IDEAS home Printed from https://ideas.repec.org/d/sfnancn.html

Publications

by members of

Nankai University → School of Finance

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2024

  1. Guiqiang Shi & Dehua Shen & Zhaobo Zhu, 2024, "Herding towards carbon neutrality: The role of investor attention," Post-Print, HAL, number hal-04348526, Jan.

2023

  1. Zhaobo Zhu & Wenjie Ding & Yi Jin & Dehua Shen, 2023, "Dissecting the Idiosyncratic Volatility Puzzle: A Fundamental Analysis Approach," Post-Print, HAL, number hal-04194180, Oct.

2020

  1. Yongqiang Meng & Dehua Shen & Xiong Xiong & Jørgen Vitting Andersen, 2020, "A Socio-Finance Model: The Case of Bitcoin," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03048777, Oct.

2016

  1. Dehua Shen & Xiao Li & Andrea Teglio & Wei Zhang, 2016, "The impact of information-based familiarity on the stock market," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2016/08.

2015

  1. Wei Zhang & Xiao Li & Dehua Shen & Andrea Teglio, 2015, "R2 and Idiosyncratic Volatility: Which Captures the Firm-specific Return Variation?," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2015/06.

Journal articles

2026

  1. Liu, Yangjingzhuo & Wang, Daoping & Fan, Xiaoyun, 2026, "Fintech, systemic risk and bank performance: Based on the perspective of systemic-risk-adjusted performance," Pacific-Basin Finance Journal, Elsevier, volume 95, issue C, DOI: 10.1016/j.pacfin.2025.103006.
  2. Shen, Xinyan & Wang, Daoping & Wu, Chen, 2026, "Measuring geopolitical risk in China," Pacific-Basin Finance Journal, Elsevier, volume 98, issue C, DOI: 10.1016/j.pacfin.2026.103128.
  3. Wang, Daoping & Zhao, Mingxi & Shen, Xinyan, 2026, "How corporate low-carbon transition impacts stock price crash risk: Evidence from China's A-share listed companies," International Review of Economics & Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.iref.2026.105417.

2025

  1. Wang, Daoping & Li, Kangle & Shen, Xinyan, 2025, "Fear of war: Geopolitical risks and the potential impact on local government bonds, stock market and FDI in China," Economics Letters, Elsevier, volume 251, issue C, DOI: 10.1016/j.econlet.2025.112329.
  2. Wang, Daoping & Ji, Zhanghanyu & Shen, Xinyan, 2025, "Carbon neutrality policies and stock price crash risk: Evidence from China," Finance Research Letters, Elsevier, volume 81, issue C, DOI: 10.1016/j.frl.2025.107432.
  3. Wang, Daoping & Liang, Yaxi & Shen, Xinyan, 2025, "Can artificial intelligence assist banks in improving city entrepreneurship?," Finance Research Letters, Elsevier, volume 83, issue C, DOI: 10.1016/j.frl.2025.107721.
  4. Wang, Daoping & Xin, Liying & Shen, Xinyan & Wang, Yedong, 2025, "Media sentiment fluctuations on exchange rate, managerial risk appetite and FX derivatives usage," Pacific-Basin Finance Journal, Elsevier, volume 91, issue C, DOI: 10.1016/j.pacfin.2025.102717.
  5. Wang, Yedong & Xiao, Junchao & Wang, Lei & Wang, Daoping, 2025, "News sentiment and the cost of debt11Our paper was accepted by the 2024 3rd Annual International Finance Conference (AIFC). The conference submission ID is “146”," Pacific-Basin Finance Journal, Elsevier, volume 91, issue C, DOI: 10.1016/j.pacfin.2025.102721.
  6. Fan, Xiaoyun & Shen, Xinyan & Wang, Daoping & Zhou, Cier, 2025, "The Paris Agreement and firms’ carbon information disclosure: Honesty or catering?," International Review of Economics & Finance, Elsevier, volume 99, issue C, DOI: 10.1016/j.iref.2025.103988.

2024

  1. Shi, Guiqiang & Goodell, John W. & Shen, Dehua, 2024, "Return volatility and trading volume of GameFi," Journal of Behavioral and Experimental Finance, Elsevier, volume 43, issue C, DOI: 10.1016/j.jbef.2024.100955.
  2. Shen, Dehua & Tong, Zezheng & Goodell, John W., 2024, "Do online message boards convey cryptocurrency-specific information?," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102950.
  3. Shi, Guiqiang & Shen, Dehua & Zhu, Zhaobo, 2024, "Herding towards carbon neutrality: The role of investor attention," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.103049.
  4. Zhang, Zuochao & Goodell, John W. & Shen, Dehua & Lahmar, Oumaima, 2024, "Media opinion divergence and stock returns: Evidence from China," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103140.
  5. Shi, Guiqiang & Goodell, John W. & Shen, Dehua, 2024, "Investor attention and GameFi returns: A transfer entropy analysis," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105047.
  6. Zhang, Zuochao & Shen, Dehua, 2024, "Internet stock message boards and the price–volume relationship: Registered users vs non-registered users," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105064.
  7. Zhang, Zuochao & Shen, Dehua, 2024, "Not all the news fitting to reprint: Evidence from price-volume relationship," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105128.
  8. Zhao, Yingxiu & Goodell, John W. & Shen, Dehua, 2024, "Spillover effects according to classification of cryptocurrency," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105629.
  9. Jia, Boxiang & Shen, Dehua & Zhang, Wei, 2024, "Bitcoin market reactions to large price swings of international stock markets," International Review of Economics & Finance, Elsevier, volume 90, issue C, pages 72-88, DOI: 10.1016/j.iref.2023.11.011.
  10. Zhang, Zuochao & Shen, Dehua, 2024, "Firm-specific new media sentiment and price synchronicity," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102243.
  11. Wang, Daoping & Wang, Yichun & Liu, Yangjingzhuo, 2024, "Temperature variability, natural disasters and bank systemic risk: Evidence from Chinese city commercial banks," Economics Letters, Elsevier, volume 242, issue C, DOI: 10.1016/j.econlet.2024.111846.
  12. Hu, Xuanyi & Liu, Lanbiao & Wang, Daoping, 2024, "How does regional carbon transition affect loan pricing? Evidence from China," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106356.

2023

  1. Chu, Gang & Dowling, Michael & Shen, Dehua & Zhang, Yongjie, 2023, "Information demand density matters: Evidence from the post-earnings announcement drift," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102488.
  2. Meng, Yongqiang & Goodell, John W. & Shen, Dehua, 2023, "Information shocks and investor underreaction: Evidence from the Bitcoin market," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104109.
  3. Bo, Congcong & Shen, Dehua, 2023, "The road less travelled: GameFi as a hedge or a safe haven for international indices," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104203.
  4. Li, Yue & Goodell, John W. & Shen, Dehua, 2023, "Market reaction to climate risk report disclosures: The roles of investor attention and sentiment," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104290.
  5. Hu, Yitong & Shen, Dehua & Urquhart, Andrew, 2023, "Attention allocation and cryptocurrency return co-movement: Evidence from the stock market," International Review of Economics & Finance, Elsevier, volume 88, issue C, pages 1173-1185, DOI: 10.1016/j.iref.2023.07.068.
  6. Meng, Yongqiang & Shen, Dehua & Xiong, Xiong, 2023, "When stock price crash risk meets fundamentals," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101975.
  7. Zhu, Zhaobo & Ding, Wenjie & Jin, Yi & Shen, Dehua, 2023, "Dissecting the idiosyncratic volatility puzzle: A fundamental analysis approach," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102085.

2022

  1. Jia, Boxiang & Goodell, John W. & Shen, Dehua, 2022, "Momentum or reversal: Which is the appropriate third factor for cryptocurrencies?," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102139.
  2. Feng, Jingwen & Goodell, John W. & Shen, Dehua, 2022, "ESG rating and stock price crash risk: Evidence from China," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102476.
  3. Wang, Chen & Shen, Dehua & Li, Youwei, 2022, "Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103143.
  4. Tong, Zezheng & Goodell, John W. & Shen, Dehua, 2022, "Assessing causal relationships between cryptocurrencies and investor attention: New results from transfer entropy methodology," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103351.
  5. Wang, Chen & Xiong, Xiong & Shen, Dehua, 2022, "Tail risks, firm characteristics, and stock returns," Pacific-Basin Finance Journal, Elsevier, volume 75, issue C, DOI: 10.1016/j.pacfin.2022.101854.
  6. Jia, Boxiang & Shen, Dehua & Zhang, Wei, 2022, "Extreme sentiment and herding: Evidence from the cryptocurrency market," Research in International Business and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.ribaf.2022.101770.
  7. Yongjie Zhang & Yue Li & Dehua Shen, 2022, "Investor Attention and the Carbon Emission Markets in China: A Nonparametric Wavelet-Based Causality Test," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 29, issue 1, pages 123-137, March, DOI: 10.1007/s10690-021-09348-2.
  8. Gang Chu & John W. Goodell & Dehua Shen & Yongjie Zhang, 2022, "Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction," Annals of Operations Research, Springer, volume 318, issue 1, pages 103-128, November, DOI: 10.1007/s10479-022-04892-0.
  9. Wang Daoping & Liu Yangjingzhuo & Xu Yuxuan & Liu Linlin, 2022, "Fintech, Macroprudential Supervision and Systematic Risk in China’s Banks," China Finance and Economic Review, De Gruyter, volume 11, issue 4, pages 110-129, December, DOI: 10.1515/cfer-2022-0025.

2021

  1. Hu, Yitong & Li, Xiao & Goodell, John W. & Shen, Dehua, 2021, "Investor attention shocks and stock co-movement: Substitution or reinforcement?," International Review of Financial Analysis, Elsevier, volume 73, issue C, DOI: 10.1016/j.irfa.2020.101617.
  2. Zhang, Yongjie & Chu, Gang & Shen, Dehua, 2021, "The role of investor attention in predicting stock prices: The long short-term memory networks perspective," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101484.
  3. Jia, Boxiang & Goodell, John W. & Shen, Dehua, 2021, "US partisan conflict and high-yield exchange rates," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101785.
  4. Li, Yue & W. Goodell, John & Shen, Dehua, 2021, "Does happiness forecast implied volatility? Evidence from nonparametric wave-based Granger causality testing," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 113-122, DOI: 10.1016/j.qref.2021.06.001.
  5. Li, Yue & Goodell, John W. & Shen, Dehua, 2021, "Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 723-746, DOI: 10.1016/j.iref.2021.05.003.
  6. Dehua Shen & Wei Zhang, 2021, "Stay-at-Home Stocks Versus Go-Outside Stocks: The Impacts of COVID-19 on the Chinese Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 28, issue 2, pages 305-318, June, DOI: 10.1007/s10690-020-09322-4.
  7. Gang Chu & Xiao Li & Dehua Shen & Yongjie Zhang, 2021, "Stock Crashes and Jumps Reactions to Information Demand and Supply: An Intraday Analysis," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 28, issue 3, pages 397-427, September, DOI: 10.1007/s10690-020-09327-z.
  8. Wei Zhang & Kai Yan & Dehua Shen, 2021, "Can the Baidu Index predict realized volatility in the Chinese stock market?," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-31, December, DOI: 10.1186/s40854-020-00216-y.
  9. Yi Li & Dehua Shen & Pengfei Wang & Wei Zhang, 2021, "Investor reactions to local and overseas news: Evidence from A‐ and H‐shares in China," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 3, pages 4190-4225, July, DOI: 10.1002/ijfe.2010.
  10. Fan, Xiaoyun & Wang, Yedong & Wang, Daoping, 2021, "Network connectedness and China's systemic financial risk contagion——An analysis based on big data," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2020.101322.

2020

  1. Dehua Shen & Andrew Urquhart & Pengfei Wang, 2020, "Forecasting the volatility of Bitcoin: The importance of jumps and structural breaks," European Financial Management, European Financial Management Association, volume 26, issue 5, pages 1294-1323, November, DOI: 10.1111/eufm.12254.
  2. Xiong, Xiong & Meng, Yongqiang & Joseph, Nathan Lael & Shen, Dehua, 2020, "Stock mispricing, hard-to-value stocks and the influence of internet stock message boards," International Review of Financial Analysis, Elsevier, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101576.
  3. Shen, Dehua & Urquhart, Andrew & Wang, Pengfei, 2020, "A three-factor pricing model for cryptocurrencies," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.021.
  4. Li, Yi & Shen, Dehua & Wang, Pengfei & Zhang, Wei, 2020, "Does intraday time-series momentum exist in Chinese stock index futures market?," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.09.007.
  5. Xiong, Xiong & Meng, Yongqiang & Li, Xiao & Shen, Dehua, 2020, "Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 64, issue C, DOI: 10.1016/j.intfin.2019.101173.
  6. Yan, Kai & Zhang, Wei & Shen, Dehua, 2020, "Stylized facts of the carbon emission market in China," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 555, issue C, DOI: 10.1016/j.physa.2020.124739.
  7. Wang, Pengfei & Li, Xiao & Shen, Dehua & Zhang, Wei, 2020, "How does economic policy uncertainty affect the bitcoin market?," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101234.
  8. Hu, Yitong & Li, Xiao & Shen, Dehua, 2020, "Attention allocation and international stock return comovement: Evidence from the Bitcoin market," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101286.
  9. Wei Zhang & Yingxiu Zhao & Pengfei Wang & Dehua Shen, 2020, "Investor Sentiment and the Return Rate of P2P Lending Platform," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 27, issue 1, pages 97-113, March, DOI: 10.1007/s10690-019-09284-2.
  10. Xingjian Zheng & Dehua Shen, 2020, "The High-Volume Return Premium: Does it Really Exist in the Chinese Stock Market?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 27, issue 2, pages 213-230, June, DOI: 10.1007/s10690-019-09290-4.
  11. Xiong Xiong & Chen Wang & Dehua Shen, 2020, "Market Participation Willingness and Investor’s Herding Behavior: Evidence from an Emerging Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 27, issue 3, pages 439-452, September, DOI: 10.1007/s10690-020-09302-8.
  12. Dehua Shen, 2020, "Special features on behavioral issues in cryptocurrencies," Evolutionary and Institutional Economics Review, Springer, volume 17, issue 2, pages 413-414, July, DOI: 10.1007/s40844-020-00187-w.
  13. Yingxiu Zhao & Wei Zhang & Pengfei Wang & Dehua Shen, 2020, "Borrower platform choice: The influencing factors on herding," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 7, issue 01, pages 1-12, March, DOI: 10.1142/S2424786320500024.

2019

  1. Shen, Dehua & Urquhart, Andrew & Wang, Pengfei, 2019, "Does twitter predict Bitcoin?," Economics Letters, Elsevier, volume 174, issue C, pages 118-122, DOI: 10.1016/j.econlet.2018.11.007.
  2. Li, Yi & Shen, Dehua & Wang, Pengfei & Zhang, Wei, 2019, "Do analyst recommendations matter for rival companies?," International Review of Financial Analysis, Elsevier, volume 65, issue C, DOI: 10.1016/j.irfa.2019.101380.
  3. Wang, Pengfei & Zhang, Wei & Li, Xiao & Shen, Dehua, 2019, "Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective," Finance Research Letters, Elsevier, volume 31, issue C, pages 1-18, DOI: 10.1016/j.frl.2019.04.031.
  4. Xiong, Xiong & Meng, Yongqiang & Li, Xiao & Shen, Dehua, 2019, "An empirical analysis of the Adaptive Market Hypothesis with calendar effects:Evidence from China," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.11.020.
  5. Pengfei Wang & Wei Zhang & Xiao Li & Dehua Shen, 2019, "Trading volume and return volatility of Bitcoin market: evidence for the sequential information arrival hypothesis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 14, issue 2, pages 377-418, June, DOI: 10.1007/s11403-019-00250-9.
  6. Ruwei Zhao & Xiong Xiong & Dehua Shen & Wei Zhang, 2019, "Investor Structure and Stock Price Crash Risk in a Continuous Double Auction Market: An Agent-Based Perspective," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., volume 18, issue 02, pages 695-715, March, DOI: 10.1142/S0219622019500081.

2018

  1. Zhang, Wei & Wang, Pengfei & Li, Xiao & Shen, Dehua, 2018, "Twitter’s daily happiness sentiment and international stock returns: Evidence from linear and nonlinear causality tests," Journal of Behavioral and Experimental Finance, Elsevier, volume 18, issue C, pages 50-53, DOI: 10.1016/j.jbef.2018.01.005.
  2. Shen, Dehua & Li, Xiao & Zhang, Wei, 2018, "Baidu news information flow and return volatility: Evidence for the Sequential Information Arrival Hypothesis," Economic Modelling, Elsevier, volume 69, issue C, pages 127-133, DOI: 10.1016/j.econmod.2017.09.012.
  3. Li, Xiao & Shen, Dehua & Zhang, Wei, 2018, "Do Chinese internet stock message boards convey firm-specific information?," Pacific-Basin Finance Journal, Elsevier, volume 49, issue C, pages 1-14, DOI: 10.1016/j.pacfin.2018.03.003.
  4. Shen, Dehua & Liu, Lanbiao & Zhang, Yongjie, 2018, "Quantifying the cross-sectional relationship between online sentiment and the skewness of stock returns," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 490, issue C, pages 928-934, DOI: 10.1016/j.physa.2017.08.036.
  5. Xiong, Xiong & Bian, Yuxiang & Shen, Dehua, 2018, "The time-varying correlation between policy uncertainty and stock returns: Evidence from China," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 499, issue C, pages 413-419, DOI: 10.1016/j.physa.2018.02.034.
  6. Zhao, Ruwei & Xiong, Xiong & Shen, Dehua, 2018, "Investor attention and performance of IPO firms: Evidence from online searches," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 508, issue C, pages 342-348, DOI: 10.1016/j.physa.2018.05.115.
  7. Zhang, Zuochao & Zhang, Yongjie & Shen, Dehua & Zhang, Wei, 2018, "The cross-correlations between online sentiment proxies: Evidence from Google Trends and Twitter," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 508, issue C, pages 67-75, DOI: 10.1016/j.physa.2018.05.051.
  8. Zhang, Wei & Wang, Pengfei & Li, Xiao & Shen, Dehua, 2018, "Quantifying the cross-correlations between online searches and Bitcoin market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 509, issue C, pages 657-672, DOI: 10.1016/j.physa.2018.06.073.
  9. Zhang, Wei & Li, Yi & Zhang, Zuochao & Shen, Dehua, 2018, "The dynamic cross-correlations between foreign news, local news and stock returns," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 509, issue C, pages 861-872, DOI: 10.1016/j.physa.2018.06.098.
  10. Zhang, Wei & Wang, Pengfei & Li, Xiao & Shen, Dehua, 2018, "The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 510, issue C, pages 658-670, DOI: 10.1016/j.physa.2018.07.032.
  11. Zuochao Zhang & Yongjie Zhang & Dehua Shen & Wei Zhang, 2018, "The Dynamic Cross-Correlations between Mass Media News, New Media News, and Stock Returns," Complexity, Hindawi, volume 2018, pages 1-11, February, DOI: 10.1155/2018/7619494.
  12. Wei Zhang & Pengfei Wang & Xiao Li & Dehua Shen, 2018, "Multifractal Detrended Cross-Correlation Analysis of the Return-Volume Relationship of Bitcoin Market," Complexity, Hindawi, volume 2018, pages 1-20, July, DOI: 10.1155/2018/8691420.
  13. Minghua Dong & Xiong Xiong & Xiao Li & Dehua Shen, 2018, "Weibo Attention and Stock Market Performance: Some Empirical Evidence," Complexity, Hindawi, volume 2018, pages 1-8, September, DOI: 10.1155/2018/9571848.
  14. Wei Zhang & Pengfei Wang & Xiao Li & Dehua Shen, 2018, "Some stylized facts of the cryptocurrency market," Applied Economics, Taylor & Francis Journals, volume 50, issue 55, pages 5950-5965, November, DOI: 10.1080/00036846.2018.1488076.

2017

  1. Li, Xiao & Shen, Dehua & Xue, Mei & Zhang, Wei, 2017, "Daily happiness and stock returns: The case of Chinese company listed in the United States," Economic Modelling, Elsevier, volume 64, issue C, pages 496-501, DOI: 10.1016/j.econmod.2017.03.002.
  2. Shen, Dehua & Li, Xiao & Zhang, Wei, 2017, "Baidu news coverage and its impacts on order imbalance and large-size trade of Chinese stocks," Finance Research Letters, Elsevier, volume 23, issue C, pages 210-216, DOI: 10.1016/j.frl.2017.06.008.
  3. Zhang, Yongjie & Zhang, Yuzhao & Shen, Dehua & Zhang, Wei, 2017, "Investor sentiment and stock returns: Evidence from provincial TV audience rating in China," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 466, issue C, pages 288-294, DOI: 10.1016/j.physa.2016.09.043.
  4. Zhang, Wei & Bi, Zhengzheng & Shen, Dehua, 2017, "Investor structure and the price–volume relationship in a continuous double auction market: An agent-based modeling perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 467, issue C, pages 345-355, DOI: 10.1016/j.physa.2016.10.044.
  5. Shen, Dehua & Li, Xiao & Xue, Mei & Zhang, Wei, 2017, "Does microblogging convey firm-specific information? Evidence from China," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 482, issue C, pages 621-626, DOI: 10.1016/j.physa.2017.04.058.
  6. Zhang, Yongjie & Zhang, Zuochao & Liu, Lanbiao & Shen, Dehua, 2017, "The interaction of financial news between mass media and new media: Evidence from news on Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 486, issue C, pages 535-541, DOI: 10.1016/j.physa.2017.05.051.
  7. Dehua Shen & Yongjie Zhang & Xiong Xiong & Wei Zhang, 2017, "Baidu index and predictability of Chinese stock returns," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 3, issue 1, pages 1-8, December, DOI: 10.1186/s40854-017-0053-1.

2016

  1. Zhang, Wei & Li, Xiao & Shen, Dehua & Teglio, Andrea, 2016, "R2 and idiosyncratic volatility: Which captures the firm-specific return variation?," Economic Modelling, Elsevier, volume 55, issue C, pages 298-304, DOI: 10.1016/j.econmod.2016.02.025.
  2. Zhang, Yongjie & Song, Weixin & Shen, Dehua & Zhang, Wei, 2016, "Market reaction to internet news: Information diffusion and price pressure," Economic Modelling, Elsevier, volume 56, issue C, pages 43-49, DOI: 10.1016/j.econmod.2016.03.020.
  3. Lin, Shen & Ren, Da & Zhang, Wei & Zhang, Yongjie & Shen, Dehua, 2016, "Network interdependency between social media and stock trading activities: Evidence from China," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 451, issue C, pages 305-312, DOI: 10.1016/j.physa.2016.01.095.
  4. Shen, Dehua & Zhang, Wei & Xiong, Xiong & Li, Xiao & Zhang, Yongjie, 2016, "Trading and non-trading period Internet information flow and intraday return volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 451, issue C, pages 519-524, DOI: 10.1016/j.physa.2016.01.086.
  5. Jin, Xi & Shen, Dehua & Zhang, Wei, 2016, "Has microblogging changed stock market behavior? Evidence from China," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 452, issue C, pages 151-156, DOI: 10.1016/j.physa.2016.02.052.
  6. Zhang, Wei & Li, Xiao & Shen, Dehua & Teglio, Andrea, 2016, "Daily happiness and stock returns: Some international evidence," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 460, issue C, pages 201-209, DOI: 10.1016/j.physa.2016.05.026.

2015

  1. Xiao-Yong Wang & Wei Zhang & Xiong Xiong & Hong-Li Che & Dehua Shen, 2015, "Information and Bargaining Power: Evidence from SME Lending in China," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., volume 14, issue 04, pages 901-913, DOI: 10.1142/S0219622015500133.
  2. Nan Zhou & Mauro F. Guillén, 2015, "From home country to home base: A dynamic approach to the liability of foreignness," Strategic Management Journal, Wiley Blackwell, volume 36, issue 6, pages 907-917, June.

2014

  1. Zhang, Yongjie & Feng, Lina & Jin, Xi & Shen, Dehua & Xiong, Xiong & Zhang, Wei, 2014, "Internet information arrival and volatility of SME PRICE INDEX," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 399, issue C, pages 70-74, DOI: 10.1016/j.physa.2013.12.034.
  2. Ma, Xufei & Yiu, Daphne W. & Zhou, Nan, 2014, "Facing global economic crisis: Foreign sales, ownership groups, and corporate value," Journal of World Business, Elsevier, volume 49, issue 1, pages 87-100, DOI: 10.1016/j.jwb.2013.02.002.
  3. Meng Zhao & Seung Ho Park & Nan Zhou, 2014, "MNC strategy and social adaptation in emerging markets," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, volume 45, issue 7, pages 842-861, September.

2013

  1. Zhang, Wei & Shen, Dehua & Zhang, Yongjie & Xiong, Xiong, 2013, "Open source information, investor attention, and asset pricing," Economic Modelling, Elsevier, volume 33, issue C, pages 613-619, DOI: 10.1016/j.econmod.2013.03.018.
  2. Zhou, Nan & Park, Seung Ho & Ungson, Gerardo R., 2013, "Profitable growth: Avoiding the ‘growth fetish’ in emerging markets," Business Horizons, Elsevier, volume 56, issue 4, pages 473-481, DOI: 10.1016/j.bushor.2013.03.008.

2012

  1. Nan Zhou & Andrew Delios, 2012, "Diversification and diffusion: A social networks and institutional perspective," Asia Pacific Journal of Management, Springer, volume 29, issue 3, pages 773-798, September, DOI: 10.1007/s10490-010-9242-4.

2010

  1. Heather Berry & Mauro F Guillén & Nan Zhou, 2010, "An institutional approach to cross-national distance," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, volume 41, issue 9, pages 1460-1480, December.

2008

  1. Delios, Andrew & Zhou, Nan & Xu, Wei Wei, 2008, "Ownership structure and the diversification and performance of publicly-listed companies in China," Business Horizons, Elsevier, volume 51, issue 6, pages 473-483.

2006

  1. Andrew Delios & Zhi Jian Wu & Nan Zhou, 2006, "A New Perspective on Ownership Identities in China's Listed Companies," Management and Organization Review, The International Association for Chinese Management Research, volume 2, issue 3, pages 319-343, November.

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