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Measuring news media sentiment using big data for Chinese stock markets
Shen, Shulin; Xia, Le; Shuai, Yulin; Gao, Da - In: Pacific-Basin finance journal 74 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013389457
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Price discovery share : an order invariant measure of price discovery
Shen, Shulin; Sultan, Syed Galib; Zivot, Eric - In: Finance research letters 67 (2024) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10015061427