Dehua Shen

According to our database, Dehua Shen authored at least 9 papers between 2013 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2022

Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction.

Gang Chu, John W. Goodell, Dehua Shen, Yongjie Zhang

Ann. Oper. Res., 2022

2020

Unexpected Information Demand and Volatility Clustering of Chinese Stock Returns: Evidence from Baidu Index.

Gang Chu, Xiao Li, Dehua Shen, Yongjie Zhang

Entropy, 2020

2019

Investor Structure and Stock Price Crash Risk in a Continuous Double Auction Market: An Agent-Based Perspective.

Ruwei Zhao, Xiong Xiong, Dehua Shen, Wei Zhang

Int. J. Inf. Technol. Decis. Mak., 2019

2018

Multifractal Detrended Cross-Correlation Analysis of the Return-Volume Relationship of Bitcoin Market.

Wei Zhang, Pengfei Wang, Xiao Li, Dehua Shen

Complex., 2018

The Dynamic Cross-Correlations between Mass Media News, New Media News, and Stock Returns.

Zuochao Zhang, Yongjie Zhang, Dehua Shen, Wei Zhang

Complex., 2018

Weibo Attention and Stock Market Performance: Some Empirical Evidence.

Minghua Dong, Xiong Xiong, Xiao Li, Dehua Shen

Complex., 2018

2016

Credit rationing and the simulation of bank-small and medium sized firm artificial credit market.

Xuefeng Liu, Wei Zhang, Xiong Xiong, Dehua Shen, Yongjie Zhang

J. Syst. Sci. Complex., 2016

2015

Information and Bargaining Power: Evidence from SME Lending in China.

Xiao-Yong Wang, Wei Zhang, Xiong Xiong, Hong-Li Che, Dehua Shen

Int. J. Inf. Technol. Decis. Mak., 2015

2013

The Impact of Interest Rate on Information Flow Interpretation: Evidence from ChiNext.

Yongjie Zhang, Lina Feng, Xi Jin, Dehua Shen

Proceedings of the First International Conference on Information Technology and Quantitative Management, 2013