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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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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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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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Not all the news fitting to reprint : evidence from price-volume relationship
Zhang, Zuochao; Shen, Dehua - In: Finance research letters 62 (2024) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10014530797