World's Best Scientists 2026 revealed!
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Rising Stars
2025

D-Index & Metrics

Rising Stars

D-Index
32
Citations
3315
World Ranking
996
National Ranking
315

Economics and Finance

D-Index
34
Citations
3991
World Ranking
3143
National Ranking
82

Research.com Recognitions

  • 2025 - Research.com Rising Stars Award

Overview

Dehua Shen is affiliated with Nankai University in China and has a research focus primarily within the broad domain of Economics, Econometrics, and Finance. Their work spans over 100 publications, reflecting active involvement in various interconnected fields and topics.

The scientist's research fields include:

  • Economics and Econometrics
  • Finance
  • Information Systems
  • Accounting
  • Management Science and Operations Research

Dehua Shen's research addresses multiple main topics, notably:

  • Financial Markets and Investment Strategies
  • Market Dynamics and Volatility
  • Complex Systems and Time Series Analysis
  • Blockchain Technology Applications and Security
  • Stock Market Forecasting Methods
  • Corporate Finance and Governance
  • Auditing, Earnings Management, Governance

The publication record includes contributions to several frequently appearing academic venues, such as:

  • Finance Research Letters
  • Research in International Business and Finance
  • International Review of Financial Analysis
  • SSRN Electronic Journal
  • Asia-Pacific Financial Markets

Some recent papers authored or coauthored by Dehua Shen are:

  • "ESG rating and stock price crash risk: Evidence from China" (2021), published in Finance Research Letters
  • "How does economic policy uncertainty affect the bitcoin market?" (2020), published in Research in International Business and Finance
  • "The role of investor attention in predicting stock prices: The long short-term memory networks perspective" (2020), published in Finance Research Letters
  • "Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies" (2021), published in International Review of Economics & Finance
  • "Momentum or reversal: Which is the appropriate third factor for cryptocurrencies?" (2021), published in Finance Research Letters

Frequent coauthors connected to Dehua Shen include:

  • John W. Goodell
  • Gang Chu
  • Yongjie Zhang
  • Xiao Li
  • Guiqiang Shi

Best Publications

  • Does twitter predict Bitcoin

    Dehua Shen;Andrew Urquhart;Pengfei Wang

  • ESG rating and stock price crash risk: Evidence from China

    Jingwen Feng;John W. Goodell;Dehua Shen

  • Some stylized facts of the cryptocurrency market

    Wei Zhang;Pengfei Wang;Xiao Li;Dehua Shen

  • Open source information, investor attention, and asset pricing

    Wei Zhang;Dehua Shen;Yongjie Zhang;Xiong Xiong

  • The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average

    Wei Zhang;Wei Zhang;Pengfei Wang;Xiao Li;Dehua Shen;Dehua Shen

  • Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective

    Pengfei Wang;Wei Zhang;Xiao Li;Dehua Shen

  • A three-factor pricing model for cryptocurrencies

    Dehua Shen;Andrew Urquhart;Pengfei Wang

  • Daily happiness and stock returns: Some international evidence

    Wei Zhang;Xiao Li;Xiao Li;Dehua Shen;Dehua Shen;Dehua Shen;Andrea Teglio

  • How does economic policy uncertainty affect the bitcoin market

    Pengfei Wang;Xiao Li;Dehua Shen;Wei Zhang

  • Forecasting the volatility of Bitcoin: the importance of jumps and structural breaks

    Dehua Shen;Andrew Urquhart;Pengfei Wang

  • Market reaction to internet news: Information diffusion and price pressure

    Yongjie Zhang;Yongjie Zhang;Weixin Song;Dehua Shen;Dehua Shen;Wei Zhang

  • The role of investor attention in predicting stock prices: The long short-term memory networks perspective

    Yongjie Zhang;Gang Chu;Dehua Shen

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

    Xiao Li;Xiao Li;Dehua Shen;Mei Xue;Wei Zhang

  • The time-varying correlation between policy uncertainty and stock returns: Evidence from China

    Xiong Xiong;Xiong Xiong;Yuxiang Bian;Dehua Shen

  • Do Chinese internet stock message boards convey firm-specific information?

    Xiao Li;Dehua Shen;Dehua Shen;Wei Zhang;Wei Zhang

  • Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies

    Yue Li;John W. Goodell;Dehua Shen

  • Internet information arrival and volatility of SME PRICE INDEX

    Yongjie Zhang;Yongjie Zhang;Lina Feng;Lina Feng;Xi Jin;Xi Jin;Dehua Shen;Dehua Shen

  • Quantifying the cross-correlations between online searches and Bitcoin market

    Wei Zhang;Wei Zhang;Pengfei Wang;Xiao Li;Dehua Shen;Dehua Shen

  • Baidu index and predictability of Chinese stock returns

    Dehua Shen;Dehua Shen;Yongjie Zhang;Xiong Xiong;Xiong Xiong;Wei Zhang

  • Has microblogging changed stock market behavior? Evidence from China

    Xi Jin;Xi Jin;Dehua Shen;Dehua Shen;Wei Zhang

  • Momentum or reversal: Which is the appropriate third factor for cryptocurrencies?

    Boxiang Jia;John W. Goodell;Dehua Shen

  • Baidu news information flow and return volatility: Evidence for the Sequential Information Arrival Hypothesis

    Dehua Shen;Xiao Li;Wei Zhang;Wei Zhang

Frequent Co-Authors

John W. Goodell
John W. Goodell University of Akron

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