3
H index
0
i10 index
16
Citations
Shanghai Lixin University of Accounting and Finance (90% share) | 3 H index 0 i10 index 16 Citations RESEARCH PRODUCTION: 9 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Lv Dayong, Sr.. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Physica A: Statistical Mechanics and its Applications | 4 |
Accounting and Finance | 2 |
Year | Title of citing document |
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2020 | Multifractal detrended cross-correlation analysis between respiratory diseases and haze in South Korea. (2020). Kim, Junseok ; Shao, Wei ; Wang, Jian. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:135:y:2020:i:c:s0960077920301831. Full description at Econpapers || Download paper |
2021 | Multifractal behavior relationship between crypto markets and Wikipedia-Reddit online platforms. (2021). Chen, Hongzhuan ; Telli, Ahin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:152:y:2021:i:c:s0960077921006858. Full description at Econpapers || Download paper |
2022 | Financial distress prediction by combining sentiment tone features. (2022). Liang, Changyong ; Wang, Zhao ; Xu, Kai ; Zhao, Shuping ; Chen, BO ; Lu, Wenxing. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002984. Full description at Econpapers || Download paper |
2021 | Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis. (2021). Farid, Saqib ; Naeem, Muhammad Abubakr ; Hussain, Syed Jawad ; Ferrer, Roman. In: Energy Policy. RePEc:eee:enepol:v:153:y:2021:i:c:s0301421521001543. Full description at Econpapers || Download paper |
2021 | Can the probability of extreme returns be the basis for profitable portfolios? Evidence from China. (2021). Xiong, Xiong ; Fan, Ruixin ; Gao, YA. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001204. Full description at Econpapers || Download paper |
2021 | Information uncertainty, investor sentiment, and analyst reports. (2021). Yang, Hee Jin ; Ryu, Doojin ; Kim, Karam. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s105752192100168x. Full description at Econpapers || Download paper |
2021 | The contrarian strategy of institutional investors in Chinese stock market. (2021). Zou, Qian ; Wen, Fenghua ; Wang, Xiong. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316597. Full description at Econpapers || Download paper |
2020 | Chinas copper futures market efficiency analysis: Based on nonlinear Granger causality and multifractal methods. (2020). Zhu, Wensong ; Cheng, Hui ; Yao, Shanshan ; Guo, Yaoqi. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719306142. Full description at Econpapers || Download paper |
2020 | Quantifying the cross sectional relation of daily happiness sentiment and stock return: Evidence from US. (2020). Zhao, Ruwei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:538:y:2020:i:c:s0378437119315031. Full description at Econpapers || Download paper |
2020 | Dynamic relationship between Chinese RMB exchange rate index and market anxiety: A new perspective based on MF-DCCA. (2020). Liu, Xinghua ; Lu, Xinsheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s037843711931903x. Full description at Econpapers || Download paper |
2021 | Co-movements between Shanghai Composite Index and some fund sectors in China. (2021). Kim, Junseok ; Chen, Wenbing ; Ma, Chenmin ; Shao, Wei ; Wang, Jian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:573:y:2021:i:c:s0378437121002533. Full description at Econpapers || Download paper |
2021 | Empirical Evidence Regarding the Impact of Economic Growth and Inflation on Economic Sentiment and Household Consumption. (2021). Batrancea, Larissa. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:336-:d:597494. Full description at Econpapers || Download paper |
2021 | Investor Sentiment, Idiosyncratic Risk, and Stock Price Premium: Evidence From Chinese Cross-Listed Companies. (2021). Zhang, YU ; Li, Yuan. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211024621. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2019 | Are margin traders informed? In: Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
2020 | Margin trading and price efficiency: information content or price?adjustment speed? In: Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
2020 | A new investor sentiment indicator (ISI) based on artificial intelligence: A powerful return predictor in China In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
2019 | Margin-trading volatility and stock price crash risk In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 1 |
2018 | Cross-correlations between individual investor sentiment and Chinese stock market return: New perspective based on MF-DCCA In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 4 |
2018 | SAD and stock returns revisited: Nonlinear analysis based on MF-DCCA and Granger test In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 5 |
2019 | The informativeness of options-trading activities: Non-linear analysis based on MF-DCCA and Granger test In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
2021 | Hedging effectiveness of Chinese Treasury bond futures: New evidence based on nonlinear analysis In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
2018 | Asymmetric effect of margin-trading activities on price crashes: evidence from Chinese stock market In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
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