Hanyu Zheng

The University of Hong Kong - Faculty of Business and Economics

Pokfulam Road

Hong Kong

China

SCHOLARLY PAPERS

4

DOWNLOADS

363

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Diamond Cuts Diamond: News Co-mention Momentum Spillover Prevails in China

Number of pages: 67 Posted: 26 Jun 2023
Shuyi Ge, Shaoran Li and Hanyu Zheng
Nankai University - Department of Finance, Peking University and The University of Hong Kong - Faculty of Business and Economics
Downloads 141 (386,517)
Citation 3

Abstract:

Loading...

Economic Linkage, Big Textual Data, Momentum Spillover, News co-mention, Limited attention

2.

CSNCD: China Stock News Co-mention Dataset

Number of pages: 9 Posted: 29 Nov 2023
Nankai University - Department of Finance, Peking University, Peking University - School of Economics, Peking University - School of Economics and The University of Hong Kong - Faculty of Business and Economics
Downloads 98 (506,325)
Citation 1

Abstract:

Loading...

Big data; News; Chinese stock market; Textual analysis; Stock links

3.

CSNLFD: China Stock News Leader-Follower Dataset

Number of pages: 6 Posted: 29 Feb 2024
Nankai University - Department of Finance, Peking University, Peking University - School of Economics, Peking University - School of Economics and The University of Hong Kong - Faculty of Business and Economics
Downloads 62 (659,207)

Abstract:

Loading...

Big data, News, Chinese stock market, Textual analysis, Stock links, Leader-follower

4.

A Tale of Two News-implied Linkages: Information Structure, Processing Costs and Cross-firm Predictability

Number of pages: 54 Posted: 12 Feb 2024
Shuyi Ge, Shaoran Li and Hanyu Zheng
Nankai University - Department of Finance, Peking University and The University of Hong Kong - Faculty of Business and Economics
Downloads 62 (659,207)

Abstract:

Loading...

Information processing costs, Limited attention, Cross-firm momentum, News, Big textual data, Linked firms, Attention spillover, Return predictability