I. Main Research Areas
Empirical Asset Pricing
Behavioral Finance
Investments
Big Data Analysisin Finance
Risk management
International Finance
Sustainable Finance
Climate Finance
II. Publicly Available Research Data
(1) Big Data Analytics in Finance
1. Chinese Financial Sentiment Dictionary (CFSD)
Fan Xiaoyun, Wang Yedong, Wang Daoping (corresponding author), Guo Wenxuan, Hu Xuanyi:
“Heterogeneity Analysis of Information Content for Financial Text from Different Sources: A Hybrid Text Sentiment Measurement Method”, Journal of Management World, 2022(10).
Data Appendix: Chinese Financial Sentiment Dictionary (CFSD).xlsx
You are welcome to use the Chinese Financial Sentiment Dictionary developed in this paper and cite as:
Fan X, Wang Y, Wang D, et al. Heterogeneity Analysis of Information Content for Financial Text from Different Sources: A Hybrid Text Sentiment Measurement Method[J].Journal of Management World, 2022, 38(10):78-101.
2. China Securities Investor Confidence Index (SICI)
Wang Daoping, Fan Xiaoyun (corresponding author), Jia Yuning, Wang Yedong:
“Investor Sentiment, Overtrading, and Volatility in the China A-Share Market — An Analysis Based on Securities Investor Confidence Survey Data”, Journal of Management Sciences in China, 2022(7).
Data Appendix: Securities Investor Confidence Index (SICI).xlsx
You are welcome to use the dataset and cite as:
Wang D, Fan X, Jia Y, et al. Investor sentiment, overtrading and Chinese A-shares market volatility in China: A research based on SICI survey data[J], Journal of Management Sciences in China, 2022, 25(7): 85-105.
(2) Carbon Neutrality, Sustainable Finance, and Carbon Finance
1. China Provincial Carbon Neutrality Index
Wang Daoping, Liu Linlin, Liu Yangjingzhuo:
“Carbon Emissions Trading Policy and China’s Dual-Carbon Goal — Based on the Measurement and Analysis of the Carbon Neutrality Process,” Nankai Economic Studies, 2024(1).
Data Appendix: China Provincial Carbon Neutrality Index 2005–2018.xlsx
You are welcome to use the index developed in this paper and cite as:
Wang D, Liu L, Liu Y. Carbon Emissions Trading Policy and China’s Dual-Carbon Goal: Based on the Measurement and Analysis of the Carbon Neutrality Process[J], Nankai Economic Studies, 2024(2): 115–130.
2. China Listed Companies Low-Carbon Transition Index
Wang Daoping, Shen Xinyan, Fan Xiaoyun:
“Low-Carbon Transition and Corporate Value: An Analysis Based on Corporate Textual Big Data”, China Journal of Econometrics, 2024(6).
Data Appendix:
You are welcome to use the vocabulary and index constructed in this paper and cite as:
Wang D, Shen X, Fan X. Low-Carbon Transition and Corporate Value: An Analysis Based on Corporate Textual Big Data[J], China Journal of Econometrics, 2024(6): 1576–1604.