| Some stylized facts of the cryptocurrency market W Zhang, P Wang, X Li, D Shen Applied Economics 50 (55), 5950-5965, 2018 | 188 | 2018 |
| The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average W Zhang, P Wang, X Li, D Shen Physica A: Statistical Mechanics and its Applications 510, 658-670, 2018 | 185 | 2018 |
| Open source information, investor attention, and asset pricing W Zhang, D Shen, Y Zhang, X Xiong Economic Modelling 33, 613-619, 2013 | 183 | 2013 |
| The five-factor asset pricing model tests for the Chinese stock market B Guo, W Zhang, Y Zhang, H Zhang Pacific-Basin Finance Journal 43, 84-106, 2017 | 167 | 2017 |
| Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective P Wang, W Zhang, X Li, D Shen Finance Research Letters 31, 1-18, 2019 | 166 | 2019 |
| Daily happiness and stock returns: Some international evidence W Zhang, X Li, D Shen, A Teglio Physica A: Statistical Mechanics and its Applications 460, 201-209, 2016 | 102 | 2016 |
| How does economic policy uncertainty affect the bitcoin market? P Wang, X Li, D Shen, W Zhang Research in International Business and Finance 53, 101234, 2020 | 101 | 2020 |
| Downside risk and the cross-section of cryptocurrency returns W Zhang, Y Li, X Xiong, P Wang Journal of Banking & Finance 133, 106246, 2021 | 96 | 2021 |
| Financial systemic risk measurement based on causal network connectedness analysis XL Gong, XH Liu, X Xiong, W Zhang International Review of Economics & Finance 64, 290-307, 2019 | 95 | 2019 |
| Market reaction to internet news: Information diffusion and price pressure Y Zhang, W Song, D Shen, W Zhang Economic Modelling 56, 43-49, 2016 | 92 | 2016 |
| Daily happiness and stock returns: The case of Chinese company listed in the United States X Li, D Shen, M Xue, W Zhang Economic Modelling 64, 496-501, 2017 | 82 | 2017 |
| Quantifying the cross-correlations between online searches and Bitcoin market W Zhang, P Wang, X Li, D Shen Physica A: Statistical Mechanics and its Applications 509, 657-672, 2018 | 78 | 2018 |
| Do Chinese internet stock message boards convey firm-specific information? X Li, D Shen, W Zhang Pacific-Basin Finance Journal 49, 1-14, 2018 | 72 | 2018 |
| Internet information arrival and volatility of SME PRICE INDEX Y Zhang, L Feng, X Jin, D Shen, X Xiong, W Zhang Physica A: Statistical Mechanics and its Applications 399, 70-74, 2014 | 64 | 2014 |
| Is idiosyncratic volatility priced in cryptocurrency markets? W Zhang, Y Li Research in International Business and Finance 54, 101252, 2020 | 62 | 2020 |
| Baidu news information flow and return volatility: Evidence for the Sequential Information Arrival Hypothesis D Shen, X Li, W Zhang Economic Modelling 69, 127-133, 2018 | 61 | 2018 |
| Has microblogging changed stock market behavior? Evidence from China X Jin, D Shen, W Zhang Physica A: Statistical Mechanics and its Applications 452, 151-156, 2016 | 59 | 2016 |
| Twitter’s daily happiness sentiment and international stock returns: evidence from linear and nonlinear causality tests W Zhang, P Wang, X Li, D Shen Journal of Behavioral and Experimental Finance 18, 50-53, 2018 | 58 | 2018 |
| Baidu index and predictability of Chinese stock returns D Shen, Y Zhang, X Xiong, W Zhang Financial Innovation 3, 1-8, 2017 | 58 | 2017 |
| MAX momentum in cryptocurrency markets Y Li, A Urquhart, P Wang, W Zhang International Review of Financial Analysis 77, 101829, 2021 | 55 | 2021 |
