Hanyu Zheng

The University of Hong Kong - Faculty of Business and Economics

Pokfulam Road

Hong Kong

China

  • The University of Hong Kong - Faculty of Business and Economics

SCHOLARLY PAPERS

5

DOWNLOADS

678

TOTAL CITATIONS

6

Scholarly Papers (5)

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1.

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

Number of pages: 69 Posted: 28 Aug 2024 Last Revised: 27 Nov 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 284 (228,607)
Citation 5

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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
Shuyi Ge, Shaoran Li, Xinping Li, Xianglong Yan and Hanyu Zheng
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 153 (408,934)
Citation 1

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

3.

Memory-induced Cross-stock Extrapolation in China

Number of pages: 62 Posted: 10 Feb 2025 Last Revised: 24 Mar 2025
Hongye Guo, Fangzhou Lu and Hanyu Zheng
The University of Hong Kong - University of Hong Kong, The University of Hong Kong - Department of Finance and The University of Hong Kong - Faculty of Business and Economics
Downloads 106 (548,482)

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Memory, Cross-stock predictability, Extrapolation, Reversal, Attention

4.

CSNLFD: China Stock News Leader-Follower Dataset

Number of pages: 6 Posted: 29 Feb 2024
Shuyi Ge, Shaoran Li, Xinping Li, Xianglong Yan and Hanyu Zheng
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 102 (560,302)

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

5.

Media Co-mention Structure, Attention Efficiency, and Cross-firm Predictability: A Tale of Two News-implied Linkages

Number of pages: 59 Posted: 10 Feb 2025 Last Revised: 13 Feb 2025
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 33 (985,315)

Abstract:

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