6
H index
2
i10 index
67
Citations
Shanghai Lixin University of Accounting and Finance (90% share) | 6 H index 2 i10 index 67 Citations RESEARCH PRODUCTION: 14 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Lv Dayong, Sr.. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Physica A: Statistical Mechanics and its Applications | 4 |
Accounting and Finance | 3 |
Pacific-Basin Finance Journal | 2 |
Year ![]() | Title of citing document ![]() |
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2024 | High-speed rail and local government financing cost: Evidence from China. (2024). Wei, Xiaokun ; Lv, Dayong ; Ruan, Qingsong. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004303. Full description at Econpapers || Download paper |
2024 | Multiple time scales investor sentiment impact the stock market index fluctuation: From margin trading business perspective. (2024). Song, Yingying ; Guo, Yanhong ; Chen, Xinxin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s106294082300150x. Full description at Econpapers || Download paper |
2024 | Geopolitical risks, investor sentiment and industry stock market volatility in China: Evidence from a quantile regression approach. (2024). Shi, Jing ; Guo, Peng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000640. Full description at Econpapers || Download paper |
2024 | Pay inequality for stability? Investment preference of the national team intervention in Chinese stock market. (2024). Yuan, Jin ; Jin, Liwei ; Li, Peiran. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005659. Full description at Econpapers || Download paper |
2024 | Stock Repurchase and Stock Price Crash Risk. (2024). Chen, Xiaodan ; Zhu, Ying ; Jia, Haibo. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012515. Full description at Econpapers || Download paper |
2024 | Dynamic speculation and efficiency in European natural gas markets during the COVID-19 and Russia-Ukraine crises. (2024). Belhoula, Mohamed Malek ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007293. Full description at Econpapers || Download paper |
2024 | Green cryptocurrencies versus sustainable investments dynamics: Exploration of multifractal multiscale analysis, multifractal detrended cross-correlations and nonlinear Granger causality. (2024). Koji, Milena ; Vogl, Markus. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:653:y:2024:i:c:s0378437124005946. Full description at Econpapers || Download paper |
2024 | Short selling, informational efficiency, and extreme stock price adjustment. (2024). Gao, Yang ; Fan, YI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1009-1028. Full description at Econpapers || Download paper |
2024 | The asymmetric relationships between the Bitcoin futures’ return, volatility, and trading volume. (2024). Ku, Yu-Cheng ; Chuang, Hwei-Lin ; Zhao, Kai ; Kao, Yu-Sheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:524-542. Full description at Econpapers || Download paper |
2024 | Price discovery and volatility spillovers in the interest rate derivatives market. (2024). Shang, LI ; Chen, Wenya ; Lansana, David D ; Tang, Decai ; Wang, Haiqiao. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02788-x. Full description at Econpapers || Download paper |
2025 | Are rare earth stocks efficient? Novel insights using asymmetric MF-DFA. (2025). Mujtaba, Ghulam ; Wan, Pengbo ; Nasir, Rana Muhammad ; Liangrong, Song ; Ashfaq, Saira. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00744-x. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2019 | Are margin traders informed? In: Accounting and Finance. [Full Text][Citation analysis] | article | 2 |
2020 | Margin trading and price efficiency: information content or price‐adjustment speed? In: Accounting and Finance. [Full Text][Citation analysis] | article | 3 |
2022 | Why do bank‐affiliated mutual funds perform better in China? In: Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
2021 | Effect of introducing Bitcoin futures on the underlying Bitcoin market efficiency: A multifractal analysis In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 6 |
2022 | Market stabilization fund and stock price crash risk: Evidence from the post-crash period In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 2 |
2020 | A new investor sentiment indicator (ISI) based on artificial intelligence: A powerful return predictor in China In: Economic Modelling. [Full Text][Citation analysis] | article | 14 |
2019 | Margin-trading volatility and stock price crash risk In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 6 |
2021 | Stock price manipulation, short-sale constraints, and breadth-return relationship In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 5 |
2018 | Cross-correlations between individual investor sentiment and Chinese stock market return: New perspective based on MF-DCCA In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 12 |
2018 | SAD and stock returns revisited: Nonlinear analysis based on MF-DCCA and Granger test In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 8 |
2019 | The informativeness of options-trading activities: Non-linear analysis based on MF-DCCA and Granger test In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
2021 | Hedging effectiveness of Chinese Treasury bond futures: New evidence based on nonlinear analysis In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
2022 | Transportation infrastructure and bond issuance credit spread: Evidence from the Chinese high-speed rail construction In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 6 |
2018 | Asymmetric effect of margin-trading activities on price crashes: evidence from Chinese stock market In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
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