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 3 0 3 7 13
A Socio-Finance Model: The Case of Bitcoin 0 0 0 13 0 3 5 50
Dissecting the Idiosyncratic Volatility Puzzle: A Fundamental Analysis Approach 0 0 0 5 2 5 10 22
Herding towards carbon neutrality: The role of investor attention 0 0 0 2 0 3 15 20
R2 and Idiosyncratic Volatility: Which Captures the Firm-specific Return Variation? 0 0 1 25 0 5 12 196
The impact of information-based familiarity on the stock market 0 0 0 56 0 7 12 192
Total Working Papers 0 0 2 107 2 27 65 515


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 8 96 2 15 48 327
Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective 0 0 0 6 2 8 15 33
An empirical analysis of the Adaptive Market Hypothesis with calendar effects:Evidence from China 0 1 3 27 3 17 30 121
Assessing causal relationships between cryptocurrencies and investor attention: New results from transfer entropy methodology 0 0 0 10 9 16 23 48
Attention allocation and cryptocurrency return co-movement: Evidence from the stock market 1 1 2 4 1 6 10 15
Attention allocation and international stock return comovement: Evidence from the Bitcoin market 0 0 3 10 3 5 15 54
Baidu index and predictability of Chinese stock returns 0 0 2 13 2 10 23 123
Baidu news coverage and its impacts on order imbalance and large-size trade of Chinese stocks 0 0 0 8 0 5 11 49
Baidu news information flow and return volatility: Evidence for the Sequential Information Arrival Hypothesis 0 0 0 11 0 4 9 89
Bitcoin market reactions to large price swings of international stock markets 0 1 5 9 4 8 19 35
Borrower platform choice: The influencing factors on herding 0 0 0 7 0 4 6 36
Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence 0 0 1 16 1 4 6 76
Can the Baidu Index predict realized volatility in the Chinese stock market? 0 0 2 13 1 12 22 70
Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies 0 0 1 19 1 15 21 71
Daily happiness and stock returns: Some international evidence 0 0 1 41 2 4 7 141
Daily happiness and stock returns: The case of Chinese company listed in the United States 0 0 1 17 0 1 7 104
Dissecting the idiosyncratic volatility puzzle: A fundamental analysis approach 0 0 4 11 4 14 29 61
Do Chinese internet stock message boards convey firm-specific information? 1 1 1 25 1 3 7 179
Do analyst recommendations matter for rival companies? 0 0 0 3 0 0 3 49
Do online message boards convey cryptocurrency-specific information? 0 0 0 2 0 3 6 18
Does happiness forecast implied volatility? Evidence from nonparametric wave-based Granger causality testing 0 0 0 6 0 4 8 22
Does intraday time-series momentum exist in Chinese stock index futures market? 0 2 6 35 4 24 35 102
Does microblogging convey firm-specific information? Evidence from China 0 0 0 2 0 4 5 34
Does twitter predict Bitcoin? 0 1 5 100 4 24 94 463
ESG rating and stock price crash risk: Evidence from China 2 2 18 211 6 18 70 522
Extreme sentiment and herding: Evidence from the cryptocurrency market 0 0 5 13 1 7 27 51
Firm-specific new media sentiment and price synchronicity 0 0 0 1 1 6 12 17
Forecasting the volatility of Bitcoin: The importance of jumps and structural breaks 0 2 2 10 5 11 23 56
Has microblogging changed stock market behavior? Evidence from China 0 0 1 16 1 4 6 80
Herding towards carbon neutrality: The role of investor attention 0 0 0 0 3 9 12 13
How does economic policy uncertainty affect the bitcoin market? 1 1 2 30 1 10 22 200
Information and Bargaining Power: Evidence from SME Lending in China 0 0 0 7 0 5 5 29
Information demand density matters: Evidence from the post-earnings announcement drift 0 0 0 6 0 6 11 27
Information shocks and investor underreaction: Evidence from the Bitcoin market 0 0 0 1 0 5 5 9
Internet information arrival and volatility of SME PRICE INDEX 0 0 0 17 2 3 7 111
Internet stock message boards and the price–volume relationship: Registered users vs non-registered users 0 0 0 1 0 1 8 12
Investor Attention and the Carbon Emission Markets in China: A Nonparametric Wavelet-Based Causality Test 0 0 1 5 0 5 13 32
Investor Sentiment and the Return Rate of P2P Lending Platform 0 0 3 17 0 5 9 77
Investor Structure and Stock Price Crash Risk in a Continuous Double Auction Market: An Agent-Based Perspective 0 0 0 26 0 6 11 133
Investor attention and GameFi returns: A transfer entropy analysis 0 0 0 1 1 4 7 10
Investor attention and performance of IPO firms: Evidence from online searches 0 0 0 18 1 4 9 90
Investor attention shocks and stock co-movement: Substitution or reinforcement? 0 1 1 27 0 5 12 97
Investor reactions to local and overseas news: Evidence from A‐ and H‐shares in China 0 0 0 10 0 4 9 52
Investor sentiment and stock returns: Evidence from provincial TV audience rating in China 0 0 0 12 1 4 4 137
Investor structure and the price–volume relationship in a continuous double auction market: An agent-based modeling perspective 0 0 0 11 0 1 2 49
Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective 1 1 5 61 2 10 39 197
Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction 0 0 1 9 1 5 11 39
Market Participation Willingness and Investor’s Herding Behavior: Evidence from an Emerging Market 0 0 0 14 3 18 21 70
Market reaction to climate risk report disclosures: The roles of investor attention and sentiment 0 1 8 14 3 12 35 54
Market reaction to internet news: Information diffusion and price pressure 0 0 0 39 2 8 17 167
Media opinion divergence and stock returns: Evidence from China 0 0 2 6 5 13 21 32
Momentum or reversal: Which is the appropriate third factor for cryptocurrencies? 1 3 15 43 10 25 55 119
Multifractal Detrended Cross-Correlation Analysis of the Return-Volume Relationship of Bitcoin Market 0 0 0 0 2 6 9 21
Network interdependency between social media and stock trading activities: Evidence from China 0 0 0 11 0 2 3 61
Not all the news fitting to reprint: Evidence from price-volume relationship 0 0 1 1 1 5 13 15
Open source information, investor attention, and asset pricing 0 0 2 70 1 7 16 293
Quantifying the cross-correlations between online searches and Bitcoin market 0 0 1 33 1 4 9 137
Quantifying the cross-sectional relationship between online sentiment and the skewness of stock returns 0 0 0 14 0 1 5 52
R2 and idiosyncratic volatility: Which captures the firm-specific return variation? 0 0 0 11 1 5 9 107
Return volatility and trading volume of GameFi 0 0 1 2 0 5 15 17
Some stylized facts of the cryptocurrency market 3 6 22 92 5 14 49 222
Special features on behavioral issues in cryptocurrencies 0 0 0 1 0 0 1 14
Spillover effects according to classification of cryptocurrency 0 1 1 3 2 8 17 19
Stay-at-Home Stocks Versus Go-Outside Stocks: The Impacts of COVID-19 on the Chinese Stock Market 0 0 0 7 0 2 6 29
Stock Crashes and Jumps Reactions to Information Demand and Supply: An Intraday Analysis 0 0 1 9 2 6 12 41
Stock mispricing, hard-to-value stocks and the influence of internet stock message boards 0 0 1 9 1 6 12 50
Stylized facts of the carbon emission market in China 0 0 0 5 1 6 8 26
Tail risks, firm characteristics, and stock returns 0 0 0 9 1 14 19 40
The Dynamic Cross-Correlations between Mass Media News, New Media News, and Stock Returns 0 0 0 1 0 6 11 23
The High-Volume Return Premium: Does it Really Exist in the Chinese Stock Market? 0 0 0 7 1 3 4 47
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 2 2 4 100 3 21 46 402
The interaction of financial news between mass media and new media: Evidence from news on Chinese stock market 0 0 1 10 0 5 10 85
The road less travelled: GameFi as a hedge or a safe haven for international indices 0 0 0 6 0 1 3 12
The role of investor attention in predicting stock prices: The long short-term memory networks perspective 0 0 5 44 3 9 22 130
The time-varying correlation between policy uncertainty and stock returns: Evidence from China 0 0 2 28 1 2 12 94
Trading and non-trading period Internet information flow and intraday return volatility 0 0 0 13 0 2 6 59
Trading volume and return volatility of Bitcoin market: evidence for the sequential information arrival hypothesis 0 1 2 15 2 5 10 81
Twitter’s daily happiness sentiment and international stock returns: Evidence from linear and nonlinear causality tests 0 0 1 15 0 4 9 54
US partisan conflict and high-yield exchange rates 0 0 0 2 2 6 8 20
Weibo Attention and Stock Market Performance: Some Empirical Evidence 0 0 0 1 0 4 9 19
When stock price crash risk meets fundamentals 1 4 7 17 1 6 16 37
Total Journal Articles 13 32 162 1,673 124 596 1,325 7,110


Statistics updated 2026-04-09