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Dehua Shen (沈德华)
Dehua Shen (沈德华)
Professor of Finance, Nankai University
Dirección de correo verificada de nankai.edu.cn
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Citado por
Citado por
Año
Does twitter predict Bitcoin?
D Shen, A Urquhart, P Wang
Economics letters 174, 118-122, 2019
4392019
ESG rating and stock price crash risk: Evidence from China
J Feng, JW Goodell, D Shen
Finance Research Letters 46, 102476, 2022
2842022
Some stylized facts of the cryptocurrency market
W Zhang, P Wang, X Li, D Shen
Applied Economics 50 (55), 5950-5965, 2018
2052018
The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average
W Zhang, P Wang, X Li, D Shen
Physica A: Statistical Mechanics and its Applications 510, 658-670, 2018
2052018
Open source information, investor attention, and asset pricing
W Zhang, D Shen, Y Zhang, X Xiong
Economic Modelling 33, 613-619, 2013
1942013
Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective
P Wang, W Zhang, X Li, D Shen
Finance Research Letters 31, 1-18, 2019
1742019
A three-factor pricing model for cryptocurrencies
D Shen, A Urquhart, P Wang
Finance Research Letters, 2019
1462019
How does economic policy uncertainty affect the bitcoin market?
P Wang, X Li, D Shen, W Zhang
Research in International Business and Finance 53, 101234, 2020
1182020
Daily happiness and stock returns: Some international evidence
W Zhang, X Li, D Shen, A Teglio
Physica A: Statistical Mechanics and its Applications 460, 201-209, 2016
1082016
Market reaction to internet news: Information diffusion and price pressure
Y Zhang, W Song, D Shen, W Zhang
Economic Modelling 56, 43-49, 2016
1012016
The role of investor attention in predicting stock prices: The long short-term memory networks perspective
Y Zhang, G Chu, D Shen
Finance Research Letters 38, 101484, 2021
932021
Forecasting the volatility of Bitcoin: The importance of jumps and structural breaks
D Shen, A Urquhart, P Wang
European Financial Management 26 (5), 1294-1323, 2020
882020
The time-varying correlation between policy uncertainty and stock returns: Evidence from China
X Xiong, Y Bian, D Shen
Physica A: Statistical Mechanics and its Applications 499, 413-419, 2018
882018
Daily happiness and stock returns: The case of Chinese company listed in the United States
X Li, D Shen, M Xue, W Zhang
Economic Modelling 64, 496-501, 2017
852017
Quantifying the cross-correlations between online searches and Bitcoin market
W Zhang, P Wang, X Li, D Shen
Physica A: Statistical Mechanics and its Applications 509, 657-672, 2018
842018
Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies
Y Li, JW Goodell, D Shen
International Review of Economics & Finance 75, 723-746, 2021
802021
Do Chinese internet stock message boards convey firm-specific information?
X Li, D Shen, W Zhang
Pacific-Basin Finance Journal 49, 1-14, 2018
792018
Internet information arrival and volatility of SME PRICE INDEX
Y Zhang, L Feng, X Jin, D Shen, X Xiong, W Zhang
Physica A: Statistical Mechanics and its Applications 399, 70-74, 2014
672014
Baidu news information flow and return volatility: Evidence for the Sequential Information Arrival Hypothesis
D Shen, X Li, W Zhang
Economic Modelling 69, 127-133, 2018
652018
Twitter’s daily happiness sentiment and international stock returns: evidence from linear and nonlinear causality tests
W Zhang, P Wang, X Li, D Shen
Journal of Behavioral and Experimental Finance 18, 50-53, 2018
632018
El sistema no puede realizar la operación en estos momentos. Inténtalo de nuevo más tarde.
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