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Investor attention shocks and stock co-movement : substitution or reinforcement?
Hu, Yitong; Li, Xiao; Goodell, John W.; Shen, Dehua - In: International review of financial analysis 73 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012803443
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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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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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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
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The high-volume return premium : does it really exist in the Chinese stock market?
Zheng, Xingjian; Shen, Dehua - In: Asia Pacific financial markets 27 (2020) 2, pp. 213-230
Persistent link: https://www.econbiz.de/10012222401
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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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Market reaction to internet news : information diffusion and price pressure
Zhang, Yongjie; Song, Weixin; Shen, Dehua; Zhang, Wei - In: Economic modelling 56 (2016), pp. 43-49
Persistent link: https://www.econbiz.de/10011645851