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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

Attention allocation and cryptocurrency return co-movement : evidence from the stock market

Hu, Yitong; Shen, Dehua; Urquhart, Andrew - In: International review of economics & finance : IREF 88 (2023), pp. 1173-1185

Persistent link: https://www.econbiz.de/10014475111

MAX momentum in cryptocurrency markets

Li, Yi; Urquhart, Andrew; Wang, Pengfei; Zhang, Wei - In: International review of financial analysis 77 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012806335

MAX Momentum in Cryptocurrency Markets

Li, Yi; Urquhart, Andrew; Wang, Pengfei; Zhang, Wei - 2021

This paper studies the MAX effect, the relationship between maximum daily returns and future returns in the cryptocurrency market. The cryptocurrency market is an ideal setting for the MAX effect, due to its lottery-like features (i.e., large positive skewness). Contrary to findings in other...

Persistent link: https://www.econbiz.de/10013228841

What causes the attention of Bitcoin?

Urquhart, Andrew - In: Economics letters 166 (2018), pp. 40-44

Persistent link: https://www.econbiz.de/10012011955

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

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

Investor attention and the carbon emission markets in China : a nonparametric wavelet-based causality test

Zhang, Yongjie; Li, Yue; Shen, Dehua - In: Asia Pacific financial markets 29 (2022) 1, pp. 123-137

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Open source information, investor attention, and asset pricing

Zhang, Wei; Shen, Dehua; Zhang, Yongjie; Xiong, Xiong - In: Economic modelling 33 (2013), pp. 613-619

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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