Dehua Shen : Citation Profile


Are you Dehua Shen?

Nankai University

17

H index

32

i10 index

986

Citations

RESEARCH PRODUCTION:

81

Articles

7

Papers

RESEARCH ACTIVITY:

   11 years (2013 - 2024). See details.
   Cites by year: 89
   Journals where Dehua Shen has often published
   Relations with other researchers
   Recent citing documents: 211.    Total self citations: 65 (6.18 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh718
   Updated: 2024-07-05    RAS profile: 2023-08-07    
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Relations with other researchers


Works with:

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

Is cited by:

Corbet, Shaen (15)

GUPTA, RANGAN (15)

Yousaf, Imran (13)

Zhou, Wei-Xing (12)

Pierdzioch, Christian (11)

Mokni, Khaled (10)

Sensoy, Ahmet (10)

Fernandez Bariviera, Aurelio (10)

Gözgör, Giray (8)

Bonato, Matteo (8)

Demir, Ender (8)

Cites to:

Shleifer, Andrei (56)

Engelberg, Joseph (50)

Baker, Malcolm (48)

Roubaud, David (45)

Wurgler, Jeffrey (43)

Zhou, Wei-Xing (38)

Bouri, Elie (36)

lucey, brian (34)

Bollerslev, Tim (33)

Krištoufek, Ladislav (30)

Stein, Jeremy (29)

Main data


Where Dehua Shen has published?


Journals with more than one article published# docs
Finance Research Letters17
Physica A: Statistical Mechanics and its Applications17
International Review of Financial Analysis7
Research in International Business and Finance6
Asia-Pacific Financial Markets6
Economic Modelling5
International Review of Economics & Finance3
Complexity3
Pacific-Basin Finance Journal2
Financial Innovation2
International Journal of Information Technology & Decision Making (IJITDM)2

Working Papers Series with more than one paper published# docs
Post-Print / HAL3
Working Papers / Economics Department, Universitat Jaume I, Castelln (Spain)2

Recent works citing Dehua Shen (2024 and 2023)


YearTitle of citing document
2023Age and market capitalization drive large price variations of cryptocurrencies. (2023). Ribeiro, Haroldo V ; Perc, Matjaz. In: Papers. RePEc:arx:papers:2302.12319.

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2023Cryptocurrencies Are Becoming Part of the World Global Financial Market. (2023). Zd, Stanislaw Dro ; Kwapie, Jaroslaw ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2303.00495.

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2023Modelling Determinants of Cryptocurrency Prices: A Bayesian Network Approach. (2023). Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef ; Amirzadeh, Rasoul. In: Papers. RePEc:arx:papers:2303.16148.

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2023Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data. (2023). Lee, Kyungsub. In: Papers. RePEc:arx:papers:2304.11883.

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2023What is mature and what is still emerging in the cryptocurrency market?. (2023). Wkatorek, Marcin ; Kwapie, Jaroslaw ; Zd, Stanislaw Dro. In: Papers. RePEc:arx:papers:2305.05751.

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2024A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962.

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2023Understanding short?term price pressure from index reconstitutions: Evidence from the CSI 300. (2023). Zhang, Yongjie ; Li, Xiao ; Goodell, John W ; Chu, Gang. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:2421-2440.

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2023Investor attention and the predictability of the volatility of CNY?CNH spreads: Evidence from a GARCH?MIDAS model. (2023). Zhang, Zhipeng ; Li, Xiaoping ; Duan, Jihong ; Pan, Junyu. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:5:p:4939-4959.

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2023Arbitrage across different Bitcoin exchange venues: Perspectives from investor base and market related events. (2023). Cheng, Feiyang ; Shu, AO ; Pan, Zheyao ; Liang, Zini ; Han, Jianlei. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:5:p:5183-5210.

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2023Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach. (2023). Sahu, Tarak N ; Jana, Susovon. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:3:n:e12227.

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2023Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573.

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2023Emotions and stock market anomalies: A systematic review. (2023). Verma, Shubhangi ; Rao, Purnima ; Kumar, Satish ; Goodell, John W. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000557.

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2023A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071.

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2023Is sentiment the solution to the risk–return puzzle? A (cautionary) note. (2023). Gebka, Bartosz ; Ung, Sze Nie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000011.

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2023Intentional and spurious herding behavior: A sentiment driven analysis. (2023). Pochea, Maria Miruna ; Filip, Angela Maria. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000242.

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2023Predictability of crypto returns: The impact of trading behavior. (2023). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000266.

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2023The relative importance of overnight sentiment versus trading-hour sentiment in volatility forecasting. (2023). Qiu, Jianying ; Wan, Xinmin ; Chu, Xiaojun. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000400.

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2023Managerial sentiments, non-performing loans, and banks financial performance: A causal mediation approach. (2023). Saeed, Abubakr ; Iqbal, Javid. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:171:y:2023:i:c:s0960077923003260.

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2023Are sustainable investments interdependent? The international evidence. (2023). Arfaoui, Nadia ; Ha, Thi Thu ; Naeem, Muhammad Abubakr ; Mirza, Nawazish ; Oliyide, Johnson A. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003571.

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2023Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns. (2023). Peng, Zhe ; Xu, Mengyu ; Zhang, Zhengjun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003613.

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2023Trend-based forecast of cryptocurrency returns. (2023). Tao, Yubo ; Tan, Xilong. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001359.

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2023Improving box office projections through sentiment analysis: Insights from regularization-based forecast combinations. (2023). Qiu, Yue ; Zheng, Yuchen. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s026499932300161x.

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2023The impact of Twitter-based sentiment on US sectoral returns. (2023). Vo, Xuan Vinh ; Ahmad, Nasir ; Ur, Mobeen ; Zeitun, Rami. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001826.

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2023Searching hedging instruments against diverse global risks and uncertainties. (2023). Rafia, Humaira Tahsin ; Gider, Zeynullah ; Hassan, Kabir M ; Hasan, Md Bokhtiar ; Rashid, Mamunur. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000165.

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2023Stablecoins as diversifiers, hedges and safe havens: A quantile coherency approach. (2023). Koodziejczyk, Hanna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000359.

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2023Risk substitution in cryptocurrencies: Evidence from BRICS announcements. (2023). Pisera, Stefano ; Paltrinieri, Andrea ; Dreassi, Alberto ; Chiaramonte, Laura ; Alon, Ilan ; Goodell, John W. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000553.

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2023Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty: Evidence from the quantile vector autoregression network. (2023). Rehman, Mohd Ziaur ; Hammoudeh, Shawkat ; Khalfaoui, Rabeh. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000079.

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2023The pricing of jump and diffusive risks in the cross-section of cryptocurrency returns. (2023). Kwok, Simon ; Leong, Minhao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000786.

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2023Analysis of the spillover effects between green economy, clean and dirty cryptocurrencies. (2023). Tzeremes, Panayiotis ; Brahim, Mariem ; Dogan, Eyup ; Sharif, Arshian. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000920.

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2023Sustainability and stability: Will ESG investment reduce the return and volatility spillover effects across the Chinese financial market?. (2023). Luo, Liangqing ; Ping, Weiying ; Guo, Tongji ; Liu, Min. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300172x.

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2023Does Chinas new energy vehicles supply chain stock market have risk spillovers? Evidence from raw material price effect on lithium batteries. (2023). Niu, Jiangxin ; Shuai, Jing ; Zhang, QI ; Feng, YU ; Shi, Yangyan. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pa:s0360544222023027.

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2023The impact of oil price shocks on energy stocks from the perspective of investor attention. (2023). Hongyu, Wei ; Yiran, Zhao ; Xiaotian, Sun ; Anjian, Wang ; Jinsheng, Zhou ; Xiangyun, Gao ; Jingjian, SI. In: Energy. RePEc:eee:energy:v:278:y:2023:i:pb:s0360544223013816.

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2023Proactively selection of input variables based on information gain factors for deep learning models in short-term solar irradiance forecasting. (2023). Bai, Mingliang ; Chen, Yunxiao ; Yu, Daren ; Liu, Jinfu ; Zhang, Yilan. In: Energy. RePEc:eee:energy:v:284:y:2023:i:c:s0360544223026555.

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2023From dusk till dawn (and vice versa): Overnight-versus-daytime reversals and feedback trading. (2023). Karaa, Rabaa ; Kallinterakis, Vasileios. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003933.

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2023Information flows and the law of one price. (2023). Talavera, Oleksandr ; Tran, VU ; Fan, Rui. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004161.

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2023Retail investor attention and corporate innovation in the big data era. (2023). Hao, Jing. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000029.

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2023Left-tail momentum and tail properties of return distributions: A case of Korea. (2023). Park, Jong Won ; Eom, Yunsung. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000868.

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2023Asymmetric volatility in the cryptocurrency market: New evidence from models with structural breaks. (2023). Nichols, Brian ; Jaffri, Ali ; Butt, Hassan Anjum ; Aharon, David Y. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001679.

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2023Environmental engagement and stock price crash risk: Evidence from the European banking industry. (2023). Santilli, Gianluca ; Ricci, Ornella ; Fiordelisi, Franco. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002053.

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2023Semi-strong efficient market of Bitcoin and Twitter: An analysis of semantic vector spaces of extracted keywords and light gradient boosting machine models. (2023). Gacesa, Marko ; Wang, Fang. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002089.

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2023Does alternative data reduce stock price crash risk? Evidence from third-party online sales disclosure in China. (2023). Liu, Shangqun. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002119.

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2023Speculation or currency? Multi-scale analysis of cryptocurrencies—The case of Bitcoin. (2023). Hong, Yongmiao ; Wang, Shouyang ; Duan, Hongbo ; Sun, Yuying ; Zhang, Dingxuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002168.

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2023Which is more important in stock market forecasting: Attention or sentiment?. (2023). Wu, Ji George ; Zou, Gaofeng ; Li, Yishuo ; Zhang, Xiaotao. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s105752192300248x.

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2023State transformation of information spillover in asset markets and effective dynamic hedging strategies. (2023). Tsai, I-Chun ; Lin, Che-Chun ; Wang, Yu-Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002880.

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2023Do cryptocurrencies feel the music?. (2023). Hadhri, Sinda. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002958.

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2023Return-volatility relationships in cryptocurrency markets: Evidence from asymmetric quantiles and non-linear ARDL approach. (2023). Yarovaya, Larisa ; Ali, Md Hakim ; Karim, Muhammad Mahmudul ; Hammoudeh, Shawkat ; Uddin, Md Hamid. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004106.

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2023Machine learning approaches to forecasting cryptocurrency volatility: Considering internal and external determinants. (2023). Martin-Barragan, Belen ; Andreeva, Galina ; Wang, Yijun. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004301.

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2023Black mouth, investor attention, and stock return. (2023). Tse, Yiuman ; Liu, Qingfu ; Hong, Ziyang ; Wang, Zilu. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004374.

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2023Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks. (2023). Tiwari, Aviral ; Adeabah, David ; Abakah, Emmanuel ; Abdullah, Mohammad ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004647.

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2024Is downside risk priced in cryptocurrency market?. (2024). Dobrynskaya, Victoria. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004635.

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2024Cryptocurrency price forecasting – A comparative analysis of ensemble learning and deep learning methods. (2024). Yuan, Kunpeng ; Hajek, Petr ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005719.

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2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Kara, Marta ; Soski, Tomasz ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

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2024Exploring the carbon emission reduction effects of corporate climate risk disclosure: Empirical evidence based on Chinese A-share listed enterprises. (2024). Ren, Xiaohang ; Gözgör, Giray ; Gozgor, Giray ; Fu, Haiqin ; Wang, Zongrun. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000048.

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2024Non-standard errors in the cryptocurrency world. (2024). Zaremba, Adam ; Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2023Does the realized distribution-based measure dominate particular moments? Evidence from cryptocurrency markets. (2023). Yen, Kuang-Chieh ; Chiu, Shih-Yung ; Yang, Jen-Wei. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005736.

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2023Managerial perspectives on climate change and stock price crash risk. (2023). Song, Chang-Keun ; Jung, Hail. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005876.

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2023Regional social capital and stock price crash risk: Evidence from the US. (2023). Zadeh, Mohammad Hendijani. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s154461232200602x.

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2023Digital finance and corporate ESG. (2023). Ye, Yongwei ; Tao, Yunqing ; Liu, Kefu ; Mu, Weiwei. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006031.

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2023Do travel uncertainty and invasion rhetoric spur Metaverse financial asset? – Gauging the role of media influence. (2023). Garcia, Noelia ; Gamez, Matias ; Alfaro-Cortes, Esteban ; Ghosh, Indranil. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006110.

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2023Safe havens for Bitcoin. (2023). Krištoufek, Ladislav ; Nedved, Martin. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006134.

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2023Booster or stabilizer? Economic policy uncertainty: New firm-specific measurement and impacts on stock price crash risk. (2023). Jiang, Fan ; Wang, Qikai. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006389.

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2023Attention and retail investor herding in cryptocurrency markets. (2023). Dimpfl, Thomas ; Koch, Sophia. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s154461232200650x.

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2023Can altcoins act as hedges or safe-havens for Bitcoin?. (2023). Urquhart, Andrew ; Lucey, Brian ; Li, YI. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005372.

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2023Innovative efficiency and firm value: Evidence from China. (2023). Wang, Qin ; Yang, Yiwei ; Kong, Dongmin. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007334.

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2023The macroeconomic attention index: Evidence from China. (2023). Dong, Dayong ; Guo, Yangli ; Cao, Jiawei ; Zeng, Qing. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007437.

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2023Optimal mining in proof-of-work blockchain protocols. (2023). Mohazab, Amin ; Moya, Jorge ; Soria, Jorge. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007863.

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2023When stock return synchronicity meets investor sentiment. (2023). Xing, Yao ; Li, Xiao. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000296.

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2023Investors’ online searching and green knowledge dissemination. (2023). He, Feng ; Hao, Jing ; Yan, Yulin ; Wen, Bohui. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000600.

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2023Time-frequency correlations and extreme spillover effects between carbon markets and NFTs: The roles of EPU and COVID-19. (2023). Liu, Jiatong. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000648.

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2023Should you listen to crypto YouTubers?. (2023). Brauneis, Alexander ; Moser, Stefanie. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001551.

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2023Forecasting and backtesting systemic risk in the cryptocurrency market. (2023). Egan, Paul ; Cao, Guangxi ; Fang, Sheng. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001617.

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2023Deep learning and technical analysis in cryptocurrency market. (2023). Goutte, Stéphane ; von Mettenheim, Hans-Jorg ; Liu, Fei ; Le, Hoang-Viet. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001824.

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2023Responses of US equity market sectors to the Silicon Valley Bank implosion. (2023). Yousaf, Imran ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003069.

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2023Emotions in the crypto market: Do photos really speak?. (2023). Phan, Hoa ; Huynh, Nhan. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003173.

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2023Is Bitcoin used to evade financial sanction?. (2023). Miao, Jia ; Zhao, Jinsha. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s154461232300377x.

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2023Role of hedging on crypto returns predictability: A new habit-based explanation. (2023). Dunbar, Kwamie ; Owusu-Amoako, Johnson. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003811.

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2023Extrapolative beliefs about Bitcoin returns. (2023). Petkova, Ralitsa. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004415.

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2023Predict or to be predicted? A transfer entropy view between adaptive green markets, structural shocks and sentiment index. (2023). Morais, Flavio ; Ferreira, Joaquim. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004725.

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2023ESG performance and stock price fragility. (2023). Li, Shouwei ; Shen, Hong ; Wang, HU. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004737.

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2023Twitter matters for metaverse stocks amid economic uncertainty. (2023). Gözgör, Giray ; Nanaeva, Zhamal ; Khalfaoui, Rabeh ; Batten, Jonathan A ; Aysan, Ahmet Faruk. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004889.

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2023Do NFTs act as a good hedge and safe haven against Cryptocurrency fluctuations?. (2023). S Kumar, Anoop ; Padakandla, Steven Raj. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005032.

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2023Co-jump dynamicity in the cryptocurrency market: A network modelling perspective. (2023). Chen, Yan ; Bouri, Elie ; Zhang, Lei. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007444.

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2023The duality of ESG: Impact of ratings and disagreement on stock crash risk in China. (2023). Yan, Qianhui ; Luo, Deqing. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008516.

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2023ESG performance after the stock price crash and the role of foreign investors. (2023). Shin, Hyun-Han ; Zhu, Mengzhen. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008851.

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2023Quantifying systemic risk in the cryptocurrency market: A sectoral analysis. (2023). Evik, Emrah Ismail ; Altinkeski, Buket Kirci ; Gunay, Samet ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009583.

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2023Do individual investors pay attention to the information acquisition activities of institutional investors?. (2023). Chen, Rongze ; Lu, Jing. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323009510.

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2023Climate uncertainty effects on bitcoin ecological footprint through cryptocurrency environmental attention. (2023). Boufateh, Talel ; Zribi, Wissal ; Guesmi, Khaled. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s154461232300956x.

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2024Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period. (2024). Sensoy, Ahmet ; Banerjee, Ameet Kumar ; Mahapatra, Biplab ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010309.

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2024A U-shaped relationship between the crypto fear-greed index and the price synchronicity of cryptocurrencies. (2024). Hsu, Yuan-Teng ; Liu, Hung-Chun ; Wang, Jying-Nan. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011352.

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2024Are markets in happier countries less affected by tragic events? Evidence from market reaction to the Israel–Hamas conflict. (2024). Pandey, Dharen ; Goodell, John W ; Palma, Alessia ; Kumari, Vineeta. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012655.

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2023Net buying pressure and the information in bitcoin option trades. (2023). Wan, Huning ; Feng, Jianfen ; Deng, Jun ; Alexander, Carol. In: Journal of Financial Markets. RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000544.

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2023Using google search patterns to explain the demand for wild edible mushrooms. (2023). Solio, M ; Voces, R ; Alfranca, O ; Diaz-Balteiro, L. In: Forest Policy and Economics. RePEc:eee:forpol:v:152:y:2023:i:c:s1389934123000886.

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2023Environmental, social, and governance premium in Chinese stock markets. (2023). Sun, Yanfei ; Ni, Yinan. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028323000066.

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2023The dynamics of market efficiency of major cryptocurrencies. (2023). Hunjra, Ahmed ; Memon, Bilal Ahmed ; Aslam, Faheem ; Bouri, Elie. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000947.

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2023The connectedness between meme tokens, meme stocks, and other asset classes: Evidence from a quantile connectedness approach. (2023). Yousaf, Imran ; Goodell, John W ; Pham, Linh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001664.

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2023Dynamic connectedness between investors’ sentiment and asset prices: A comparison between major markets in Europe and USA. (2023). Lawal, Rodiat ; Johan, Sofia ; Sakariyahu, Rilwan ; Chatzivgeri, Eleni ; Paterson, Audrey. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001348.

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More than 100 citations found, this list is not complete...

Works by Dehua Shen:


YearTitleTypeCited
2020Forecasting the volatility of Bitcoin: The importance of jumps and structural breaks In: European Financial Management.
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2018Twitter’s daily happiness sentiment and international stock returns: Evidence from linear and nonlinear causality tests In: Journal of Behavioral and Experimental Finance.
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2013Open source information, investor attention, and asset pricing In: Economic Modelling.
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2016R2 and idiosyncratic volatility: Which captures the firm-specific return variation? In: Economic Modelling.
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2015R2 and Idiosyncratic Volatility: Which Captures the Firm-specific Return Variation?.(2015) In: Working Papers.
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2016Market reaction to internet news: Information diffusion and price pressure In: Economic Modelling.
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2017Daily happiness and stock returns: The case of Chinese company listed in the United States In: Economic Modelling.
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2018Baidu news information flow and return volatility: Evidence for the Sequential Information Arrival Hypothesis In: Economic Modelling.
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2019Does twitter predict Bitcoin? In: Economics Letters.
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2019Do analyst recommendations matter for rival companies? In: International Review of Financial Analysis.
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2020Stock mispricing, hard-to-value stocks and the influence of internet stock message boards In: International Review of Financial Analysis.
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2021Investor attention shocks and stock co-movement: Substitution or reinforcement? In: International Review of Financial Analysis.
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2023Information demand density matters: Evidence from the post-earnings announcement drift In: International Review of Financial Analysis.
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2024Do online message boards convey cryptocurrency-specific information? In: International Review of Financial Analysis.
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2024Herding towards carbon neutrality: The role of investor attention In: International Review of Financial Analysis.
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2024Herding towards carbon neutrality: The role of investor attention.(2024) In: Post-Print.
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2024Media opinion divergence and stock returns: Evidence from China In: International Review of Financial Analysis.
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2017Baidu news coverage and its impacts on order imbalance and large-size trade of Chinese stocks In: Finance Research Letters.
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2019Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective In: Finance Research Letters.
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2019An empirical analysis of the Adaptive Market Hypothesis with calendar effects:Evidence from China In: Finance Research Letters.
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2020A three-factor pricing model for cryptocurrencies In: Finance Research Letters.
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2020Does intraday time-series momentum exist in Chinese stock index futures market? In: Finance Research Letters.
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2021The role of investor attention in predicting stock prices: The long short-term memory networks perspective In: Finance Research Letters.
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2021US partisan conflict and high-yield exchange rates In: Finance Research Letters.
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2022Momentum or reversal: Which is the appropriate third factor for cryptocurrencies? In: Finance Research Letters.
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2022ESG rating and stock price crash risk: Evidence from China In: Finance Research Letters.
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2022Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective In: Finance Research Letters.
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2022Assessing causal relationships between cryptocurrencies and investor attention: New results from transfer entropy methodology In: Finance Research Letters.
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2023Information shocks and investor underreaction: Evidence from the Bitcoin market In: Finance Research Letters.
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2023The road less travelled: GameFi as a hedge or a safe haven for international indices In: Finance Research Letters.
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2023Market reaction to climate risk report disclosures: The roles of investor attention and sentiment In: Finance Research Letters.
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2024Investor attention and GameFi returns: A transfer entropy analysis In: Finance Research Letters.
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2024Internet stock message boards and the price–volume relationship: Registered users vs non-registered users In: Finance Research Letters.
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2024Not all the news fitting to reprint: Evidence from price-volume relationship In: Finance Research Letters.
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2020Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence In: Journal of International Financial Markets, Institutions and Money.
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2018Do Chinese internet stock message boards convey firm-specific information? In: Pacific-Basin Finance Journal.
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2022Tail risks, firm characteristics, and stock returns In: Pacific-Basin Finance Journal.
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2014Internet information arrival and volatility of SME PRICE INDEX In: Physica A: Statistical Mechanics and its Applications.
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2016Network interdependency between social media and stock trading activities: Evidence from China In: Physica A: Statistical Mechanics and its Applications.
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2016Trading and non-trading period Internet information flow and intraday return volatility In: Physica A: Statistical Mechanics and its Applications.
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2016Has microblogging changed stock market behavior? Evidence from China In: Physica A: Statistical Mechanics and its Applications.
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2016Daily happiness and stock returns: Some international evidence In: Physica A: Statistical Mechanics and its Applications.
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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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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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article5
2017Does microblogging convey firm-specific information? Evidence from China In: Physica A: Statistical Mechanics and its Applications.
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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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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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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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2018Investor attention and performance of IPO firms: Evidence from online searches In: Physica A: Statistical Mechanics and its Applications.
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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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2018Quantifying the cross-correlations between online searches and Bitcoin market In: Physica A: Statistical Mechanics and its Applications.
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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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2020Stylized facts of the carbon emission market in China In: Physica A: Statistical Mechanics and its Applications.
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2021Does happiness forecast implied volatility? Evidence from nonparametric wave-based Granger causality testing In: The Quarterly Review of Economics and Finance.
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2021Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies In: International Review of Economics & Finance.
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2023Attention allocation and cryptocurrency return co-movement: Evidence from the stock market In: International Review of Economics & Finance.
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2024Bitcoin market reactions to large price swings of international stock markets In: International Review of Economics & Finance.
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2020How does economic policy uncertainty affect the bitcoin market? In: Research in International Business and Finance.
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2020Attention allocation and international stock return comovement: Evidence from the Bitcoin market In: Research in International Business and Finance.
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2022Extreme sentiment and herding: Evidence from the cryptocurrency market In: Research in International Business and Finance.
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2023When stock price crash risk meets fundamentals In: Research in International Business and Finance.
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2023Dissecting the idiosyncratic volatility puzzle: A fundamental analysis approach In: Research in International Business and Finance.
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2023Dissecting the Idiosyncratic Volatility Puzzle: A Fundamental Analysis Approach.(2023) In: Post-Print.
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2024Firm-specific new media sentiment and price synchronicity In: Research in International Business and Finance.
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2020A Socio-Finance Model: The Case of Bitcoin In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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2020A Socio-Finance Model: The Case of Bitcoin.(2020) In: Post-Print.
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2020A Socio-Finance Model: The Case of Bitcoin.(2020) In: Documents de travail du Centre d'Economie de la Sorbonne.
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2018The Dynamic Cross-Correlations between Mass Media News, New Media News, and Stock Returns In: Complexity.
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2018Multifractal Detrended Cross-Correlation Analysis of the Return-Volume Relationship of Bitcoin Market In: Complexity.
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2018Weibo Attention and Stock Market Performance: Some Empirical Evidence In: Complexity.
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2016The impact of information-based familiarity on the stock market In: Working Papers.
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2020Investor Sentiment and the Return Rate of P2P Lending Platform In: Asia-Pacific Financial Markets.
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2020The High-Volume Return Premium: Does it Really Exist in the Chinese Stock Market? In: Asia-Pacific Financial Markets.
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2020Market Participation Willingness and Investor’s Herding Behavior: Evidence from an Emerging Market In: Asia-Pacific Financial Markets.
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2021Stay-at-Home Stocks Versus Go-Outside Stocks: The Impacts of COVID-19 on the Chinese Stock Market In: Asia-Pacific Financial Markets.
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2021Stock Crashes and Jumps Reactions to Information Demand and Supply: An Intraday Analysis In: Asia-Pacific Financial Markets.
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2022Investor Attention and the Carbon Emission Markets in China: A Nonparametric Wavelet-Based Causality Test In: Asia-Pacific Financial Markets.
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2022Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction In: Annals of Operations Research.
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2020Special features on behavioral issues in cryptocurrencies In: Evolutionary and Institutional Economics Review.
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2017Baidu index and predictability of Chinese stock returns In: Financial Innovation.
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2021Can the Baidu Index predict realized volatility in the Chinese stock market? In: Financial Innovation.
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2019Trading volume and return volatility of Bitcoin market: evidence for the sequential information arrival hypothesis In: Journal of Economic Interaction and Coordination.
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2018Some stylized facts of the cryptocurrency market In: Applied Economics.
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2021Investor reactions to local and overseas news: Evidence from A? and H?shares in China In: International Journal of Finance & Economics.
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2020Borrower platform choice: The influencing factors on herding In: International Journal of Financial Engineering (IJFE).
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2015Information and Bargaining Power: Evidence from SME Lending in China In: International Journal of Information Technology & Decision Making (IJITDM).
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2019Investor Structure and Stock Price Crash Risk in a Continuous Double Auction Market: An Agent-Based Perspective In: International Journal of Information Technology & Decision Making (IJITDM).
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