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Do analyst recommendations matter for rival companies?

Li, Yi; Shen, Dehua; Wang, Pengfei; Zhang, Wei - In: International review of financial analysis 65 (2019), pp. 1-18

Persistent link: https://www.econbiz.de/10012208833

How does economic policy uncertainty affect the bitcoin market?

Wang, Pengfei; Li, Xiao; Shen, Dehua; Zhang, Wei - In: Research in international business and finance 53 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012549178

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

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

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

Borrower platform choice : the influencing factors on herding

Zhao, Yingxiu; Zhang, Wei; Wang, Pengfei; Shen, Dehua - In: International journal of financial engineering 7 (2020) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10012602670

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

The role of media coverage in the bubble formation : evidence from the Bitcoin market

Li, Yi; Zhang, Wei; Urquhart, Andrew; Wang, Pengfei - In: Journal of international financial markets, … 80 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10013533174

Working online or offline : which is more effective?

Li, Yi; Zhang, Wei; Wang, Pengfei - In: Research in international business and finance 58 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10013286199

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