 29
Information demand density matters: Evidence from the post-earnings announcement drift 0 0 0 6 4 6 15 31
Information shocks and investor underreaction: Evidence from the Bitcoin market 0 0 0 1 3 5 8 12
Internet information arrival and volatility of SME PRICE INDEX 0 0 0 17 0 2 7 111
Internet stock message boards and the price–volume relationship: Registered users vs non-registered users 0 0 0 1 4 5 11 16
Investor Attention and the Carbon Emission Markets in China: A Nonparametric Wavelet-Based Causality Test 0 0 1 5 2 3 14 34
Investor Sentiment and the Return Rate of P2P Lending Platform 0 0 2 17 6 7 13 83
Investor Structure and Stock Price Crash Risk in a Continuous Double Auction Market: An Agent-Based Perspective 0 0 0 26 3 7 14 136
Investor attention and GameFi returns: A transfer entropy analysis 0 0 0 1 3 6 10 13
Investor attention and performance of IPO firms: Evidence from online searches 0 0 0 18 1 3 10 91
Investor attention shocks and stock co-movement: Substitution or reinforcement? 0 1 1 27 5 6 17 102
Investor reactions to local and overseas news: Evidence from A‐ and H‐shares in China 0 0 0 10 3 4 12 55
Investor sentiment and stock returns: Evidence from provincial TV audience rating in China 0 0 0 12 1 5 5 138
Investor structure and the price–volume relationship in a continuous double auction market: An agent-based modeling perspective 1 1 1 12 2 2 4 51
Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective 0 1 4 61 5 8 41 202
Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction 0 0 1 9 3 4 14 42
Market Participation Willingness and Investor’s Herding Behavior: Evidence from an Emerging Market 0 0 0 14 2 16 23 72
Market reaction to climate risk report disclosures: The roles of investor attention and sentiment 0 0 7 14 5 10 39 59
Market reaction to internet news: Information diffusion and price pressure 0 0 0 39 1 6 18 168
Media opinion divergence and stock returns: Evidence from China 0 0 1 6 0 7 20 32
Momentum or reversal: Which is the appropriate third factor for cryptocurrencies? 1 3 16 44 9 23 64 128
Multifractal Detrended Cross-Correlation Analysis of the Return-Volume Relationship of Bitcoin Market 0 0 0 0 5 8 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 7 9 18 22
Open source information, investor attention, and asset pricing 0 0 2 70 1 2 16 294
Quantifying the cross-correlations between online searches and Bitcoin market 0 0 1 33 4 6 13 141
Quantifying the cross-sectional relationship between online sentiment and the skewness of stock returns 0 0 0 14 3 3 8 55
R2 and idiosyncratic volatility: Which captures the firm-specific return variation? 0 0 0 11 3 7 12 110
Return volatility and trading volume of GameFi 0 0 1 2 7 8 22 24
Some stylized facts of the cryptocurrency market 1 6 23 93 10 20 57 232
Special features on behavioral issues in cryptocurrencies 0 0 0 1 3 3 4 17
Spillover effects according to classification of cryptocurrency 0 1 1 3 1 5 18 20
Stay-at-Home Stocks Versus Go-Outside Stocks: The Impacts of COVID-19 on the Chinese Stock Market 0 0 0 7 1 1 7 30
Stock Crashes and Jumps Reactions to Information Demand and Supply: An Intraday Analysis 0 0 1 9 2 4 14 43
Stock mispricing, hard-to-value stocks and the influence of internet stock message boards 0 0 1 9 2 4 14 52
Stylized facts of the carbon emission market in China 0 0 0 5 0 3 8 26
Tail risks, firm characteristics, and stock returns 0 0 0 9 0 6 19 40
The Dynamic Cross-Correlations between Mass Media News, New Media News, and Stock Returns 0 0 0 1 2 3 13 25
The High-Volume Return Premium: Does it Really Exist in the Chinese Stock Market? 0 0 0 7 1 3 5 48
The cross-correlations between online sentiment proxies: Evidence from Google Trends and Twitter 0 0 1 16 1 1 6 75
The dynamic cross-correlations between foreign news, local news and stock returns 0 0 0 4 1 1 10 28
The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average 1 3 5 101 5 8 48 407
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 86
The road less travelled: GameFi as a hedge or a safe haven for international indices 0 0 0 6 1 1 4 13
The role of investor attention in predicting stock prices: The long short-term memory networks perspective 0 0 5 44 5 10 25 135
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 1 7 60
Trading volume and return volatility of Bitcoin market: evidence for the sequential information arrival hypothesis 0 0 2 15 5 8 15 86
Twitter’s daily happiness sentiment and international stock returns: Evidence from linear and nonlinear causality tests 0 0 1 15 1 1 10 55
US partisan conflict and high-yield exchange rates 0 0 0 2 1 4 9 21
Weibo Attention and Stock Market Performance: Some Empirical Evidence 0 0 0 1 5 5 14 24
When stock price crash risk meets fundamentals 1 4 8 18 5 9 21 42
Total Journal Articles 14 41 167 1,687 249 519 1,535 7,359


Statistics updated 2026-05-06