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Shen, Dehua
Li, Xiao
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1
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
Saved in:
2
Some stylized facts of the cryptocurrency market
Zhang, Wei
;
Wang, Pengfei
;
Li, Xiao
;
Shen, Dehua
- In:
Applied economics
50
(
2018
)
55
,
pp. 5950-5965
Persistent link: https://www.econbiz.de/10012062951
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Daily happiness and stock returns : the case of Chinese company listed in the United States
Li, Xiao
;
Shen, Dehua
;
Xue, Mei
;
Zhang, Wei
- In:
Economic modelling
64
(
2017
),
pp. 496-501
Persistent link: https://www.econbiz.de/10011761297
Saved in:
7
Baidu news coverage and its impacts on order imbalance and large-size trade of Chinese stocks
Shen, Dehua
;
Li, Xiao
;
Zhang, Wei
- In:
Finance research letters
23
(
2017
),
pp. 210-216
Persistent link: https://www.econbiz.de/10011808400
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Is cryptocurrency a hedge or a safe haven for international indices? : a comprehensive and dynamic perspective
Wang, Pengfei
;
Zhang, Wei
;
Li, Xiao
;
Shen, Dehua
- In:
Finance research letters
31
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012420969
Saved in:
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