Dehua Shen : Citation Profile


Are you Dehua Shen?

Tianjin University

5

H index

1

i10 index

54

Citations

RESEARCH PRODUCTION:

27

Articles

2

Papers

RESEARCH ACTIVITY:

   5 years (2013 - 2018). See details.
   Cites by year: 10
   Journals where Dehua Shen has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 24 (30.77 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh718
   Updated: 2019-04-20    RAS profile: 2019-01-19    
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Relations with other researchers


Works with:

Teglio, Andrea (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Dehua Shen.

Is cited by:

Krištoufek, Ladislav (2)

Wong, Wing-Keung (2)

AROURI, Mohamed (2)

Ogbonna, Ahamuefula (2)

Roubaud, David (2)

YAYA, OLAOLUWA (2)

Caporin, Massimiliano (1)

Lee, Chien-Chiang (1)

Peng, Cheng (1)

Lean, Hooi Hooi (1)

Hassan, Arshad (1)

Cites to:

Baker, Malcolm (20)

Shleifer, Andrei (17)

Wurgler, Jeffrey (17)

Teglio, Andrea (15)

Krištoufek, Ladislav (14)

Stein, Jeremy (14)

Hong, Harrison (12)

Bollerslev, Tim (11)

Barber, Brad (10)

Antweiler, Werner (10)

Frank, Murray (10)

Main data


Where Dehua Shen has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications16
Economic Modelling5

Working Papers Series with more than one paper published# docs
Working Papers / Economics Department, Universitat Jaume I, Castelln (Spain)2

Recent works citing Dehua Shen (2019 and 2018)


YearTitle of citing document
2017Time series momentum and contrarian effects in the Chinese stock market. (2017). Zhou, Wei-Xing ; Shi, Huai-Long . In: Papers. RePEc:arx:papers:1702.07374.

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2019Clustering patterns in efficiency and the coming-of-age of the cryptocurrency market. (2019). , Higor ; Ribeiro, Haroldo V ; Perc, Matjaz. In: Papers. RePEc:arx:papers:1901.04967.

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2017Stock Price Synchronicity and Information Environment. (2017). Hassan, Arshad ; Fraz, Ahmad. In: Business & Economic Review. RePEc:bec:imsber:v:9:y:2017:i:4:p:213-232.

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2017Intra-industry information diffusion in Chinas stock market. (2017). Lean, Hooi Hooi ; Dong, Chi ; Ahmad, Zamri. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00823.

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2018Impacts of a medium voltage direct current link on the performance of electrical distribution networks. (2018). Qi, QI ; Yu, James ; Wu, Jianzhong ; Long, Chao. In: Applied Energy. RePEc:eee:appene:v:230:y:2018:i:c:p:175-188.

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2017Stock price synchronicity to oil shocks across quantiles: Evidence from Chinese oil firms. (2017). Peng, Cheng ; You, Wanhai ; Jia, Xianghua ; Zhu, Huiming. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:248-259.

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2018Information demand and stock market liquidity: International evidence. (2018). Roubaud, David ; AROURI, Mohamed ; Aouadi, Amal. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:194-202.

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2017Impacts of the mass media effect on investor sentiment. (2017). Yang, Wen ; Yi, Zelong ; Lin, Dongtong . In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:1-4.

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2018Informed trading in the Bitcoin market. (2018). Feng, Wenjun ; Zhang, Zhengjun ; Wang, Yiming. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:63-70.

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2018Is stock return predictability time-varying?. (2018). Devpura, Neluka ; Sharma, Susan Sunila ; Narayan, Paresh Kumar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:152-172.

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2018What does investors online divergence of opinion tell us about stock returns and trading volume?. (2018). Al-Nasseri, Alya ; Ali, Faek Menla. In: Journal of Business Research. RePEc:eee:jbrese:v:86:y:2018:i:c:p:166-178.

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2018Tweeting the financial market: Media effect in the era of Big Data. (2018). Liu, Peipei ; Xia, Xinping. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:267-290.

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2017Long memory of abnormal investor attention and the cross-correlations between abnormal investor attention and trading volume, volatility respectively. (2017). Zhuang, Xintian ; Yuan, Ying ; Fan, Xiaoqian ; Jin, Xiu . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:469:y:2017:i:c:p:323-333.

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2017Time series momentum and contrarian effects in the Chinese stock market. (2017). Shi, Huai-Long ; Zhou, Wei-Xing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:483:y:2017:i:c:p:309-318.

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2018Does solar activity affect human happiness?. (2018). Krištoufek, Ladislav. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:493:y:2018:i:c:p:47-53.

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2018Revisiting the investor sentiment–stock returns relationship: A multi-scale perspective using wavelets. (2018). Lao, Jiashun ; Jiang, Yonghong ; Nie, HE. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:499:y:2018:i:c:p:420-427.

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2018The price-volume relationship caused by asset allocation based on Kelly criterion. (2018). Wang, Kaiyang ; Yang, Haizhen . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1-8.

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2018Internet attention and information asymmetry: Evidence from Qihoo 360 search data on the Chinese stock market. (2018). Gao, Yang ; Liu, Chao ; Wang, Chao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:802-811.

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2018A generative model for the collective attention of the Chinese stock market investors. (2018). Liu, Jian-Guo ; Yu, Chang-Rui ; Yang, Zhen-Hua. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:1175-1182.

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2019Do both demand-following and supply-leading theories hold true in developing countries?. (2019). Chow, Sheung Chi ; Wong, Wing Keung ; Vieito, Joo Paulo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:513:y:2019:i:c:p:536-554.

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2019Empirical distributions of stock returns: Mixed normal or kernel density?. (2019). Yan, Hanhuan ; Han, Liyan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:473-486.

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2017Can Sentiment Analysis and Options Volume Anticipate Future Returns?. (2017). Houlihan, Patrick ; Creamer, German G. In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:4:d:10.1007_s10614-017-9694-4.

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2018Do both demand-following and supply-leading theories hold true in developing countries?. (2018). Wong, Wing-Keung ; Vieito, Joo Paulo ; Chow, Sheung Chi. In: MPRA Paper. RePEc:pra:mprapa:87641.

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2018How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash?. (2018). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Olubusoye, Olusanya E. In: MPRA Paper. RePEc:pra:mprapa:91253.

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2019Market Efficiency and Volatility Persistence of Cryptocurrency during Pre- and Post-Crash Periods of Bitcoin: Evidence based on Fractional Integration. (2019). YAYA, OLAOLUWA ; Mudida, Robert ; Ogbonna, Ephraim A. In: MPRA Paper. RePEc:pra:mprapa:91450.

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2018Avoidance behavior against air pollution: evidence from online search indices for anti-PM2.5 masks and air filters in Chinese cities. (2018). Liu, Tong ; Lau, Alexis ; He, Guojun. In: Environmental Economics and Policy Studies. RePEc:spr:envpol:v:20:y:2018:i:2:d:10.1007_s10018-017-0196-3.

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2018Monetary Wisdom: How Do Investors Use Love of Money to Frame Stock Volatility and Enhance Stock Happiness?. (2018). Tang, Ningyu ; Zhang, Kaili ; Chen, Jingqiu. In: Journal of Happiness Studies. RePEc:spr:jhappi:v:19:y:2018:i:6:d:10.1007_s10902-017-9890-x.

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2019Metcalfes law and herding behaviour in the cryptocurrencies market. (2019). Mazurencu-Marinescu, Miruna ; Pele, Daniel Traian. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201916.

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Works by Dehua Shen:


YearTitleTypeCited
2013Open source information, investor attention, and asset pricing In: Economic Modelling.
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article10
2016R2 and idiosyncratic volatility: Which captures the firm-specific return variation? In: Economic Modelling.
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article5
2015R2 and Idiosyncratic Volatility: Which Captures the Firm-specific Return Variation?.(2015) In: Working Papers.
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paper
2016Market reaction to internet news: Information diffusion and price pressure In: Economic Modelling.
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article5
2017Daily happiness and stock returns: The case of Chinese company listed in the United States In: Economic Modelling.
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article2
2018Baidu news information flow and return volatility: Evidence for the Sequential Information Arrival Hypothesis In: Economic Modelling.
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article0
2019Does twitter predict Bitcoin? In: Economics Letters.
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article0
2017Baidu news coverage and its impacts on order imbalance and large-size trade of Chinese stocks In: Finance Research Letters.
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article1
2018Do Chinese internet stock message boards convey firm-specific information? In: Pacific-Basin Finance Journal.
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article0
2014Internet information arrival and volatility of SME PRICE INDEX In: Physica A: Statistical Mechanics and its Applications.
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article5
2016Network interdependency between social media and stock trading activities: Evidence from China In: Physica A: Statistical Mechanics and its Applications.
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article1
2016Trading and non-trading period Internet information flow and intraday return volatility In: Physica A: Statistical Mechanics and its Applications.
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article3
2016Has microblogging changed stock market behavior? Evidence from China In: Physica A: Statistical Mechanics and its Applications.
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article3
2016Daily happiness and stock returns: Some international evidence In: Physica A: Statistical Mechanics and its Applications.
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article5
2017Investor sentiment and stock returns: Evidence from provincial TV audience rating in China In: Physica A: Statistical Mechanics and its Applications.
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article1
2017Investor structure and the price–volume relationship in a continuous double auction market: An agent-based modeling perspective In: Physica A: Statistical Mechanics and its Applications.
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article2
2017Does microblogging convey firm-specific information? Evidence from China In: Physica A: Statistical Mechanics and its Applications.
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article1
2017The interaction of financial news between mass media and new media: Evidence from news on Chinese stock market In: Physica A: Statistical Mechanics and its Applications.
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article0
2018Quantifying the cross-sectional relationship between online sentiment and the skewness of stock returns In: Physica A: Statistical Mechanics and its Applications.
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article0
2018The time-varying correlation between policy uncertainty and stock returns: Evidence from China In: Physica A: Statistical Mechanics and its Applications.
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article3
2018Investor attention and performance of IPO firms: Evidence from online searches In: Physica A: Statistical Mechanics and its Applications.
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article0
2018The cross-correlations between online sentiment proxies: Evidence from Google Trends and Twitter In: Physica A: Statistical Mechanics and its Applications.
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article0
2018Quantifying the cross-correlations between online searches and Bitcoin market In: Physica A: Statistical Mechanics and its Applications.
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article0
2018The dynamic cross-correlations between foreign news, local news and stock returns In: Physica A: Statistical Mechanics and its Applications.
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2018The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average In: Physica A: Statistical Mechanics and its Applications.
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article3
2016The impact of information-based familiarity on the stock market In: Working Papers.
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2017Baidu index and predictability of Chinese stock returns In: Financial Innovation.
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article1
2018Some stylized facts of the cryptocurrency market In: Applied Economics.
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article3
2015Information and Bargaining Power: Evidence from SME Lending in China In: International Journal of Information Technology & Decision Making (IJITDM).
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article0

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