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 13 0 0 3 45
A Socio-Finance Model: The Case of Bitcoin 0 0 0 3 0 1 1 7
A Socio-Finance Model: The Case of Bitcoin 1 1 1 3 1 1 1 19
Dissecting the Idiosyncratic Volatility Puzzle: A Fundamental Analysis Approach 0 0 0 5 0 0 3 13
Herding towards carbon neutrality: The role of investor attention 0 0 0 2 2 3 5 8
R2 and Idiosyncratic Volatility: Which Captures the Firm-specific Return Variation? 0 1 2 25 0 1 2 185
The impact of information-based familiarity on the stock market 0 0 1 56 0 0 7 182
Total Working Papers 1 2 5 107 3 6 22 459


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 5 8 94 2 13 30 296
Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective 0 0 1 6 0 1 2 19
An empirical analysis of the Adaptive Market Hypothesis with calendar effects:Evidence from China 0 0 1 24 3 4 14 95
Assessing causal relationships between cryptocurrencies and investor attention: New results from transfer entropy methodology 0 0 1 10 0 0 3 25
Attention allocation and cryptocurrency return co-movement: Evidence from the stock market 0 0 2 2 0 0 4 5
Attention allocation and international stock return comovement: Evidence from the Bitcoin market 0 0 0 7 0 0 2 39
Baidu index and predictability of Chinese stock returns 0 1 2 12 0 6 12 108
Baidu news coverage and its impacts on order imbalance and large-size trade of Chinese stocks 0 0 0 8 0 0 0 38
Baidu news information flow and return volatility: Evidence for the Sequential Information Arrival Hypothesis 0 0 0 11 1 1 4 82
Bitcoin market reactions to large price swings of international stock markets 0 3 5 7 1 5 17 23
Borrower platform choice: The influencing factors on herding 0 0 1 7 0 1 4 31
Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence 0 0 1 15 0 1 3 71
Can the Baidu Index predict realized volatility in the Chinese stock market? 0 1 1 12 0 4 7 52
Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies 0 1 1 19 0 2 2 52
Daily happiness and stock returns: Some international evidence 0 1 2 41 0 1 3 135
Daily happiness and stock returns: The case of Chinese company listed in the United States 1 1 1 17 2 2 5 99
Dissecting the idiosyncratic volatility puzzle: A fundamental analysis approach 0 1 3 8 3 4 11 36
Do Chinese internet stock message boards convey firm-specific information? 0 0 2 24 0 1 5 174
Do analyst recommendations matter for rival companies? 0 0 1 3 0 0 3 46
Do online message boards convey cryptocurrency-specific information? 0 0 0 2 0 0 3 12
Does happiness forecast implied volatility? Evidence from nonparametric wave-based Granger causality testing 0 0 1 6 0 1 3 15
Does intraday time-series momentum exist in Chinese stock index futures market? 0 0 3 30 2 2 7 70
Does microblogging convey firm-specific information? Evidence from China 0 0 0 2 0 0 0 29
Does twitter predict Bitcoin? 1 1 2 96 3 8 16 378
ESG rating and stock price crash risk: Evidence from China 2 4 27 197 4 12 63 465
Extreme sentiment and herding: Evidence from the cryptocurrency market 1 1 3 10 2 3 8 29
Firm-specific new media sentiment and price synchronicity 0 0 1 1 0 0 3 5
Forecasting the volatility of Bitcoin: The importance of jumps and structural breaks 0 0 1 8 1 2 8 37
Has microblogging changed stock market behavior? Evidence from China 0 1 1 16 0 1 3 75
Herding towards carbon neutrality: The role of investor attention 0 0 0 0 0 1 2 2
How does economic policy uncertainty affect the bitcoin market? 0 0 1 28 1 2 11 181
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 1 6 1 1 3 17
Information shocks and investor underreaction: Evidence from the Bitcoin market 0 0 0 1 0 0 1 4
Internet information arrival and volatility of SME PRICE INDEX 0 0 0 17 0 0 0 104
Internet stock message boards and the price–volume relationship: Registered users vs non-registered users 0 0 0 1 1 2 5 7
Investor Attention and the Carbon Emission Markets in China: A Nonparametric Wavelet-Based Causality Test 0 0 1 4 0 0 7 20
Investor Sentiment and the Return Rate of P2P Lending Platform 0 0 2 15 0 0 5 70
Investor Structure and Stock Price Crash Risk in a Continuous Double Auction Market: An Agent-Based Perspective 0 0 0 26 0 0 1 122
Investor attention and GameFi returns: A transfer entropy analysis 0 0 0 1 0 0 0 3
Investor attention and performance of IPO firms: Evidence from online searches 0 0 0 18 1 3 3 84
Investor attention shocks and stock co-movement: Substitution or reinforcement? 0 0 3 26 0 2 9 87
Investor reactions to local and overseas news: Evidence from A‐ and H‐shares in China 0 0 0 10 0 0 3 43
Investor sentiment and stock returns: Evidence from provincial TV audience rating in China 0 0 0 12 0 0 9 133
Investor structure and the price–volume relationship in a continuous double auction market: An agent-based modeling perspective 0 0 0 11 0 0 1 47
Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective 0 2 6 59 2 10 28 171
Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction 0 0 2 8 1 2 7 30
Market Participation Willingness and Investor’s Herding Behavior: Evidence from an Emerging Market 0 0 2 14 2 2 6 51
Market reaction to climate risk report disclosures: The roles of investor attention and sentiment 0 2 6 9 2 4 15 24
Market reaction to internet news: Information diffusion and price pressure 0 0 0 39 0 0 2 150
Media opinion divergence and stock returns: Evidence from China 0 0 3 5 2 2 9 14
Momentum or reversal: Which is the appropriate third factor for cryptocurrencies? 3 7 10 35 6 13 23 77
Multifractal Detrended Cross-Correlation Analysis of the Return-Volume Relationship of Bitcoin Market 0 0 0 0 0 0 1 13
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 0 1 4 5
Open source information, investor attention, and asset pricing 0 0 2 68 0 1 7 279
Quantifying the cross-correlations between online searches and Bitcoin market 0 0 6 32 0 1 13 129
Quantifying the cross-sectional relationship between online sentiment and the skewness of stock returns 0 0 0 14 1 1 3 48
R2 and idiosyncratic volatility: Which captures the firm-specific return variation? 0 0 1 11 1 2 6 100
Return volatility and trading volume of GameFi 0 0 1 1 1 1 3 3
Some stylized facts of the cryptocurrency market 4 12 17 82 7 18 31 193
Special features on behavioral issues in cryptocurrencies 0 0 0 1 0 0 1 13
Spillover effects according to classification of cryptocurrency 0 0 2 2 1 1 3 3
Stay-at-Home Stocks Versus Go-Outside Stocks: The Impacts of COVID-19 on the Chinese Stock Market 0 0 1 7 0 0 3 23
Stock Crashes and Jumps Reactions to Information Demand and Supply: An Intraday Analysis 0 0 1 8 0 0 5 29
Stock mispricing, hard-to-value stocks and the influence of internet stock message boards 0 0 0 8 0 0 5 38
Stylized facts of the carbon emission market in China 0 0 0 5 0 0 1 18
Tail risks, firm characteristics, and stock returns 0 0 2 9 0 0 3 21
The Dynamic Cross-Correlations between Mass Media News, New Media News, and Stock Returns 0 0 0 1 0 0 0 12
The High-Volume Return Premium: Does it Really Exist in the Chinese Stock Market? 0 0 0 7 0 0 4 43
The cross-correlations between online sentiment proxies: Evidence from Google Trends and Twitter 0 0 1 15 0 0 1 69
The dynamic cross-correlations between foreign news, local news and stock returns 0 0 0 4 0 0 0 18
The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average 0 2 5 98 1 5 18 364
The interaction of financial news between mass media and new media: Evidence from news on Chinese stock market 0 0 1 10 0 1 5 77
The road less travelled: GameFi as a hedge or a safe haven for international indices 0 0 1 6 0 1 2 10
The role of investor attention in predicting stock prices: The long short-term memory networks perspective 0 3 5 42 2 5 14 115
The time-varying correlation between policy uncertainty and stock returns: Evidence from China 0 1 1 27 1 3 8 85
Trading and non-trading period Internet information flow and intraday return volatility 0 0 0 13 0 0 2 53
Trading volume and return volatility of Bitcoin market: evidence for the sequential information arrival hypothesis 0 1 2 14 0 1 5 72
Twitter’s daily happiness sentiment and international stock returns: Evidence from linear and nonlinear causality tests 0 0 1 14 0 0 6 45
US partisan conflict and high-yield exchange rates 0 0 0 2 0 0 0 12
Weibo Attention and Stock Market Performance: Some Empirical Evidence 0 0 0 1 0 2 2 12
When stock price crash risk meets fundamentals 0 1 3 11 0 3 10 24
Total Journal Articles 12 52 163 1,572 58 166 562 5,990


Statistics updated 2025-08-05