Ke Tang : Citation Profile

Are you Ke Tang?

Tsinghua University

12

H index

16

i10 index

520

Citations

RESEARCH PRODUCTION:

28

Articles

13

Papers

RESEARCH ACTIVITY:

   15 years (2008 - 2023). See details.
   Cites by year: 34
   Journals where Ke Tang has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 8 (1.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pta430
   Updated: 2024-01-16    RAS profile: 2023-02-24    
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Relations with other researchers

Works with:

Cong, Lin (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ke Tang.

Is cited by:

Prokopczuk, Marcel (11)

Nikitopoulos-Sklibosios, Christina (8)

Kearney, Fearghal (7)

Irwin, Scott (6)

Baruník, Jozef (6)

Chevallier, Julien (6)

Kočenda, Evžen (6)

Vacha, Lukas (6)

Schlogl, Erik (5)

Sévi, Benoît (5)

Vayanos, Dimitri (4)

Cites to:

Casassus, Jaime (10)

Singleton, Kenneth (9)

Duffie, Darrell (9)

Rouwenhorst, K. (8)

pan, jun (8)

Bessembinder, Hendrik (7)

Fama, Eugene (7)

Hayashi, Fumio (7)

Deaton, Angus (6)

Gallant, A. (5)

Routledge, Bryan (5)

Main data

Where Ke Tang has published?

Journals with more than one article published# docs
Quantitative Finance6
Journal of Banking & Finance4
Emerging Markets Finance and Trade3
Review of Financial Studies2
Journal of Empirical Finance2
International Review of Financial Analysis2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org6
NBER Working Papers / National Bureau of Economic Research, Inc3
Documentos de Trabajo / Instituto de Economia. Pontificia Universidad Catlica de Chile.2

Recent works citing Ke Tang (2024 and 2023)

YearTitle of citing document
2023Trade When Opportunity Comes: Price Movement Forecasting via Locality-Aware Attention and Adaptive Refined Labeling. (2021). Wang, Ling ; Zhu, Dewei ; Dai, Zhonghao ; Zhang, Ruchen ; Li, Jian ; Niu, Hui ; Zeng, Liang. In: Papers. RePEc:arx:papers:2107.11972.

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2023Cryptocurrency Valuation: An Explainable AI Approach. (2022). Zhang, Luyao ; Liu, Yulin. In: Papers. RePEc:arx:papers:2201.12893.

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2023Stock Market Prediction via Deep Learning Techniques: A Survey. (2023). Liu, Lingqiao ; Abbasnejad, Ehsan ; Yan, Qingsen ; Cao, Haiyao ; Jiao, Yang ; Zhao, Qingying ; Zou, Jinan ; Shi, Javen Qinfeng. In: Papers. RePEc:arx:papers:2212.12717.

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2023Centralised or Decentralised? Data Analysis of Transaction Network of Hedera Hashgraph. (2023). Li, Sheng-Nan ; Amherd, Lucas ; Tessone, Claudio J. In: Papers. RePEc:arx:papers:2311.06865.

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2023Uniswap Daily Transaction Indices by Network. (2023). Cong, Lin William ; Chemaya, Nir ; Zhang, Luyao ; Liu, Dingyue ; Jorgensen, Emma. In: Papers. RePEc:arx:papers:2312.02660.

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2023Ride the trend: Is there spread momentum profit in the US commodity markets?. (2023). Garcia, Philip ; Serra, Teresa ; Shang, Quanbiao. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:74:y:2023:i:1:p:24-47.

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2023Hedging pressure momentum and the predictability of oil futures returns. (2023). Zhang, Yaojie ; Wang, Yudong ; Chen, Chuang ; Yu, Dan. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000263.

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2023Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Urom, Christian ; Benkraiem, Ramzi ; Masood, Amna ; Raza, Syed Ali. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000890.

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2023Financial stress and commodity price volatility. (2023). Verousis, Thanos ; Zhou, Zhiping ; Wang, Kai ; Chen, Louisa. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003729.

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2023Random sources correlations and carbon futures pricing. (2023). Wang, Jieyu ; Feng, Ling. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000455.

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2023Investigating the nature of interaction between crypto-currency and commodity markets. (2023). Bouazizi, Tarek ; Makrychoriti, Panagiota ; Guesmi, Khaled ; Galariotis, Emilios. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002065.

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2023Financialization and speculators risk premia in commodity futures markets. (2023). Revoredo-Giha, Cesar ; Carter, Colin A. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002077.

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2023Commodity market financialization, herding and signals: An asymmetric GARCH R-vine copula approach. (2023). Zhang, Dalu ; Yan, Meilan ; Xiao, Qin. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002594.

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2023Not so fast: Identifying and remediating slow and imprecise cryptocurrency exchange data. (2023). Svec, Jiri ; Mollica, Vito ; Krekel, William ; Foley, Sean. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005785.

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2023Tracking speculative trading. (2023). Grob, Linus ; Boos, Dominik. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000635.

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2023Option Returns, Risk Premiums, and Demand Pressure in Energy Markets. (2023). Li, Bingxin ; Jacobs, Kris. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002679.

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2023A machine learning attack on illegal trading. (2023). Prokhorov, Artem ; Leung, Henry ; James, Robert. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003156.

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2023Exploiting the dynamics of commodity futures curves. (2023). Zhang, Tingxi ; Miffre, Joelle ; Fan, John Hua ; Bianchi, Robert J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001632.

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2023Commodity momentum: A tale of countries and sectors. (2023). Qiao, Xiao ; Fan, John Hua. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851323000053.

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2023The relative pricing of WTI and Brent crude oil futures: Expectations or risk premia?. (2023). Liu, Rui ; Gao, Xin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000319.

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2023Microstructure and high-frequency price discovery in the soybean complex. (2023). Debie, Philippe ; Gohin, Alexandre ; Bagnarosa, Guillaume ; Zhou, Xinquan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000041.

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2023The impact of financialization on the efficiency of commodity futures markets. (2023). Sulewski, Christoph ; Putz, Alexander ; Irwin, Scott H ; Bohl, Martin T. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s240585132300020x.

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2023Commodity prices volatility and economic growth: Empirical evidence from natural resources industries of China. (2023). Li, LI. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005955.

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2023Cointegration between high base metals prices and backwardation: Getting ready for the metals super-cycle. (2023). Labeaga, Jose ; Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001216.

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2023The implications of liquidity ratios: Evidence from Pakistan stock exchange limited. (2023). Gregoriou, Andros ; Hudson, Robert ; Ullah, Subhan ; Ahmed, Rizwan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:235-243.

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2023Is there an expiration effect in the bitcoin market?. (2023). Satrustegui, N ; Corredor, P ; Blasco, N. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:647-663.

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2023Minimum wage effects on firms’ R&D investment: Evidence from China. (2023). Liu, Xiaowen ; Zhou, Yisihong ; Zhu, Caiyun ; Ren, Zerong ; Wei, Zhihua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:287-305.

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2023On the short-term persistence of mutual fund performance in Europe. (2023). Vidal-Garcia, Javier ; Saeed, Asif ; Hammouda, Amira. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000892.

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2023The Missing Tail Risk in Option Prices. (2023). Sattiraju, Sai ; Matschke, Johannes ; Melek, Nida Akir ; Brown, Jason. In: Research Working Paper. RePEc:fip:fedkrw:96072.

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2023.

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2023.

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2023Uniswap Daily Transaction Indices by Network. (2023). Cong, Lin William ; Chemaya, Nir ; Zhang, Luyao ; Liu, Dingyue ; Joergensen, Emma. In: OSF Preprints. RePEc:osf:osfxxx:ube2z.

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2023Can experience mitigate precautionary bidding? Evidence from a quasi-experiment at an IPO auction. (2023). Wang, Wenjun. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:2:d:10.1057_s41260-022-00286-w.

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2023.

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2023Less disagreement, better forecasts: Adjusted risk measures in the energy futures market. (2023). Xue, Xiaohan ; Gong, Yujing ; Zhang, Ning. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1332-1372.

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2023Commodity momentum decomposition. (2023). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:198-216.

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2023Probability weighting in commodity futures markets. (2023). Wang, Ying ; Xu, QI ; Yuan, Jun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:4:p:516-548.

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2023A tale of two premiums revisited. (2023). Marechal, Loic. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:5:p:580-614.

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2023The impact of Sino–US trade war on price discovery of soybean: A double?edged sword?. (2023). Rajib, Prabina ; Bandyopadhyay, Arunava. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:7:p:858-879.

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2023Wisdom of crowds and commodity pricing. (2023). de Silva, Sanuri ; Binnewies, Sebastian ; Fan, John Hua. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:8:p:1040-1068.

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Works by Ke Tang:

YearTitleTypeCited
2012Commodity Investing In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article28
2019Decision Making with Machine Learning and ROC Curves In: Papers.
[Full Text][Citation analysis]		paper0
2019AlphaStock: A Buying-Winners-and-Selling-Losers Investment Strategy using Interpretable Deep Reinforcement Attention Networks In: Papers.
[Full Text][Citation analysis]		paper12
2021Deep Sequence Modeling: Development and Applications in Asset Pricing In: Papers.
[Full Text][Citation analysis]		paper1
2021Crypto Wash Trading In: Papers.
[Full Text][Citation analysis]		paper7
2022Crypto Wash Trading.(2022) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2021An AI-assisted Economic Model of Endogenous Mobility and Infectious Diseases: The Case of COVID-19 in the United States In: Papers.
[Full Text][Citation analysis]		paper0
2022Experience of the COVID-19 pandemic in Wuhan leads to a lasting increase in social distancing In: Papers.
[Full Text][Citation analysis]		paper1
2020A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets In: Journal of Finance.
[Full Text][Citation analysis]		article46
2017Political Uncertainty and Commodity Prices In: Working Paper Series.
[Full Text][Citation analysis]		paper10
2011The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article37
2021Gender and herding In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
2020Commodity prices and GDP growth In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article11
2021Do corporate managers believe in luck? Evidence of the Chinese zodiac effect In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2022Online prices and inflation during the nationwide COVID-19 quarantine period: Evidence from 107 Chinese websites In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2008Long term spread option valuation and hedging In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article25
2010No-arbitrage conditions for storable commodities and the modeling of futures term structures In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article10
2011Estimating exponential affine models with correlated measurement errors: Applications to fixed income and commodities In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article10
2013Asset pricing with heterogeneous beliefs and relative performance In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article7
2012The determinants of homebuilder stock price exposure to lumber: Production cost versus housing demand In: Journal of Housing Economics.
[Full Text][Citation analysis]		article2
2018Latent jump diffusion factor estimation for commodity futures In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article0
2012Size and performance of Chinese mutual funds: The role of economy of scale and liquidity In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article27
2022Can the E-commercialization improve residents’ income? --Evidence from “Taobao Counties” in China In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article0
2011Relative Scarcity of Commodities with a Long-Term Economic Relationship and the Correlation of Futures Returns In: Documentos de Trabajo.
[Full Text][Citation analysis]		paper1
2014Maximal Gaussian Affine Models for Multiple Commodities: A Note In: Documentos de Trabajo.
[Full Text][Citation analysis]		paper0
2015Maximal Gaussian Affine Models for Multiple Commodities: A Note.(2015) In: Journal of Futures Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2011Corporate Governance and Firm Liquidity: Evidence from the Chinese Stock Market In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article13
2014Chinas Imported Inflation and Global Commodity Prices In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article4
2014Guest Editors’ Introduction: Chinese Exploration and World Economic Order In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article0
2010Index Investment and Financialization of Commodities In: NBER Working Papers.
[Full Text][Citation analysis]		paper174
2023Inclusion and Democratization Through Web3 and DeFi? Initial Evidence from the Ethereum Ecosystem In: NBER Working Papers.
[Full Text][Citation analysis]		paper3
2013Economic Linkages, Relative Scarcity, and Commodity Futures Returns In: Review of Financial Studies.
[Full Text][Citation analysis]		article35
2016Commodities as Collateral In: Review of Financial Studies.
[Full Text][Citation analysis]		article14
2011The chinese financial system at the Dawn of the 21st century: An Overview In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2016China’s road to modernization In: Journal of Chinese Economic and Business Studies.
[Full Text][Citation analysis]		article0
2012Determinants of oil futures prices and convenience yields In: Quantitative Finance.
[Full Text][Citation analysis]		article12
2012Time-varying long-run mean of commodity prices and the modeling of futures term structures In: Quantitative Finance.
[Full Text][Citation analysis]		article8
2013Cross-market soybean futures price discovery: does the Dalian Commodity Exchange affect the Chicago Board of Trade? In: Quantitative Finance.
[Full Text][Citation analysis]		article12
2013Are Chinese warrants derivatives? Evidence from connections to their underlying stocks In: Quantitative Finance.
[Full Text][Citation analysis]		article4
2018Special Issue of Quantitative Finance on ‘Chinese Derivatives Markets’ In: Quantitative Finance.
[Full Text][Citation analysis]		article0
2020Editor’s foreword In: Quantitative Finance.
[Full Text][Citation analysis]		article0

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