Dehua Shen : Citation Profile

Nankai University

19

H index

36

i10 index

1247

Citations

RESEARCH PRODUCTION:

83

Articles

7

Papers

RESEARCH ACTIVITY:

   11 years (2013 - 2024). See details.
   Cites by year: 113
   Journals where Dehua Shen has often published
   Relations with other researchers
   Recent citing documents: 213.    Total self citations: 73 (5.53 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh718
   Updated: 2025-04-26    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:

Shahzad, Syed Jawad Hussain (17)

GUPTA, RANGAN (16)

Corbet, Shaen (16)

Yousaf, Imran (15)

Urquhart, Andrew (15)

Fernandez Bariviera, Aurelio (14)

Pierdzioch, Christian (12)

Sensoy, Ahmet (12)

Zhou, Wei-Xing (12)

Mokni, Khaled (10)

Demir, Ender (9)

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
Research in International Business and Finance6
Asia-Pacific Financial Markets6
Economic Modelling5
International Review of Economics & Finance3
Complexity3
International Journal of Information Technology & Decision Making (IJITDM)2
Financial Innovation2
Pacific-Basin Finance Journal2
Journal of Behavioral and Experimental Finance2

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
2024Do Weibo platform experts perform better at predicting stock market?. (2024). Chochlov, Muslim ; Buckley, Jim ; Ryan, Conor ; Ma, Ziyuan. 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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2024.

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

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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 ; Koo, Bonsoo ; Seo, Myung Hwan. 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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2024Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Jeribi, Ahmed ; Bejaoui, Azza ; Fakhfekh, Mohamed. 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). Horvath, Matu ; Linnertova, Dagmar Vagnerova ; Hampl, Filip. 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). Chen, Ying ; Tang, Zhenpeng ; 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). Chou, Ke-Hsin ; Day, Min-Yuh ; Kao, Yu-Sheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000846.

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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). Yu, Gennady ; Taylor, David R ; Kulikova, Maria V. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s093936252300105x.

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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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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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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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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). Chen, Kaijie ; Cai, YI ; Lin, Qiaofeng ; Tang, Zhenpeng ; 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). Xiong, Xiong ; Li, Xiao ; Meng, Yongqiang. 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). Zaremba, Adam ; Liedtke, Gerrit ; Fieberg, Christian. 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 ; Qi, Jiajun ; Feng, Lingbing. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001716.

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

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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). Do, Hung X ; Truong, Cameron ; Nguyen, Nhut H. 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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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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2024The impact of climate risk aversion on agribusiness share price volatility. (2024). Mu, Yan ; Chen, Yaru ; 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). Ma, Xiaomeng ; Huang, Wei ; Guo, XU ; Li, Ying. 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). Liu, Hung-Chun ; Hsiao, Ming-Chun ; Lee, Yen-Hsien ; Tang, Chia-Hsien. 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). Goodell, John W ; Palma, Alessia ; Kumari, Vineeta ; Pandey, Dharen Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004422.

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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). Yang, Wei ; Wu, Keping ; 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, Pengcheng ; 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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2024Cryptocurrencies as a vehicle for capital exodus: Evidence from the Russian–Ukrainian crisis. (2024). Benninghoff, Sven ; Priberny, Christopher ; Laschinger, Ralf ; Kreuzer, Christian. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012200.

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2024Government accounting supervision and risk of stock price crashes of listed companies: Evidence from the ministry of finance in China. (2024). Chen, Yuhao. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012777.

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2024Prototyping to address cognitive gaps in Distributed Ledger investments. (2024). Dowling, Michael ; Wu, Han ; Wei, Tian. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013382.

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2024Bridging the information gap: How digitalization shapes stock price informativeness. (2024). Zhang, Xuezhi ; Jiang, Dequan ; Li, Tingyu. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000020.

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2024Unlocking the black box of sentiment and cryptocurrency: What, which, why, when and how?. (2024). Strauss, Jack ; Mekelburg, Erik ; Bennett, Donyetta ; Williams, T H. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000176.

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2024Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes. (2024). Kumar, Dilip ; Narayan, Shivani. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000905.

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2024Consumer confidence and cryptocurrency excess returns: A three-factor model. (2024). Shams, Syed ; Peng, Sanshao ; Sarker, Tapan ; Prentice, Catherine. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324001017.

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2024.

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2024Economic sanctions sentiment and global stock markets. (2024). Abakah, Emmanuel ; Li, Yanshuang ; Tiwari, Aviral Kumar ; Yousaf, Imran ; Abdullah, Mohammad ; Aikins, Emmanuel Joel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001786.

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2024Connectedness between central bank digital currency index, financial stability and digital assets. (2024). Sivaprasad, Sheeja ; Malki, Issam ; Bas, Tugba. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000477.

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2024Blockchain factors. (2024). Sakkas, Athanasios ; Urquhart, Andrew. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000787.

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2024One crash, too many: Global uncertainty, sentiment factors and cryptocurrency market. (2024). Johan, Sofia ; Lawal, Rodiat ; Sakariyahu, Rilwan ; Adigun, Rasheed ; Paterson, Audrey. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000945.

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2024Forecasting Bitcoin volatility using machine learning techniques. (2024). Urquhart, Andrew ; Sangiorgi, Ivan ; Huang, Zih-Chun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001306.

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2024Firm carbon risk exposure, stock returns, and dividend payment. (2024). Nguyen, Duc Khuong ; Hasan, Fakhrul ; Choudhury, Tonmoy ; Boubaker, Sabri. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:221:y:2024:i:c:p:248-276.

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2024Regulatory investigations, media coverage, and audit opinions. (2024). Kot, Hung Wan ; Dong, Liang ; Li, Xuelian ; Liu, Ming. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:54:y:2024:i:c:s1061951824000028.

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2025Embracing market dynamics in the post-COVID era: A data-driven analysis of investor sentiment and behavioral characteristics in stock index futures returns. (2025). Li, Wenyong ; Bai, Xiuran ; Liu, Ting ; Fan, Chunguo ; Gao, Jie ; Tan, Huimin. In: Omega. RePEc:eee:jomega:v:131:y:2025:i:c:s0305048324001580.

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2024The dynamic impact of network attention on natural resources prices in pre-and post-Russian-Ukrainian war. (2024). Tang, Miaomiao ; Luo, Ziyang ; Zhao, Peng ; Liu, Wenwen. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s030142072400638x.

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2024Sectoral responses to economic policy uncertainty and geopolitical risk in the US stock market. (2024). Choi, Sun-Yong. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:76:y:2024:i:c:s1042444x24000392.

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2024Stylized facts of metaverse non-fungible tokens. (2024). Chandrashekhar, Durga ; Chu, Jeffrey ; Osterrieder, Joerg ; Lord, Nicholas ; Zhang, Yuanyuan ; Almazloum, Ward. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:653:y:2024:i:c:s0378437124006125.

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2024Examining the impact of market power discrepancy between supply chain partners on firm financial performance. (2024). Wang, Junyao ; Shi, Xinyu ; Gu, Jing ; Xu, Xun. In: International Journal of Production Economics. RePEc:eee:proeco:v:268:y:2024:i:c:s0925527323003328.

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2024The dynamics of bonds, commodities and bitcoin based on NARDL approach. (2024). Bilgin, Mehmet Huseyin ; Rashid, Mamunur ; Hassan, Kabir M ; Bouteska, Ahmed. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:58-70.

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2024Information shock, market reaction, and stock message board information diffusion. (2024). Meng, Yongqiang ; Huang, Xiuqi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:180-192.

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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]		article36
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.
[Full Text][Citation analysis]		article43
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2016Market reaction to internet news: Information diffusion and price pressure In: Economic Modelling.
[Full Text][Citation analysis]		article17
2017Daily happiness and stock returns: The case of Chinese company listed in the United States In: Economic Modelling.
[Full Text][Citation analysis]		article31
2018Baidu news information flow and return volatility: Evidence for the Sequential Information Arrival Hypothesis In: Economic Modelling.
[Full Text][Citation analysis]		article20
2019Does twitter predict Bitcoin? In: Economics Letters.
[Full Text][Citation analysis]		article144
2019Do analyst recommendations matter for rival companies? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article4
2020Stock mispricing, hard-to-value stocks and the influence of internet stock message boards In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article6
2021Investor attention shocks and stock co-movement: Substitution or reinforcement? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article18
2023Information demand density matters: Evidence from the post-earnings announcement drift In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2024Do online message boards convey cryptocurrency-specific information? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2024Herding towards carbon neutrality: The role of investor attention In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
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.
[Full Text][Citation analysis]		article1
2017Baidu news coverage and its impacts on order imbalance and large-size trade of Chinese stocks In: Finance Research Letters.
[Full Text][Citation analysis]		article18
2019Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective In: Finance Research Letters.
[Full Text][Citation analysis]		article84
2019An empirical analysis of the Adaptive Market Hypothesis with calendar effects:Evidence from China In: Finance Research Letters.
[Full Text][Citation analysis]		article7
2020A three-factor pricing model for cryptocurrencies In: Finance Research Letters.
[Full Text][Citation analysis]		article38
2020Does intraday time-series momentum exist in Chinese stock index futures market? In: Finance Research Letters.
[Full Text][Citation analysis]		article6
2021The role of investor attention in predicting stock prices: The long short-term memory networks perspective In: Finance Research Letters.
[Full Text][Citation analysis]		article19
2021US partisan conflict and high-yield exchange rates In: Finance Research Letters.
[Full Text][Citation analysis]		article11
2022Momentum or reversal: Which is the appropriate third factor for cryptocurrencies? In: Finance Research Letters.
[Full Text][Citation analysis]		article20
2022ESG rating and stock price crash risk: Evidence from China In: Finance Research Letters.
[Full Text][Citation analysis]		article80
2022Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective In: Finance Research Letters.
[Full Text][Citation analysis]		article10
2022Assessing causal relationships between cryptocurrencies and investor attention: New results from transfer entropy methodology In: Finance Research Letters.
[Full Text][Citation analysis]		article10
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.
[Full Text][Citation analysis]		article2
2023Market reaction to climate risk report disclosures: The roles of investor attention and sentiment In: Finance Research Letters.
[Full Text][Citation analysis]		article5
2024Investor attention and GameFi returns: A transfer entropy analysis In: Finance Research Letters.
[Full Text][Citation analysis]		article4
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.
[Full Text][Citation analysis]		article0
2024Spillover effects according to classification of cryptocurrency In: Finance Research Letters.
[Full Text][Citation analysis]		article0
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.
[Full Text][Citation analysis]		article7
2018Do Chinese internet stock message boards convey firm-specific information? In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article23
2022Tail risks, firm characteristics, and stock returns In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article3
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]		article14
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]		article35
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]		article21
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]		article63
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]		article8
2021Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article24
2023Attention allocation and cryptocurrency return co-movement: Evidence from the stock market In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article2
2024Bitcoin market reactions to large price swings of international stock markets In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article4
2020How does economic policy uncertainty affect the bitcoin market? In: Research in International Business and Finance.
[Full Text][Citation analysis]		article54
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]		article7
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]
This paper has nother version. Agregated cites: 2		paper
2024Firm-specific new media sentiment and price synchronicity In: Research in International Business and Finance.
[Full Text][Citation analysis]		article0
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2020A Socio-Finance Model: The Case of Bitcoin.(2020) In: Documents de travail du Centre d'Economie de la Sorbonne.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
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]		article3
2021Stock Crashes and Jumps Reactions to Information Demand and Supply: An Intraday Analysis In: Asia-Pacific Financial Markets.
[Full Text][Citation analysis]		article1
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]		article0
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]		article19
2021Can the Baidu Index predict realized volatility in the Chinese stock market? In: Financial Innovation.
[Full Text][Citation analysis]		article14
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]		article70
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]		article0
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 April, 14 2025. Contact: CitEc Team