The Impact of Interest Rate on Information Flow Interpretation: Evidence from ChiNext. - Yongjie Zhang 003; Lina Feng; Xi Jin; Dehua Shen (ITQM, 2013)

Information and Bargaining Power: Evidence from SME Lending in China. - Xiao-Yong Wang; Wei Zhang 026; Xiong Xiong; Hong-Li Che; Dehua Shen (Int. J. Inf. Technol. Decis. Mak., 2015)

Credit rationing and the simulation of bank-small and medium sized firm artificial credit market. - Xuefeng Liu; Wei Zhang 026; Xiong Xiong; Dehua Shen; Yongjie Zhang 003 (J. Syst. Sci. Complex., 2016)

Weibo Attention and Stock Market Performance: Some Empirical Evidence. - Minghua Dong; Xiong Xiong; Xiao Li 016; Dehua Shen (Complex., 2018)

The Dynamic Cross-Correlations between Mass Media News, New Media News, and Stock Returns. - Zuochao Zhang; Yongjie Zhang 003; Dehua Shen; Wei Zhang 026 (Complex., 2018)

Multifractal Detrended Cross-Correlation Analysis of the Return-Volume Relationship of Bitcoin Market. - Wei Zhang 026; Pengfei Wang; Xiao Li 016; Dehua Shen (Complex., 2018)

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 026 (Int. J. Inf. Technol. Decis. Mak., 2019)

Unexpected Information Demand and Volatility Clustering of Chinese Stock Returns: Evidence from Baidu Index. - Gang Chu; Xiao Li 016; Dehua Shen; Yongjie Zhang 003 (Entropy, 2020)

Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction. - Gang Chu; John W. Goodell; Dehua Shen; Yongjie Zhang 003 (Ann. Oper. Res., 2022)