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Baidu index and predictability of Chinese stock returns

Shen, Dehua; Zhang, Yongjie; Xiong, Xiong; Zhang, Wei - In: Financial innovation : FIN 3 (2017) 4, pp. 1-8

A number of studies have investigated the predictability of Chinese stock returns with economic variables. Given the newly emerged dataset from the Internet, this paper investigates whether the Baidu Index can be employed to predict Chinese stock returns. The empirical results show that 1) the...

Persistent link: https://www.econbiz.de/10011661635

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

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 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

Stock mispricing, hard-to-value stocks and the influence of internet stock message boards

Xiong, Xiong; Meng, Yongqiang; Joseph, Nathan Lael; … - In: International review of financial analysis 72 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012437220

Stay-at-home stocks versus go-outside stocks : the impacts of COVID-19 on the Chinese stock market

Shen, Dehua; Zhang, Wei - In: Asia Pacific financial markets 28 (2021) 2, pp. 305-318

Persistent link: https://www.econbiz.de/10012542751

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

Bitcoin market reactions to large price swings of international stock markets

Jia, Boxiang; Shen, Dehua; Zhang, Wei - In: International review of economics & finance : IREF 90 (2024), pp. 72-88

Persistent link: https://www.econbiz.de/10014446888

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

Open source information, investor attention, and asset pricing

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

Persistent link: https://www.econbiz.de/10010193280