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 2 9 29
A Socio-Finance Model: The Case of Bitcoin 0 0 0 3 1 1 9 17
Dissecting the Idiosyncratic Volatility Puzzle: A Fundamental Analysis Approach 0 0 1 6 1 1 13 26
Herding towards carbon neutrality: The role of investor attention 0 0 0 2 1 1 15 24
R2 and Idiosyncratic Volatility: Which Captures the Firm-specific Return Variation? 0 0 0 25 0 0 14 200
The impact of information-based familiarity on the stock market 0 0 0 56 1 1 10 194
Total Working Papers 0 0 1 95 5 6 70 490
1 registered items for which data could not be found


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 6 100 1 5 45 342
Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective 0 0 0 6 0 3 20 40
An empirical analysis of the Adaptive Market Hypothesis with calendar effects:Evidence from China 0 1 3 28 1 4 32 130
Assessing causal relationships between cryptocurrencies and investor attention: New results from transfer entropy methodology 0 1 2 12 1 6 34 59
Attention allocation and cryptocurrency return co-movement: Evidence from the stock market 0 0 2 4 2 2 17 23
Attention allocation and international stock return comovement: Evidence from the Bitcoin market 0 0 0 10 0 1 12 55
Baidu index and predictability of Chinese stock returns 0 0 1 13 1 6 25 133
Baidu news coverage and its impacts on order imbalance and large-size trade of Chinese stocks 0 0 0 8 0 1 14 53
Baidu news information flow and return volatility: Evidence for the Sequential Information Arrival Hypothesis 0 0 1 12 0 2 16 98
Bitcoin market reactions to large price swings of international stock markets 0 0 2 9 0 2 17 40
Borrower platform choice: The influencing factors on herding 0 0 0 7 0 1 10 41
Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence 0 1 2 17 3 4 12 83
Can the Baidu Index predict realized volatility in the Chinese stock market? 0 0 1 13 4 9 33 86
Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies 1 1 1 20 1 1 21 73
Daily happiness and stock returns: Some international evidence 0 0 0 41 0 2 10 146
Daily happiness and stock returns: The case of Chinese company listed in the United States 0 1 1 18 1 2 8 107
Dissecting the idiosyncratic volatility puzzle: A fundamental analysis approach 0 0 3 12 0 3 26 65
Do Chinese internet stock message boards convey firm-specific information? 0 0 1 25 2 3 10 184
Do analyst recommendations matter for rival companies? 0 0 0 3 0 2 8 54
Do online message boards convey cryptocurrency-specific information? 0 0 0 2 0 0 8 21
Does happiness forecast implied volatility? Evidence from nonparametric wave-based Granger causality testing 0 0 0 6 0 0 11 26
Does intraday time-series momentum exist in Chinese stock index futures market? 0 3 8 39 3 20 57 128
Does microblogging convey firm-specific information? Evidence from China 0 0 0 2 0 2 8 37
Does twitter predict Bitcoin? 0 1 10 106 6 13 110 488
ESG rating and stock price crash risk: Evidence from China 0 3 17 218 3 10 77 548
Extreme sentiment and herding: Evidence from the cryptocurrency market 0 0 3 13 1 5 30 60
Firm-specific new media sentiment and price synchronicity 0 0 0 1 0 1 20 25
Forecasting the volatility of Bitcoin: The importance of jumps and structural breaks 0 3 5 13 0 9 33 70
Has microblogging changed stock market behavior? Evidence from China 0 0 0 16 2 2 9 84
Herding towards carbon neutrality: The role of investor attention 0 0 1 1 1 3 17 19
How does economic policy uncertainty affect the bitcoin market? 0 0 2 30 0 1 21 202
Information and Bargaining Power: Evidence from SME Lending in China 0 0 0 7 1 2 7 31
Information demand density matters: Evidence from the post-earnings announcement drift 0 0 0 6 1 2 16 33
Information shocks and investor underreaction: Evidence from the Bitcoin market 0 1 2 3 0 1 13 17
Internet information arrival and volatility of SME PRICE INDEX 0 0 0 17 0 1 9 113
Internet stock message boards and the price–volume relationship: Registered users vs non-registered users 0 0 0 1 0 0 8 16
Investor Attention and the Carbon Emission Markets in China: A Nonparametric Wavelet-Based Causality Test 1 1 2 6 2 4 18 38
Investor Sentiment and the Return Rate of P2P Lending Platform 0 0 2 17 6 6 19 89
Investor Structure and Stock Price Crash Risk in a Continuous Double Auction Market: An Agent-Based Perspective 0 0 0 26 0 0 14 136
Investor attention and GameFi returns: A transfer entropy analysis 0 1 1 2 0 8 18 21
Investor attention and performance of IPO firms: Evidence from online searches 0 0 0 18 0 1 8 92
Investor attention shocks and stock co-movement: Substitution or reinforcement? 0 1 3 29 2 3 22 109
Investor reactions to local and overseas news: Evidence from A‐ and H‐shares in China 0 0 0 10 0 1 13 56
Investor sentiment and stock returns: Evidence from provincial TV audience rating in China 0 0 0 12 0 1 8 141
Investor structure and the price–volume relationship in a continuous double auction market: An agent-based modeling perspective 0 0 1 12 0 0 4 51
Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective 0 0 2 61 0 1 32 204
Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction 1 1 2 10 3 3 16 46
Market Participation Willingness and Investor’s Herding Behavior: Evidence from an Emerging Market 1 1 1 15 2 2 23 74
Market reaction to climate risk report disclosures: The roles of investor attention and sentiment 2 2 6 17 2 4 31 64
Market reaction to internet news: Information diffusion and price pressure 0 0 0 39 2 4 20 172
Media opinion divergence and stock returns: Evidence from China 0 0 1 6 1 4 22 36
Momentum or reversal: Which is the appropriate third factor for cryptocurrencies? 1 4 11 48 3 14 64 145
Multifractal Detrended Cross-Correlation Analysis of the Return-Volume Relationship of Bitcoin Market 0 0 0 0 0 1 14 27
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 1 17 23
Open source information, investor attention, and asset pricing 0 0 2 70 1 2 17 296
Quantifying the cross-correlations between online searches and Bitcoin market 0 0 1 33 3 6 17 147
Quantifying the cross-sectional relationship between online sentiment and the skewness of stock returns 0 0 0 14 0 1 8 56
R2 and idiosyncratic volatility: Which captures the firm-specific return variation? 0 0 0 11 1 2 12 112
Return volatility and trading volume of GameFi 0 0 1 2 1 2 23 26
Some stylized facts of the cryptocurrency market 0 1 13 96 1 7 47 242
Special features on behavioral issues in cryptocurrencies 0 0 0 1 2 2 6 19
Spillover effects according to classification of cryptocurrency 0 0 1 3 1 4 21 24
Stay-at-Home Stocks Versus Go-Outside Stocks: The Impacts of COVID-19 on the Chinese Stock Market 0 0 0 7 1 1 8 31
Stock Crashes and Jumps Reactions to Information Demand and Supply: An Intraday Analysis 0 0 1 9 1 1 13 44
Stock mispricing, hard-to-value stocks and the influence of internet stock message boards 0 0 1 9 1 2 16 54
Stylized facts of the carbon emission market in China 0 0 0 5 0 0 7 26
Tail risks, firm characteristics, and stock returns 0 0 0 9 0 2 21 42
The Dynamic Cross-Correlations between Mass Media News, New Media News, and Stock Returns 0 0 0 1 2 2 15 27
The High-Volume Return Premium: Does it Really Exist in the Chinese Stock Market? 0 0 0 7 4 5 10 53
The cross-correlations between online sentiment proxies: Evidence from Google Trends and Twitter 0 0 0 16 0 1 6 76
The dynamic cross-correlations between foreign news, local news and stock returns 0 0 0 4 0 0 10 28
The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average 0 0 3 101 0 4 47 411
The interaction of financial news between mass media and new media: Evidence from news on Chinese stock market 0 0 0 10 1 1 10 88
The road less travelled: GameFi as a hedge or a safe haven for international indices 1 1 1 7 1 2 6 16
The role of investor attention in predicting stock prices: The long short-term memory networks perspective 0 0 3 45 1 2 23 139
The time-varying correlation between policy uncertainty and stock returns: Evidence from China 0 0 1 28 0 1 10 95
Trading and non-trading period Internet information flow and intraday return volatility 0 0 0 13 0 1 9 62
Trading volume and return volatility of Bitcoin market: evidence for the sequential information arrival hypothesis 0 0 1 15 0 2 16 88
Twitter’s daily happiness sentiment and international stock returns: Evidence from linear and nonlinear causality tests 0 0 0 15 0 1 9 56
US partisan conflict and high-yield exchange rates 0 0 0 2 0 1 11 23
Weibo Attention and Stock Market Performance: Some Empirical Evidence 0 0 0 1 0 0 13 25
When stock price crash risk meets fundamentals 0 1 7 19 0 2 18 44
Total Journal Articles 9 32 142 1,732 80 246 1,619 7,665


Statistics updated 2026-09-10