Dehua Shen : Citation Profile

Nankai University

20

H index

37

i10 index

1397

Citations

RESEARCH PRODUCTION:

83

Articles

7

Papers

RESEARCH ACTIVITY:

   11 years (2013 - 2024). See details.
   Cites by year: 127
   Journals where Dehua Shen has often published
   Relations with other researchers
   Recent citing documents: 324.    Total self citations: 73 (4.97 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh718
   Updated: 2025-11-08    RAS profile: 2023-08-07    
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Relations with other researchers

Works with:

Urquhart, Andrew (3)

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 (18)

Shahzad, Syed Jawad Hussain (17)

GUPTA, RANGAN (16)

Fernandez Bariviera, Aurelio (15)

Yousaf, Imran (15)

Urquhart, Andrew (15)

Sensoy, Ahmet (12)

Pierdzioch, Christian (12)

Zhou, Wei-Xing (12)

Tiwari, Aviral (11)

Mokni, Khaled (10)

Cites to:

Urquhart, Andrew (69)

Shleifer, Andrei (60)

Engelberg, Joseph (51)

Baker, Malcolm (48)

Roubaud, David (46)

Wurgler, Jeffrey (43)

Zhou, Wei-Xing (38)

Bouri, Elie (37)

lucey, brian (35)

Bollerslev, Tim (34)

Stein, Jeremy (30)

Main data

Where Dehua Shen has published?

Journals with more than one article published# docs
Finance Research Letters18
Physica A: Statistical Mechanics and its Applications17
International Review of Financial Analysis7
Asia-Pacific Financial Markets6
Research in International Business and Finance6
Economic Modelling5
Complexity3
International Review of Economics & Finance3
Pacific-Basin Finance Journal2
Journal of Behavioral and Experimental Finance2
International Journal of Information Technology & Decision Making (IJITDM)2
Financial Innovation2

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

Recent works citing Dehua Shen (2025 and 2024)

YearTitle of citing document
2025Modelling Determinants of Cryptocurrency Prices: A Bayesian Network Approach. (2023). Amirzadeh, Rasoul ; Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef. In: Papers. RePEc:arx:papers:2303.16148.

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2024Do Weibo platform experts perform better at predicting stock market?. (2024). Ma, Ziyuan ; Chochlov, Muslim ; Buckley, Jim ; Ryan, Conor. In: Papers. RePEc:arx:papers:2403.00772.

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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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2024MANA-Net: Mitigating Aggregated Sentiment Homogenization with News Weighting for Enhanced Market Prediction. (2024). Ma, Tiejun ; Wang, Mengyu. In: Papers. RePEc:arx:papers:2409.05698.

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2025Macroscopic properties of equity markets: stylized facts and portfolio performance. (2025). Wong, Ting-Kam Leonard ; Campbell, Steven ; Song, Qien. In: Papers. RePEc:arx:papers:2409.10859.

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2024Semi-strong Efficient Market of Bitcoin and Twitter: an Analysis of Semantic Vector Spaces of Extracted Keywords and Light Gradient Boosting Machine Models. (2024). Gacesa, Marko ; Wang, Fang. In: Papers. RePEc:arx:papers:2409.15988.

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2024Modeling News Interactions and Influence for Financial Market Prediction. (2024). Ma, Tiejun ; Cohen, Shay B ; Wang, Mengyu. In: Papers. RePEc:arx:papers:2410.10614.

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2025Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach. (2025). Sarafidis, Vasilis ; Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios ; Kapetanios, George. In: Papers. RePEc:arx:papers:2506.21100.

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2024CEO foreign experience and corporate environmental, social, and governance (ESG) performance. (2024). Liu, Yang ; Zhang, Han. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:4:p:3331-3355.

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2024Efficient Market Hypothesis on the blockchain: A social‐media‐based index for cryptocurrency efficiency. (2024). Mazur, Mieszko ; Rubbaniy, Ghulame ; Polyzos, Efstathios. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:3:p:807-829.

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2025Climate Sentiment-Induced Stock Liquidity. (2025). Yaghoubi, Mona ; Das, Kuntal K. In: Working Papers in Economics. RePEc:cbt:econwp:25/12.

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2025Towards the path of green finance: Unraveling the co-movement between green cryptocurrencies and Bitcoin. (2025). Jayasankar, Meghna ; Niveditha, P S. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00035.

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2024Unveiling Interconnectedness and Volatility Transmission: A Novel GARCH Analysis of Leading Global Cryptocurrencies. (2024). Kushwah, Silky Vigg ; Hundal, Shab ; Goel, Payal. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-03-16.

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2024Beyond Intuition: The Role of Financial Knowledge in Navigating Investments in Emerging Markets. (2024). Mahdzan, Nurul Shahnaz ; Chowdhury, Nazreen Tabassum ; Rahman, Mahfuzur. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-04-29.

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2024The Relationship between Bitcoin and Nasdaq, U.S. Dollar Index and Commodities. (2024). Guliyev, Taghi ; Aliyev, Khatai ; Ahmadova, Aysu. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-29.

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2024Google search and cross-section of cryptocurrency returns and trading activities. (2024). Vo, Duc Hong ; Hoang, Lai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001060.

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2024Riding the waves of investor sentiment: Cryptocurrency price and renewable energy volatility during the pandemic-war era. (2024). Ha, Le Thanh ; Bouteska, A ; Safa, Faisal M ; Hassan, Kabir M. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001163.

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2024Auditing decentralized finance. (2024). Bhambhwani, Siddharth M ; Huang, Allen H. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:2:s0890838923001270.

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2025Reprint of: Ex-ante expected changes in ESG and future stock returns based on machine learning. (2025). Rahman, Md Jahidur ; Zhu, Hongtao. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:1:s0890838925000137.

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2025Reprint of: Mimicking crypto portfolios in sustainable investment. (2025). Zheng, Xinwei ; Xu, KE ; Yu, Mengxia. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:1:s0890838925000150.

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2025The impact of air pollution on crowdfunding donations for critical illnesses: Evidence from China. (2025). Liang, Han ; Ji, Zheng ; Liu, Huina ; Hua, Sheng. In: China Economic Review. RePEc:eee:chieco:v:91:y:2025:i:c:s1043951x25000495.

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2024Assessment of environmental concern for enterprise pollution reduction. (2024). Chen, Zhongfei ; Zhang, Tianzi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:772-786.

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2024Nonlinear dynamics of Kimchi premium. (2024). Yang, Yangzhuoran Fin ; Seo, Myung Hwan ; Koo, Bonsoo. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000828.

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2024Do corporate managers glean information from their stock prices? New evidence from Chinas strategic emerging industries. (2024). Ren, Pengyue ; Zhang, Teng ; Liu, Xuan ; Xu, Zhiwei. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002311.

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2025Examining Chinese volume–volatility nexus: A regime-switching perspective. (2025). Yan, Yayi ; Xia, Yingcun ; Wang, Shaoping. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003407.

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2025Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns?. (2025). Gebka, Bartosz. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000720.

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2024Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Fakhfekh, Mohamed ; Bejaoui, Azza ; Jeribi, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032.

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2024Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horváth, Matúš ; Horvath, Matu ; Hampl, Filip ; Linnertova, Dagmar Vagnerova. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172.

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2024Can real-time investor sentiment help predict the high-frequency stock returns? Evidence from a mixed-frequency-rolling decomposition forecasting method. (2024). Tang, Zhenpeng ; Chen, Ying ; Cai, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s106294082400072x.

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2024A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag. (2024). Kao, Yu-Sheng ; Day, Min-Yuh ; Chou, Ke-Hsin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000846.

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2025ESG and Stock Price Volatility Risk: Evidence from Chinese A-share Market. (2025). Li, Yushu ; Guo, Fanyu ; Liu, Dehong ; Xu, Zhixiang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s106294082400202x.

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2025Cross-border ESG rating dynamics: An in-depth connectedness analysis of portfolio returns and volatilities in the USA and Canada. (2025). Gubareva, Mariya ; Esparcia, Carlos ; Jareo, Francisco ; Sokolova, Tatiana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002079.

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2025Do US sectoral contagion and news-based economic policy uncertainty cause fear or greed behavior in Bitcoin investors?. (2025). Suleman, Muhammad Tahir ; Sheikh, Umaid A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000695.

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2025A note on the relationship between Bitcoin price and sentiment: New evidence obtained from a cryptocurrency heist. (2025). Ashton, John ; Manahov, Viktor ; Li, Mingnan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000725.

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2024ESG performance and firm misconduct: Evidence from R&D manipulation. (2024). Chen, Mengtao. In: Economics Letters. RePEc:eee:ecolet:v:237:y:2024:i:c:s0165176524001514.

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2024The Wikipedia effect: Analyzing investor attention for strategic investment decisions. (2024). Pyun, Chaehyun. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524003203.

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2024Evolving efficiency of the BRICS markets. (2024). Kulikova, Maria V ; Yu, Gennady ; Taylor, David R. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s093936252300105x.

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2025Digital finance and stock price crash: Evidence from China. (2025). Zhang, Ping ; Wang, Yiru. In: Emerging Markets Review. RePEc:eee:ememar:v:66:y:2025:i:c:s1566014125000366.

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2024More is better? The impact of predictor choice on the INE oil futures volatility forecasting. (2024). Tang, Xiaoping ; Fu, Tong ; Feng, Lingbing ; Huang, Dasen. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002482.

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2024Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments. (2024). Sensoy, Ahmet ; Goodell, John W ; Dionisio, Andreia ; Banerjee, Ameet Kumar. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003918.

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2024ESG ratings and the cost of equity capital in China. (2024). Zhao, YU ; Li, Yunzhong ; Tao, Yunqing ; Ye, Chengfang. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003931.

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2024Divergent jump characteristics in brown and green cryptocurrencies: The role of energy-related uncertainty. (2024). Hsu, Yuan-Teng ; Vigne, Samuel A ; Wang, Jying-Nan ; Liu, Hung-Chun. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005553.

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2024Interconnectedness between electricity and artificial intelligence-based markets during the crisis periods: Evidence from the TVP-VAR approach. (2024). Ohikhuare, Obaika M ; Yousaf, Imran ; Li, Yanshuang. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005930.

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2024Sustainable energy practices and cryptocurrency market behavior. (2024). Saadi, Samir ; ben Omrane, Walid ; Savaser, Tanseli. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006455.

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2025How unexpected geopolitical risk affect the nonlinear spillover among energy and metal markets?. (2025). Ji, Qiang ; Wang, Xinya ; Huang, Shupei. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008521.

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2024Does news propaganda really affect residents’ electricity rebound effect: New evidence of non-price information. (2024). Wei, Kai ; Lin, Boqiang ; Zhang, Zuopeng Justin. In: Energy. RePEc:eee:energy:v:300:y:2024:i:c:s0360544224013628.

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2024Integrated prediction of carbon price in China based on heterogeneous structural information and wall-value constraints. (2024). Long, Ruyin ; Sun, Qingqing ; Chen, Jiawei. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224022576.

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2025The impact of energy-related uncertainty on China’s overall and sectoral stock returns: Evidence from quantile-on-quantile regression. (2025). Riaz, Adeel ; Ullah, Assad. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225008965.

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2025Corporate environmental, social, and governance performance, investor attention, and corporate development capability—An empirical examination based on moderating and threshold effects. (2025). Chen, Xia ; Bai, Xiaodong ; Xu, Siyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925000882.

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2025The impact of climate policy uncertainty on the correlations between green bond and green stock markets. (2025). Liu, Yinpeng ; Dai, Zhifeng ; Jiang, Qinnan ; Chen, Yaling. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001334.

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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). Hajek, Petr ; Abedin, Mohammad Zoynul ; Yuan, Kunpeng ; 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). Soski, Tomasz ; Kara, Marta ; 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 ; Wang, Zongrun ; Fu, Haiqin ; Gozgor, Giray. 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). Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383.

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2024Does social trust affect firms ESG performance?. (2024). Wang, Yansen ; Zhu, BO. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000851.

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2024Does investor attitude toward carbon neutrality affect stock returns in China?. (2024). Wei, Kai ; Lin, Boqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001170.

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2024Harnessing the power of real-time forum opinion: Unveiling its impact on stock market dynamics using intraday high-frequency data in China. (2024). Tang, Zhenpeng ; Cai, YI ; Lin, Qiaofeng ; Chen, Kaijie ; Liu, Dinggao. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400142x.

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2024Diversification, hedging, and safe-haven characteristics of cryptocurrencies: A structural change approach. (2024). Cheng, Po-Keng ; Yang, Yiwen ; Hsu, Shu-Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001431.

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2024Information shocks and short-term market overreaction: The role of investor attention. (2024). Meng, Yongqiang ; Xiong, Xiong ; Li, Xiao. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001510.

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2024Cryptocurrency anomalies and economic constraints. (2024). Liedtke, Gerrit ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001509.

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2024Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy. (2024). lucey, brian ; Feng, Lingbing ; Qi, Jiajun. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001716.

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2024Machine learning and the cross-section of cryptocurrency returns. (2024). Shahzad, Syed Jawad Hussain ; Będowska-Sójka, Barbara ; Hussain, Syed Jawad ; Cakici, Nusret ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001765.

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2024Aligning empirical evidence on ESG with ancient conservative traditions. (2024). Wang, Yizhen ; Li, Mingsheng ; Goodell, John W ; Liu, Desheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002163.

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2024Left-tail risk and UK stock return predictability: Underreaction, overreaction, and arbitrage difficulties. (2024). Khasawneh, Maher ; Kambouroudis, Dimos ; McMillan, David G. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002655.

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2024Do bitcoin shocks truly Cointegrate with financial and commodity markets?. (2024). Frömmel, Michael ; Ozer, Mustafa ; Frommel, Michael ; Kamili, Melik ; Vukovi, Darko B. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002862.

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2024Political uncertainty and stock price crash risk: Insights from state-elections in an emerging market. (2024). Wadhwa, Kavita ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400351x.

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2024Cross-country risk spillovers of ESG stock indices: Dynamic patterns and the role of climate transition risks. (2024). Zhang, Yunhan ; Chen, Yingtong ; Li, Yichong ; Ma, Yanran ; Guo, Kun. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004095.

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2024Twitter and cryptocurrency pump-and-dumps. (2024). Bluteau, Keven ; Ardia, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004113.

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2024When Hollywood movies steal the show, stock returns dance more with the market!. (2024). Nguyen, Nhut H ; Do, Hung X ; Truong, Cameron. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004332.

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2024Leveraging corporate governance characteristics for stock crash risk assessment. (2024). Liu, Chuanren ; Guo, Yanhong ; Zhao, Xin. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005374.

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2024Cross-border capital flows and low-carbon economic development: Examining the impact of foreign shareholding. (2024). Zhao, Keqing ; Yang, Wen. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005842.

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2024Is Bitcoin a hedge or safe-haven asset during the period of turmoil? Evidence from the currency, bond and stock markets. (2024). Yuan, Ying ; Liu, Peng. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005957.

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2024Connectedness between energy cryptocurrencies and US equity markets: A quantile-based analysis. (2024). Ali, Shoaib ; Yousaf, Imran ; Abrar, Afsheen ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005982.

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2024Investor attention and anomalies: Evidence from the Chinese stock market. (2024). Wen, Danyan ; Zhang, Zihao ; Nie, Jing ; Cao, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924007075.

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2025ESG performance and corporate fraud: Evidence based on the MOE framework. (2025). Wu, Wenruo ; Gao, Jun ; Sun, Yanyang ; Liu, Suyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007397.

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2025Cross-sectional interactions in cryptocurrency returns. (2025). Karim, Sitara ; Bdowska-Sjka, Barbara ; Mercik, Aleksander ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007415.

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2025Challenges to corporate supply chain stability under the trend of expert power concentration. (2025). Jin, Hong. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s105752192400752x.

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2025Does idiosyncratic volatility always reflect transparency? Evidence from Chinese equity and bond markets. (2025). Corbet, Shaen ; Shen, Dehua ; Goodell, John W ; Chang, Yuyan. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007993.

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2025Financial technology and climate risks in the financial market. (2025). Yang, Cunyi ; Yao, Jian. In: International Review of Financial Analysis. RePEc:eee:finana:v:99:y:2025:i:c:s1057521925000079.

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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 ; Goodell, John W ; Mahapatra, Biplab ; Banerjee, Ameet Kumar. 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 ; Wang, Jying-Nan ; Liu, Hung-Chun. 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 ; Kumari, Vineeta ; Goodell, John W ; Palma, Alessia. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012655.

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2024The impact of climate risk aversion on agribusiness share price volatility. (2024). Chen, Yaru ; Mu, Yan ; Liu, Peng. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323011698.

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2024ESG rating and short selling in the corporate bond market. (2024). Li, Ying ; Guo, XU ; Ma, Xiaomeng ; Huang, Wei. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s154461232400028x.

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2024Exploring the impact of ESG components, CEO characteristics, and organizational themes on downside risk: Insights from Chinese firms. (2024). Tang, Chia-Hsien ; Lee, Yen-Hsien ; Hsiao, Ming-Chun ; Liu, Hung-Chun. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000783.

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2024Investor-listed company interaction and post-earnings announcement drift for individual stocks. (2024). Jia, LI ; Chen, Jingchao. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001272.

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2024Exploring connectedness among cryptocurrency, technology communication, and FinTech through dynamic and fractal analysis. (2024). Demir, Ender ; Mokni, Khaled ; Assaf, Ata. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324002903.

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2024Impact of ESG regulation on stock market returns: Investor responses to a reasonable assurance mandate. (2024). Pandey, Dharen ; Kumari, Vineeta ; Goodell, John W ; Palma, Alessia. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004422.

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2024Major shareholder equity pledge and litigation risk. (2024). Ji, Tuo ; Cai, Dong. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324006202.

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2024A new perspective on how investor sentiment affects herding behavior in the cryptocurrency market. (2024). Nguyen, Huong Thi ; Chen, An-Sing. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007670.

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2024Are Bitcoin option traders speculative or informed?. (2024). Wei, Wang Chun ; Zhu, Min ; Koutmos, Dimitrios. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007694.

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2024Does environmental, social, and governance rating affect firms’ real earnings management. (2024). wu, keping ; Yang, Wei ; Kong, Dongmin. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007943.

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2024When uncertainties matter: The causal effect of cryptocurrency investment on retirement hardship withdrawals. (2024). Bai, Zefeng ; Wang, Peng Cheng ; Zhang, Hengwei. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009826.

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2024Management short-sighted behavior and enterprise ESG performance — Evidence from listed companies in China. (2024). Mingwei, Gao ; Dan, HU ; Li, Qili ; Mingqiang, Xing. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010328.

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2024Living through an influential socio-political event: Early-life experiences and stock price crash risk. (2024). Young, Martin ; Liao, Jing ; Liu, Xutang. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010456.

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2024Nonlinear relationship between cryptocurrency returns and price sensitivity to market uncertainty. (2024). Han, Seungoh. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010468.

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2024Social media, investor‒firm interactions and informational efficiency of stock prices: Evidence from China. (2024). Shu, Jinhan. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324010894.

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2024Greenium and public climate concerns: Evidence from China. (2024). Fang, Yong ; Wang, Yande ; Zhao, Daping. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011218.

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2024Evaluating ESG Investment Profitability: From the Perspective of Sophistication in Investment Decision-Making. (2024). Lu, Xiaomeng ; Zhang, Xianjun ; Guo, Fusen ; Li, Feng. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011346.

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2024Revolutionizing Bitcoin price forecasts: A comparative study of advanced hybrid deep learning architectures. (2024). Li, Houjian ; He, Xiangyi. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011656.

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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.
[Full Text][Citation analysis]		article38
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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2024Return volatility and trading volume of GameFi 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.
[Full Text][Citation analysis]		article32
2018Baidu news information flow and return volatility: Evidence for the Sequential Information Arrival Hypothesis In: Economic Modelling.
[Full Text][Citation analysis]		article21
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.
[Full Text][Citation analysis]		article22
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.
[Full Text][Citation analysis]		article13
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.
[Full Text][Citation analysis]		article4
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.
[Full Text][Citation analysis]		article6
2024Internet stock message boards and the price–volume relationship: Registered users vs non-registered users In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2024Not all the news fitting to reprint: Evidence from price-volume relationship In: Finance Research Letters.
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2024Spillover effects according to classification of cryptocurrency In: Finance Research Letters.
[Full Text][Citation analysis]		article2
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.
[Full Text][Citation analysis]		article18
2016Network interdependency between social media and stock trading activities: Evidence from China In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article3
2016Trading and non-trading period Internet information flow and intraday return volatility In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article15
2016Has microblogging changed stock market behavior? Evidence from China In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article12
2016Daily happiness and stock returns: Some international evidence In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article37
2017Investor sentiment and stock returns: Evidence from provincial TV audience rating in China In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article16
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.
[Full Text][Citation analysis]		article6
2017Does microblogging convey firm-specific information? Evidence from China In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article3
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.
[Full Text][Citation analysis]		article4
2018Quantifying the cross-sectional relationship between online sentiment and the skewness of stock returns In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article19
2018The time-varying correlation between policy uncertainty and stock returns: Evidence from China In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article34
2018Investor attention and performance of IPO firms: Evidence from online searches In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article7
2018The cross-correlations between online sentiment proxies: Evidence from Google Trends and Twitter In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article14
2018Quantifying the cross-correlations between online searches and Bitcoin market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article22
2018The dynamic cross-correlations between foreign news, local news and stock returns In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article9
2018The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article65
2020Stylized facts of the carbon emission market in China In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article4
2021Does happiness forecast implied volatility? Evidence from nonparametric wave-based Granger causality testing In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article9
2021Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article28
2023Attention allocation and cryptocurrency return co-movement: Evidence from the stock market In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article8
2024Bitcoin market reactions to large price swings of international stock markets In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article7
2020How does economic policy uncertainty affect the bitcoin market? In: Research in International Business and Finance.
[Full Text][Citation analysis]		article60
2020Attention allocation and international stock return comovement: Evidence from the Bitcoin market In: Research in International Business and Finance.
[Full Text][Citation analysis]		article6
2022Extreme sentiment and herding: Evidence from the cryptocurrency market In: Research in International Business and Finance.
[Full Text][Citation analysis]		article10
2023When stock price crash risk meets fundamentals In: Research in International Business and Finance.
[Full Text][Citation analysis]		article2
2023Dissecting the idiosyncratic volatility puzzle: A fundamental analysis approach In: Research in International Business and Finance.
[Full Text][Citation analysis]		article2
2023Dissecting the Idiosyncratic Volatility Puzzle: A Fundamental Analysis Approach.(2023) In: Post-Print.
[Full Text][Citation analysis]
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2024Firm-specific new media sentiment and price synchronicity In: Research in International Business and Finance.
[Full Text][Citation analysis]		article1
2020A Socio-Finance Model: The Case of Bitcoin In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Full Text][Citation analysis]		paper0
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.
[Full Text][Citation analysis]		article13
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.
[Full Text][Citation analysis]		article2
2016The impact of information-based familiarity on the stock market In: Working Papers.
[Full Text][Citation analysis]		paper0
2020Investor Sentiment and the Return Rate of P2P Lending Platform In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]		article2
2020The High-Volume Return Premium: Does it Really Exist in the Chinese Stock Market? In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]		article1
2020Market Participation Willingness and Investor’s Herding Behavior: Evidence from an Emerging Market In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]		article1
2021Stay-at-Home Stocks Versus Go-Outside Stocks: The Impacts of COVID-19 on the Chinese Stock Market In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]		article9
2021Stock Crashes and Jumps Reactions to Information Demand and Supply: An Intraday Analysis In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]		article4
2022Investor Attention and the Carbon Emission Markets in China: A Nonparametric Wavelet-Based Causality Test In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]		article0
2022Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction In: Annals of Operations Research.
[Full Text][Citation analysis]		article1
2020Special features on behavioral issues in cryptocurrencies In: Evolutionary and Institutional Economics Review.
[Full Text][Citation analysis]		article0
2017Baidu index and predictability of Chinese stock returns In: Financial Innovation.
[Full Text][Citation analysis]		article21
2021Can the Baidu Index predict realized volatility in the Chinese stock market? In: Financial Innovation.
[Full Text][Citation analysis]		article15
2019Trading volume and return volatility of Bitcoin market: evidence for the sequential information arrival hypothesis In: Journal of Economic Interaction and Coordination.
[Full Text][Citation analysis]		article8
2018Some stylized facts of the cryptocurrency market In: Applied Economics.
[Full Text][Citation analysis]		article78
2021Investor reactions to local and overseas news: Evidence from A‐ and H‐shares in China In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article1
2020Borrower platform choice: The influencing factors on herding In: International Journal of Financial Engineering (IJFE).
[Full Text][Citation analysis]		article0
2015Information and Bargaining Power: Evidence from SME Lending in China In: International Journal of Information Technology & Decision Making (IJITDM).
[Full Text][Citation analysis]		article0
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).
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated October, 21 2025. Contact: CitEc Team