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Attention allocation and international stock return comovement : evidence from the Bitcoin market
Hu, Yitong; Li, Xiao; Shen, Dehua - In: Research in international business and finance 54 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012581375
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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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Equity market anomalies in major European economies
Pandey, Asheesh; Sehgal, Sanjay; Mohapatra, Amiya Kumar; … - In: Investment management and financial innovations 18 (2021) 2, pp. 245-260
Persistent link: https://www.econbiz.de/10012698617
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Are prominent equity market anomalies in India fading away?
Sharma, Gagan Deep; Subramaniam, Srividya; Sehgal, Sanjay - In: Global business review 22 (2021) 1, pp. 255-270
Persistent link: https://www.econbiz.de/10012483276
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Size effect in Indian equity market : myth or reality?
Vasishth, Vibhuti; Sehgal, Sanjay; Sharma, Gagan - In: Asia Pacific financial markets 28 (2021) 1, pp. 101-119
Persistent link: https://www.econbiz.de/10012486287
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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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Information transmission between mature and emerging equity markets during normal and crisis periods : an empirical examination
Sehgal, Sanjay; Jain, Payal; Deisting, Florent - In: Journal of quantitative economics 16 (2018) 1, pp. 185-225
Persistent link: https://www.econbiz.de/10012418335
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Can overnight return really serve as a proxy for firm-specific investor sentiment? : cross-country evidence
Xiong, Xiong; Meng, Yongqiang; Li, Xiao; Shen, Dehua - In: Journal of international financial markets, … 64 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012495692
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Investor sentiment and the return rate of P2P lending platform
Zhang, Wei; Zhao, Yingxiu; Wang, Pengfei; Shen, Dehua - In: Asia Pacific financial markets 27 (2020) 1, pp. 97-113
Persistent link: https://www.econbiz.de/10012222380