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 1 1 3 0 2 2 20
A Socio-Finance Model: The Case of Bitcoin 0 0 1 13 1 1 4 46
A Socio-Finance Model: The Case of Bitcoin 0 0 0 3 0 1 2 8
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 0 3 4 9
R2 and Idiosyncratic Volatility: Which Captures the Firm-specific Return Variation? 0 0 1 25 0 1 2 186
The impact of information-based familiarity on the stock market 0 0 1 56 0 2 9 184
Total Working Papers 0 1 4 107 1 10 26 466


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 6 94 6 9 31 303
Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective 0 0 1 6 0 1 3 20
An empirical analysis of the Adaptive Market Hypothesis with calendar effects:Evidence from China 0 1 2 25 0 6 17 98
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 1 5 6
Attention allocation and international stock return comovement: Evidence from the Bitcoin market 0 3 3 10 0 4 6 43
Baidu index and predictability of Chinese stock returns 0 0 1 12 0 0 10 108
Baidu news coverage and its impacts on order imbalance and large-size trade of Chinese stocks 0 0 0 8 1 2 2 40
Baidu news information flow and return volatility: Evidence for the Sequential Information Arrival Hypothesis 0 0 0 11 0 1 3 82
Bitcoin market reactions to large price swings of international stock markets 0 0 4 7 2 3 17 25
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 0 1 12 0 1 7 53
Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies 0 0 1 19 1 1 3 53
Daily happiness and stock returns: Some international evidence 0 0 2 41 0 1 4 136
Daily happiness and stock returns: The case of Chinese company listed in the United States 0 1 1 17 0 2 5 99
Dissecting the idiosyncratic volatility puzzle: A fundamental analysis approach 0 1 4 9 1 7 14 40
Do Chinese internet stock message boards convey firm-specific information? 0 0 1 24 0 0 3 174
Do analyst recommendations matter for rival companies? 0 0 0 3 1 1 2 47
Do online message boards convey cryptocurrency-specific information? 0 0 0 2 0 1 3 13
Does happiness forecast implied volatility? Evidence from nonparametric wave-based Granger causality testing 0 0 0 6 0 0 2 15
Does intraday time-series momentum exist in Chinese stock index futures market? 0 1 4 31 0 3 7 71
Does microblogging convey firm-specific information? Evidence from China 0 0 0 2 0 0 0 29
Does twitter predict Bitcoin? 1 2 2 97 2 5 15 380
ESG rating and stock price crash risk: Evidence from China 1 7 22 202 4 14 58 475
Extreme sentiment and herding: Evidence from the cryptocurrency market 1 2 4 11 1 4 10 31
Firm-specific new media sentiment and price synchronicity 0 0 1 1 1 1 4 6
Forecasting the volatility of Bitcoin: The importance of jumps and structural breaks 0 0 0 8 0 1 5 37
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 0 0 2 2
How does economic policy uncertainty affect the bitcoin market? 0 0 1 28 1 2 11 182
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 2 4 18
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 0 0 0 104
Internet stock message boards and the price–volume relationship: Registered users vs non-registered users 0 0 0 1 0 2 5 8
Investor Attention and the Carbon Emission Markets in China: A Nonparametric Wavelet-Based Causality Test 1 1 2 5 2 2 6 22
Investor Sentiment and the Return Rate of P2P Lending Platform 0 0 2 15 0 0 4 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 0 1 3 84
Investor attention shocks and stock co-movement: Substitution or reinforcement? 0 0 2 26 1 1 8 88
Investor reactions to local and overseas news: Evidence from A‐ and H‐shares in China 0 0 0 10 0 0 2 43
Investor sentiment and stock returns: Evidence from provincial TV audience rating in China 0 0 0 12 0 0 6 133
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 0 3 59 4 7 27 176
Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction 0 0 2 8 0 1 6 30
Market Participation Willingness and Investor’s Herding Behavior: Evidence from an Emerging Market 0 0 2 14 0 2 5 51
Market reaction to climate risk report disclosures: The roles of investor attention and sentiment 2 4 10 13 4 15 26 37
Market reaction to internet news: Information diffusion and price pressure 0 0 0 39 1 3 5 153
Media opinion divergence and stock returns: Evidence from China 0 0 2 5 0 2 8 14
Momentum or reversal: Which is the appropriate third factor for cryptocurrencies? 1 6 13 38 2 12 26 83
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 5 6
Open source information, investor attention, and asset pricing 0 0 0 68 0 0 4 279
Quantifying the cross-correlations between online searches and Bitcoin market 0 0 5 32 0 1 11 130
Quantifying the cross-sectional relationship between online sentiment and the skewness of stock returns 0 0 0 14 0 1 3 48
R2 and idiosyncratic volatility: Which captures the firm-specific return variation? 0 0 0 11 0 1 5 100
Return volatility and trading volume of GameFi 0 0 1 1 1 2 4 4
Some stylized facts of the cryptocurrency market 2 7 19 85 2 11 33 197
Special features on behavioral issues in cryptocurrencies 0 0 0 1 0 0 1 13
Spillover effects according to classification of cryptocurrency 0 0 0 2 0 1 1 3
Stay-at-Home Stocks Versus Go-Outside Stocks: The Impacts of COVID-19 on the Chinese Stock Market 0 0 1 7 2 2 5 25
Stock Crashes and Jumps Reactions to Information Demand and Supply: An Intraday Analysis 0 0 1 8 0 2 6 31
Stock mispricing, hard-to-value stocks and the influence of internet stock message boards 0 0 0 8 0 0 4 38
Stylized facts of the carbon emission market in China 0 0 0 5 0 1 1 19
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 1 2 16 0 1 2 70
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 0 5 98 2 3 17 366
The interaction of financial news between mass media and new media: Evidence from news on Chinese stock market 0 0 1 10 0 1 6 78
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 1 5 43 2 5 14 118
The time-varying correlation between policy uncertainty and stock returns: Evidence from China 0 0 1 27 0 1 5 85
Trading and non-trading period Internet information flow and intraday return volatility 0 0 0 13 0 0 1 53
Trading volume and return volatility of Bitcoin market: evidence for the sequential information arrival hypothesis 0 0 2 14 2 2 6 74
Twitter’s daily happiness sentiment and international stock returns: Evidence from linear and nonlinear causality tests 0 1 2 15 1 3 9 48
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 0 2 12
When stock price crash risk meets fundamentals 0 1 4 12 0 2 11 26
Total Journal Articles 10 40 159 1,600 48 162 571 6,094


Statistics updated 2025-10-06