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Details about Dehua Shen

E-mail:
Workplace:College of Management and Economics, Tianjin University, (more information at EDIRC)

Access statistics for papers by Dehua Shen.

Last updated 2019-01-19. Update your information in the RePEc Author Service.

Short-id: psh718


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Working Papers

2016

  1. The impact of information-based familiarity on the stock market
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) Downloads

2015

  1. R2 and Idiosyncratic Volatility: Which Captures the Firm-specific Return Variation?
    Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain) Downloads
    See also Journal Article in Economic Modelling (2016)

Journal Articles

2019

  1. Does twitter predict Bitcoin?
    Economics Letters, 2019, 174, (C), 118-122 Downloads

2018

  1. Baidu news information flow and return volatility: Evidence for the Sequential Information Arrival Hypothesis
    Economic Modelling, 2018, 69, (C), 127-133 Downloads View citations (3)
  2. Do Chinese internet stock message boards convey firm-specific information?
    Pacific-Basin Finance Journal, 2018, 49, (C), 1-14 Downloads View citations (4)
  3. Investor attention and performance of IPO firms: Evidence from online searches
    Physica A: Statistical Mechanics and its Applications, 2018, 508, (C), 342-348 Downloads
  4. Quantifying the cross-correlations between online searches and Bitcoin market
    Physica A: Statistical Mechanics and its Applications, 2018, 509, (C), 657-672 Downloads View citations (1)
  5. Quantifying the cross-sectional relationship between online sentiment and the skewness of stock returns
    Physica A: Statistical Mechanics and its Applications, 2018, 490, (C), 928-934 Downloads View citations (2)
  6. Some stylized facts of the cryptocurrency market
    Applied Economics, 2018, 50, (55), 5950-5965 Downloads View citations (3)
  7. The cross-correlations between online sentiment proxies: Evidence from Google Trends and Twitter
    Physica A: Statistical Mechanics and its Applications, 2018, 508, (C), 67-75 Downloads
  8. The dynamic cross-correlations between foreign news, local news and stock returns
    Physica A: Statistical Mechanics and its Applications, 2018, 509, (C), 861-872 Downloads
  9. The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average
    Physica A: Statistical Mechanics and its Applications, 2018, 510, (C), 658-670 Downloads View citations (3)
  10. The time-varying correlation between policy uncertainty and stock returns: Evidence from China
    Physica A: Statistical Mechanics and its Applications, 2018, 499, (C), 413-419 Downloads View citations (3)

2017

  1. Baidu index and predictability of Chinese stock returns
    Financial Innovation, 2017, 3, (1), 1-8 Downloads View citations (3)
  2. Baidu news coverage and its impacts on order imbalance and large-size trade of Chinese stocks
    Finance Research Letters, 2017, 23, (C), 210-216 Downloads View citations (4)
  3. Daily happiness and stock returns: The case of Chinese company listed in the United States
    Economic Modelling, 2017, 64, (C), 496-501 Downloads View citations (6)
  4. Does microblogging convey firm-specific information? Evidence from China
    Physica A: Statistical Mechanics and its Applications, 2017, 482, (C), 621-626 Downloads View citations (4)
  5. Investor sentiment and stock returns: Evidence from provincial TV audience rating in China
    Physica A: Statistical Mechanics and its Applications, 2017, 466, (C), 288-294 Downloads View citations (6)
  6. Investor structure and the price–volume relationship in a continuous double auction market: An agent-based modeling perspective
    Physica A: Statistical Mechanics and its Applications, 2017, 467, (C), 345-355 Downloads View citations (1)
  7. The interaction of financial news between mass media and new media: Evidence from news on Chinese stock market
    Physica A: Statistical Mechanics and its Applications, 2017, 486, (C), 535-541 Downloads View citations (3)

2016

  1. Daily happiness and stock returns: Some international evidence
    Physica A: Statistical Mechanics and its Applications, 2016, 460, (C), 201-209 Downloads View citations (15)
  2. Has microblogging changed stock market behavior? Evidence from China
    Physica A: Statistical Mechanics and its Applications, 2016, 452, (C), 151-156 Downloads View citations (16)
  3. Market reaction to internet news: Information diffusion and price pressure
    Economic Modelling, 2016, 56, (C), 43-49 Downloads View citations (16)
  4. Network interdependency between social media and stock trading activities: Evidence from China
    Physica A: Statistical Mechanics and its Applications, 2016, 451, (C), 305-312 Downloads View citations (2)
  5. R2 and idiosyncratic volatility: Which captures the firm-specific return variation?
    Economic Modelling, 2016, 55, (C), 298-304 Downloads View citations (10)
    See also Working Paper (2015)
  6. Trading and non-trading period Internet information flow and intraday return volatility
    Physica A: Statistical Mechanics and its Applications, 2016, 451, (C), 519-524 Downloads View citations (16)

2015

  1. Information and Bargaining Power: Evidence from SME Lending in China
    International Journal of Information Technology & Decision Making (IJITDM), 2015, 14, (04), 901-913 Downloads

2014

  1. Internet information arrival and volatility of SME PRICE INDEX
    Physica A: Statistical Mechanics and its Applications, 2014, 399, (C), 70-74 Downloads View citations (23)

2013

  1. Open source information, investor attention, and asset pricing
    Economic Modelling, 2013, 33, (C), 613-619 Downloads View citations (32)
 
Page updated 2019-04-09