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A three-factor pricing model for cryptocurrencies

Shen, Dehua; Urquhart, Andrew; Wang, Pengfei - In: Finance research letters 34 (2020), pp. 1-6

Persistent link: https://www.econbiz.de/10012436740

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

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

No cryptocurrency experience required : managerial characteristics in cryptocurrency fund performance

Urquhart, Andrew; Wang, Pengfei - In: Review of corporate finance 3 (2023) 4, pp. 529-569

Persistent link: https://www.econbiz.de/10014390428

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

How predictable are precious metal returns?

Urquhart, Andrew - In: The European journal of finance 23 (2017) 13/15, pp. 1390-1413

Persistent link: https://www.econbiz.de/10012014399

Tail risks, firm characteristics, and stock returns

Wang, Chen; Xiong, Xiong; Shen, Dehua - In: Pacific-Basin finance journal 75 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013552558

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

Daily happiness and stock returns : the case of Chinese company listed in the United States

Li, Xiao; Shen, Dehua; Xue, Mei; Zhang, Wei - In: Economic modelling 64 (2017), pp. 496-501

Persistent link: https://www.econbiz.de/10011761297