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 2 2 4 10
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 1 13 0 2 4 47
Dissecting the Idiosyncratic Volatility Puzzle: A Fundamental Analysis Approach 0 0 0 5 0 1 4 14
Herding towards carbon neutrality: The role of investor attention 0 0 0 2 4 6 10 15
R2 and Idiosyncratic Volatility: Which Captures the Firm-specific Return Variation? 0 0 1 25 1 2 4 188
The impact of information-based familiarity on the stock market 0 0 1 56 1 1 10 185
Total Working Papers 0 0 4 107 8 15 39 480


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 1 7 95 3 9 30 306
Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective 0 0 1 6 1 2 5 22
An empirical analysis of the Adaptive Market Hypothesis with calendar effects:Evidence from China 1 1 3 26 3 4 19 102
Assessing causal relationships between cryptocurrencies and investor attention: New results from transfer entropy methodology 0 0 0 10 0 2 3 27
Attention allocation and cryptocurrency return co-movement: Evidence from the stock market 0 0 2 2 2 2 6 8
Attention allocation and international stock return comovement: Evidence from the Bitcoin market 0 0 3 10 6 6 12 49
Baidu index and predictability of Chinese stock returns 0 1 2 13 1 3 12 111
Baidu news coverage and its impacts on order imbalance and large-size trade of Chinese stocks 0 0 0 8 2 4 5 43
Baidu news information flow and return volatility: Evidence for the Sequential Information Arrival Hypothesis 0 0 0 11 1 1 4 83
Bitcoin market reactions to large price swings of international stock markets 1 1 5 8 1 4 16 27
Borrower platform choice: The influencing factors on herding 0 0 1 7 0 0 3 31
Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence 0 0 1 15 0 0 3 71
Can the Baidu Index predict realized volatility in the Chinese stock market? 0 1 2 13 1 2 8 55
Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies 0 0 1 19 0 1 3 53
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 1 4 9 103
Dissecting the idiosyncratic volatility puzzle: A fundamental analysis approach 1 1 5 10 1 2 13 41
Do Chinese internet stock message boards convey firm-specific information? 0 0 1 24 0 1 4 175
Do analyst recommendations matter for rival companies? 0 0 0 3 0 1 1 47
Do online message boards convey cryptocurrency-specific information? 0 0 0 2 2 2 4 15
Does happiness forecast implied volatility? Evidence from nonparametric wave-based Granger causality testing 0 0 0 6 1 1 3 16
Does intraday time-series momentum exist in Chinese stock index futures market? 0 2 6 33 1 5 12 76
Does microblogging convey firm-specific information? Evidence from China 0 0 0 2 1 1 1 30
Does twitter predict Bitcoin? 1 3 4 99 12 18 30 396
ESG rating and stock price crash risk: Evidence from China 2 5 22 206 15 26 68 497
Extreme sentiment and herding: Evidence from the cryptocurrency market 0 2 5 12 2 6 13 36
Firm-specific new media sentiment and price synchronicity 0 0 1 1 1 2 4 7
Forecasting the volatility of Bitcoin: The importance of jumps and structural breaks 0 0 0 8 0 1 6 38
Has microblogging changed stock market behavior? Evidence from China 0 0 1 16 0 0 3 75
Herding towards carbon neutrality: The role of investor attention 0 0 0 0 1 1 3 3
How does economic policy uncertainty affect the bitcoin market? 1 1 2 29 8 9 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 1 4 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 2 2 106
Internet stock message boards and the price–volume relationship: Registered users vs non-registered users 0 0 0 1 2 2 6 10
Investor Attention and the Carbon Emission Markets in China: A Nonparametric Wavelet-Based Causality Test 0 1 2 5 3 6 9 26
Investor Sentiment and the Return Rate of P2P Lending Platform 0 1 2 16 0 1 4 71
Investor Structure and Stock Price Crash Risk in a Continuous Double Auction Market: An Agent-Based Perspective 0 0 0 26 1 4 5 126
Investor attention and GameFi returns: A transfer entropy analysis 0 0 0 1 0 2 2 5
Investor attention and performance of IPO firms: Evidence from online searches 0 0 0 18 1 2 5 86
Investor attention shocks and stock co-movement: Substitution or reinforcement? 0 0 2 26 1 3 9 90
Investor reactions to local and overseas news: Evidence from A‐ and H‐shares in China 0 0 0 10 1 3 5 46
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 0 0 0 47
Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective 0 1 4 60 5 10 29 182
Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction 0 0 2 8 0 3 8 33
Market Participation Willingness and Investor’s Herding Behavior: Evidence from an Emerging Market 0 0 0 14 1 1 3 52
Market reaction to climate risk report disclosures: The roles of investor attention and sentiment 0 2 10 13 1 7 28 40
Market reaction to internet news: Information diffusion and price pressure 0 0 0 39 2 3 7 155
Media opinion divergence and stock returns: Evidence from China 0 1 3 6 1 3 10 17
Momentum or reversal: Which is the appropriate third factor for cryptocurrencies? 1 3 15 40 3 7 30 88
Multifractal Detrended Cross-Correlation Analysis of the Return-Volume Relationship of Bitcoin Market 0 0 0 0 1 1 2 14
Network interdependency between social media and stock trading activities: Evidence from China 0 0 0 11 0 0 0 58
Not all the news fitting to reprint: Evidence from price-volume relationship 0 0 1 1 1 2 6 8
Open source information, investor attention, and asset pricing 1 1 1 69 5 5 9 284
Quantifying the cross-correlations between online searches and Bitcoin market 1 1 3 33 2 2 9 132
Quantifying the cross-sectional relationship between online sentiment and the skewness of stock returns 0 0 0 14 2 3 5 51
R2 and idiosyncratic volatility: Which captures the firm-specific return variation? 0 0 0 11 0 1 5 101
Return volatility and trading volume of GameFi 1 1 2 2 4 7 10 10
Some stylized facts of the cryptocurrency market 1 3 19 86 1 10 36 205
Special features on behavioral issues in cryptocurrencies 0 0 0 1 1 1 2 14
Spillover effects according to classification of cryptocurrency 0 0 0 2 1 1 2 4
Stay-at-Home Stocks Versus Go-Outside Stocks: The Impacts of COVID-19 on the Chinese Stock Market 0 0 1 7 1 3 5 26
Stock Crashes and Jumps Reactions to Information Demand and Supply: An Intraday Analysis 0 1 2 9 2 3 7 34
Stock mispricing, hard-to-value stocks and the influence of internet stock message boards 0 0 0 8 3 3 7 41
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 2 5 6 26
The Dynamic Cross-Correlations between Mass Media News, New Media News, and Stock Returns 0 0 0 1 1 3 3 15
The High-Volume Return Premium: Does it Really Exist in the Chinese Stock Market? 0 0 0 7 1 1 5 44
The cross-correlations between online sentiment proxies: Evidence from Google Trends and Twitter 0 0 2 16 1 3 5 73
The dynamic cross-correlations between foreign news, local news and stock returns 0 0 0 4 1 3 3 21
The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average 0 0 4 98 3 6 18 370
The interaction of financial news between mass media and new media: Evidence from news on Chinese stock market 0 0 1 10 0 1 4 79
The road less travelled: GameFi as a hedge or a safe haven for international indices 0 0 1 6 0 0 2 10
The role of investor attention in predicting stock prices: The long short-term memory networks perspective 1 2 5 44 1 4 14 120
The time-varying correlation between policy uncertainty and stock returns: Evidence from China 0 1 2 28 1 4 7 89
Trading and non-trading period Internet information flow and intraday return volatility 0 0 0 13 2 3 4 56
Trading volume and return volatility of Bitcoin market: evidence for the sequential information arrival hypothesis 0 0 2 14 0 2 6 74
Twitter’s daily happiness sentiment and international stock returns: Evidence from linear and nonlinear causality tests 0 0 1 15 2 3 9 50
US partisan conflict and high-yield exchange rates 0 0 0 2 1 2 2 14
Weibo Attention and Stock Market Performance: Some Empirical Evidence 0 0 0 1 2 3 5 15
When stock price crash risk meets fundamentals 1 1 4 13 2 4 12 30
Total Journal Articles 15 39 168 1,629 136 274 709 6,320


Statistics updated 2025-12-06