//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"CREATES Research Papers"
~isPartOf:"Finance research letters"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial economics"
~person:"Shen, Dehua"
~person:"Yuan, Yu"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
An agent-based stochastic vola...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Anlageverhalten
11
Behavioural finance
11
Börsenkurs
6
Capital income
6
Investor attention
6
Kapitaleinkommen
6
Share price
6
Investor sentiment
3
Ankündigungseffekt
2
Announcement effect
2
Anomalies
2
Bitcoin
2
Entropie
2
Entropy
2
Forecasting model
2
Google trends
2
Machine learning
2
Perception
2
Prognoseverfahren
2
Social Web
2
Social web
2
Transfer entropy
2
Twitter
2
Virtual currency
2
Virtuelle Währung
2
Wahrnehmung
2
Artificial intelligence
1
Attention
1
Baidu Index
1
Causality analysis
1
Climate change
1
Climate risk report
1
Corporate disclosure
1
Cryptocurrencies
1
Erwartungsbildung
1
Expectation formation
1
Financial investment
1
GameFi
1
Globalisierung
1
Globalization
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Shen, Dehua
Yuan, Yu
Goodell, John W.
12
Ryu, Doojin
7
Veraart, Almut E. D.
7
Hirshleifer, David
6
Subrahmanyam, Avanidhar
6
Todorov, Viktor
6
Andersen, Torben G.
5
Bollerslev, Tim
5
Bonaparte, Yosef
5
Bouri, Elie
5
Hong, Harrison G.
5
Huang, Shiyang
5
Zeisberger, Stefan
5
Corbet, Shaen
4
Grinblatt, Mark
4
Gupta, Rangan
4
Horst, Jenke R. ter
4
Huber, Jürgen
4
Kirchler, Michael
4
Koedijk, Kees
4
Li, Youwei
4
Oliver, Barry R.
4
Pantzalis, Christos
4
Veld- Merkoulova, Yulia
4
Yu, Jianfeng
4
Zhong, Angel
4
Antoniou, Constantinos
3
Baker, Malcolm
3
Bhootra, Ajay
3
Birru, Justin
3
Chen, An-sing
3
Chen, Rongda
3
Chiah, Mardy
3
Chou, Pin-huang
3
Christensen, Bent Jesper
3
Cronqvist, Henrik
3
Faff, Robert W.
3
Fan, John Hua
3
more ...
less ...
Published in...
All
CREATES Research Papers
Finance research letters
Journal of banking & finance
Journal of financial economics
Asia Pacific financial markets
4
International review of financial analysis
3
Research in international business and finance
3
International review of economics & finance : IREF
2
NBER Working Paper
2
NBER working paper series
2
Applied economics
1
Economic modelling
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Financial innovation : FIN
1
International journal of financial engineering
1
Journal of behavioral and experimental finance
1
Journal of international financial markets, institutions & money
1
The review of financial studies
1
Working paper / National Bureau of Economic Research, Inc.
1
Working papers / Financial Institutions Center
1
Working papers / Rodney L. White Center for Financial Research
1
Working papers / Wharton School, University of Pennsylvania / Finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Investor sentiment and the mean-variance relation
Yu, Jianfeng
;
Yuan, Yu
- In:
Journal of financial economics
100
(
2011
)
2
,
pp. 367-381
Persistent link: https://www.econbiz.de/10009242221
Saved in:
2
The long of it : odds that investor sentiment spuriously predicts anomaly returns
Stambaugh, Robert F.
;
Yu, Jianfeng
;
Yuan, Yu
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 613-619
Persistent link: https://www.econbiz.de/10010532685
Saved in:
3
Market-wide attention, trading, and stock returns
Yuan, Yu
- In:
Journal of financial economics
116
(
2015
)
3
,
pp. 548-564
Persistent link: https://www.econbiz.de/10011348462
Saved in:
4
The short of it : investor sentiment and anomalies
Stambaugh, Robert F.
;
Yu, Jianfeng
;
Yuan, Yu
- In:
Journal of financial economics
104
(
2012
)
2
,
pp. 288-302
Persistent link: https://www.econbiz.de/10009621139
Saved in:
5
Global, local, and contagious investor sentiment
Baker, Malcolm
;
Wurgler, Jeffrey
;
Yuan, Yu
- In:
Journal of financial economics
104
(
2012
)
2
,
pp. 272-287
Persistent link: https://www.econbiz.de/10009621147
Saved in:
6
The role of investor attention in predicting stock prices : the long short-term memory networks perspective
Zhang, Yongjie
;
Chu, Gang
;
Shen, Dehua
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012487952
Saved in:
7
Aggregate investor attention and bitcoin return : the long short-term memory networks perspective
Wang, Chen
;
Shen, Dehua
;
Li, Youwei
- In:
Finance research letters
49
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013479309
Saved in:
8
Investor attention and GameFi returns : a transfer entropy analysis
Shi, Guiqiang
;
Goodell, John W.
;
Shen, Dehua
- In:
Finance research letters
61
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014491017
Saved in:
9
Information shocks and investor underreaction : evidence from the Bitcoin market
Meng, Yongqiang
;
Goodell, John W.
;
Shen, Dehua
- In:
Finance research letters
56
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014473632
Saved in:
10
Assessing causal relationships between cryptocurrencies and investor attention : new results from transfer entropy methodology
Tong, Zezheng
;
Goodell, John W.
;
Shen, Dehua
- In:
Finance research letters
50
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014245371
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->