5
H index
2
i10 index
54
Citations
Shanghai Lixin University of Accounting and Finance (90% share) | 5 H index 2 i10 index 54 Citations RESEARCH PRODUCTION: 12 Articles RESEARCH ACTIVITY: 4 years (2018 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pda638 |
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 |
Pacific-Basin Finance Journal | 2 |
Year | Title of citing document |
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2023 | Messages in online stock forums and stock price synchronicity: Evidence from China. (2023). Zhang, Yizhou ; Shan, Yaowen ; Lu, Meiting ; Cao, Yuqiang ; Huang, Can. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:3:p:3011-3041. Full description at Econpapers || Download paper |
2023 | Role of OTC options in stock price efficiency: Evidence from the Chinese market. (2023). Lv, Dayong ; Diao, Xundi ; Zhou, Yaping. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:4:p:4629-4655. Full description at Econpapers || Download paper |
2024 | The potential built?in supply effect from margin trading in the Chinese stock market. (2022). Choy, Siu Kai ; Li, Yanxi ; Wang, Mingzhu. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:4:p:835-861. Full description at Econpapers || Download paper |
2023 | Oil price uncertainty and the cost of debt: Evidence from the Chinese bond market. (2023). Zhang, Mingxin ; Wu, XI ; Jiang, Yan ; Gan, Tian. In: Journal of Asian Economics. RePEc:eee:asieco:v:87:y:2023:i:c:s104900782300057x. Full description at Econpapers || Download paper |
2023 | Systemic risk of optioned portfolio: Controllability and optimization. (2023). Ma, Jiali ; Cui, Xueting ; Zhu, Shushang ; Pang, Xiaochuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001070. Full description at Econpapers || Download paper |
2023 | Does digital transformation increase the labor income share? From a perspective of resources reallocation. (2023). Lin, Yuting ; Yao, Shujie ; Wang, Shudan ; Chen, Chuanglian. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323002869. Full description at Econpapers || Download paper |
2024 | High-speed rail and local government financing cost: Evidence from China. (2024). Wei, Xiaokun ; Lv, Dayong ; Ruan, Qingsong. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004303. Full description at Econpapers || Download paper |
2024 | Multiple time scales investor sentiment impact the stock market index fluctuation: From margin trading business perspective. (2024). Song, Yingying ; Guo, Yanhong ; Chen, Xinxin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s106294082300150x. Full description at Econpapers || Download paper |
2024 | Geopolitical risks, investor sentiment and industry stock market volatility in China: Evidence from a quantile regression approach. (2024). Shi, Jing ; Guo, Peng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000640. Full description at Econpapers || Download paper |
2023 | Spillover of stock price crash risk: Do environmental, social and governance (ESG) matter?. (2023). Ni, Zhongxin ; Ji, Yifan ; Wang, Linyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002843. Full description at Econpapers || Download paper |
2024 | Stock Repurchase and Stock Price Crash Risk. (2024). Chen, Xiaodan ; Zhu, Ying ; Jia, Haibo. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012515. Full description at Econpapers || Download paper |
2023 | The role of anchoring on investors’ gambling preference: Evidence from China. (2023). Wu, KE ; Wang, Ziyue. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001208. Full description at Econpapers || Download paper |
2023 | Not all market participants are alike when facing crisis: Evidence from the 2015 Chinese stock market turbulence. (2023). Yang, MO ; Chen, Nan ; Sui, Cong. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002354. Full description at Econpapers || Download paper |
2023 | Asymmetric multifractal spectrum distribution based on detrending moving average cross-correlation analysis. (2023). Chen, Jiayi ; Shen, NA. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:615:y:2023:i:c:s0378437123001140. Full description at Econpapers || Download paper |
2023 | Investor sentiment based on scaled PCA method: A powerful predictor of realized volatility in the Chinese stock market. (2023). Yu, Changrui ; Zhang, Cheng ; Gong, Xiaomin ; Song, Ziyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:528-545. Full description at Econpapers || Download paper |
2023 | Stock hyping before auction-style SEOs: Are primary market investors misled?. (2023). Zhang, QI ; Liu, Jinzhao ; Gao, Shenghao ; Zhou, Jun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:88:y:2023:i:c:p:123-140. Full description at Econpapers || Download paper |
2024 | The asymmetric relationships between the Bitcoin futures’ return, volatility, and trading volume. (2024). Ku, Yu-Cheng ; Chuang, Hwei-Lin ; Zhao, Kai ; Kao, Yu-Sheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:524-542. Full description at Econpapers || Download paper |
2023 | Effect of high-speed rail on entrepreneurial activities: Evidence from China. (2023). Lv, Dayong ; Ruan, Qingsong ; Wei, Xiaokun ; Jiang, Yan ; Liu, Mengsha. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:87:y:2023:i:pa:s0038012123000381. Full description at Econpapers || Download paper |
2023 | Do industrial robots affect the labour market? Evidence from China. (2023). Fan, Jiachen ; Gan, Tian ; Zhang, Lihua. In: Economics of Transition and Institutional Change. RePEc:wly:ectrin:v:31:y:2023:i:3:p:787-817. 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 | 2 |
2021 | Effect of introducing Bitcoin futures on the underlying Bitcoin market efficiency: A multifractal analysis In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 4 |
2022 | Market stabilization fund and stock price crash risk: Evidence from the post-crash period In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
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 | 14 |
2019 | Margin-trading volatility and stock price crash risk In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 6 |
2021 | Stock price manipulation, short-sale constraints, and breadth-return relationship In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 5 |
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 | 10 |
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 | 6 |
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 |
2022 | Transportation infrastructure and bond issuance credit spread: Evidence from the Chinese high-speed rail construction In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 4 |
2018 | Asymmetric effect of margin-trading activities on price crashes: evidence from Chinese stock market In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
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