Research

I. Main Research Areas

Big data analytics in finance, fintech and digital finance, financial risk and regulation, international finance, carbon finance, sustainable finance, behavioral finance, investment, asset pricing, etc.

II. Publicly Available Research Data

(1) Big Data Analytics in Finance

1. Chinese Financial Sentiment Dictionary
Fan Xiaoyun, Wang Yedong, Wang Daoping (corresponding author), Guo Wenxuan, Hu Xuanyi:
“Heterogeneity Analysis of Financial Text Information Content from Different Sources — Based on a Hybrid Text Sentiment Measurement Method,” Management World, 2022(10).

Data Appendix:
Fan et al. (2022), Chinese Financial Sentiment Dictionary (CFSD)Chinese_Financial_Sentiment_Dictionary(CFSD).xlsx.

You are welcome to use the Chinese Financial Sentiment Dictionary developed in this paper and cite as:
Fan Xiaoyun, Wang Yedong, Wang Daoping, Guo Wenxuan, Hu Xuanyi: “Heterogeneity Analysis of Financial Text Information Content from Different Sources — Based on a Hybrid Text Sentiment Measurement Method,” Management World, 2022, Issue 10, pp. 78–95.

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 Science, 2022(7).

Data Appendix:
China Securities Investor Confidence Index (SICI)Securities Investor Confidence Index (SICI).xlsx.

You are welcome to use the dataset and cite as:
Wang Daoping, Fan Xiaoyun, 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 Science, 2022, Issue 7, pp. 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)China Provincial Carbon Neutrality Index 2005–2018.xlsx.

You are welcome to use the index developed in this paper and cite as:
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, Issue 1, pp. 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,” Journal of Econometrics, 2024(6).

Data Appendix:

  • China Low-Carbon Transition VocabularyChina Low-Carbon Transition Vocabulary.xlsx
  • China Listed Companies Low-Carbon Transition IndexTransition Data.xls

You are welcome to use the vocabulary and index constructed in this paper and cite as:
Wang Daoping, Shen Xinyan, Fan Xiaoyun: “Low-Carbon Transition and Corporate Value — An Analysis Based on Corporate Textual Big Data,” Journal of Econometrics, 2024, Issue 6, pp. 1576–1604.