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Stock crashes and jumps reactions to information demand and supply : an intraday analysis
Chu, Gang; Li, Xiao; Shen, Dehua; Zhang, Yongjie - In: Asia Pacific financial markets 28 (2021) 3, pp. 397-427
Persistent link: https://www.econbiz.de/10012599798
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Bitcoin intraday time series momentum
Shen, Dehua; Urquhart, Andrew; Wang, Pengfei - In: The financial review : the official publication of the … 57 (2022) 2, pp. 319-344
Persistent link: https://www.econbiz.de/10013189512
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Does intraday time-series momentum exist in Chinese stock index futures market?
Li, Yi; Shen, Dehua; Wang, Pengfei; Zhang, Wei - In: Finance research letters 35 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012438384
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R2 and idiosyncratic volatility : which captures the firm-specific return variation?
Zhang, Wei; Li, Xiao; Shen, Dehua; Teglio, Andrea - In: Economic modelling 55 (2016), pp. 298-304
Persistent link: https://www.econbiz.de/10011642527
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Trading volume and return volatility of Bitcoin market : evidence for the sequential information arrival hypothesis
Wang, Pengfei; Zhang, Wei; Li, Xiao; Shen, Dehua - In: Journal of economic interaction and coordination : JEIC 14 (2019) 2, pp. 377-418
Persistent link: https://www.econbiz.de/10012111563
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Baidu news information flow and return volatility : evidence for the Sequential Information Arrival Hypothesis
Shen, Dehua; Li, Xiao; Zhang, Wei - In: Economic modelling 69 (2018), pp. 127-133
Persistent link: https://www.econbiz.de/10012016139
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Do Chinese internet stock message boards convey firm-specific information?
Li, Xiao; Shen, Dehua; Zhang, Wei - In: Pacific-Basin finance journal 49 (2018), pp. 1-14
Persistent link: https://www.econbiz.de/10012117633
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Internet stock message boards and the price-volume relationship : registered users vs non-registered users
Zhang, Zuochao; Shen, Dehua - In: Finance research letters 61 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10014491044
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Dissecting the idiosyncratic volatility puzzle : a fundamental analysis approach
Zhu, Zhaobo; Ding, Wenjie; Jin, Yi; Shen, Dehua - In: Research in international business and finance 66 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014463116
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Do online message boards convey cryptocurrency-specific information?
Shen, Dehua; Tong, Zezheng; Goodell, John W. - In: International review of financial analysis 91 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014446932