Ke Tang : Citation Profile

Are you Ke Tang?

Tsinghua University

12

H index

16

i10 index

500

Citations

RESEARCH PRODUCTION:

28

Articles

12

Papers

RESEARCH ACTIVITY:

   14 years (2008 - 2022). See details.
   Cites by year: 35
   Journals where Ke Tang has often published
   Relations with other researchers
   Recent citing documents: 112.    Total self citations: 8 (1.57 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pta430
   Updated: 2023-08-19    RAS profile: 2022-12-28    
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Relations with other researchers

Works with:

Cong, Lin (4)

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)

Vacha, Lukas (6)

Kočenda, Evžen (6)

Sévi, Benoît (5)

Schlogl, Erik (5)

Selmi, Refk (4)

Cites to:

Casassus, Jaime (10)

Duffie, Darrell (9)

Singleton, Kenneth (9)

Rouwenhorst, K. (8)

pan, jun (8)

Hayashi, Fumio (7)

Fama, Eugene (7)

Bessembinder, Hendrik (7)

Deaton, Angus (6)

Basak, Suleyman (5)

Gallant, A. (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
Journal of Empirical Finance2
Review of Financial Studies2
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, Inc2
Documentos de Trabajo / Instituto de Economia. Pontificia Universidad Catlica de Chile.2

Recent works citing Ke Tang (2022 and 2021)

YearTitle of citing document
2021A Reinforcement Learning Based Encoder-Decoder Framework for Learning Stock Trading Rules. (2021). Safabakhsh, Reza ; Asadi, Ahmad ; Taghian, Mehran. In: Papers. RePEc:arx:papers:2101.03867.

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2021Interpretability in deep learning for finance: a case study for the Heston model. (2021). Brigo, Damiano ; de Ocariz, Haitz Saez ; Pallavicini, Andrea ; Huang, Xiaoshan. In: Papers. RePEc:arx:papers:2104.09476.

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2021Deep Reinforcement Learning in Quantitative Algorithmic Trading: A Review. (2021). Pricope, Tidor-Vlad. In: Papers. RePEc:arx:papers:2106.00123.

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2021Price graphs: Utilizing the structural information of financial time series for stock prediction. (2021). Chen, Xueyuan ; Xu, KE ; Wu, Junran ; Zhao, Jichang ; Li, Shangzhe. In: Papers. RePEc:arx:papers:2106.02522.

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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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2021Reinforcement Learning for Quantitative Trading. (2021). An, BO ; Wang, Rundong ; Sun, Shuo. In: Papers. RePEc:arx:papers:2109.13851.

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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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2022MetaTrader: An Reinforcement Learning Approach Integrating Diverse Policies for Portfolio Optimization. (2022). Li, Jian ; Niu, Hui. In: Papers. RePEc:arx:papers:2210.01774.

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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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2022Quant 4.0: Engineering Quantitative Investment with Automated, Explainable and Knowledge-driven Artificial Intelligence. (2022). Shum, Heung-Yeung ; Ni, Lionel M ; Wang, Saizhuo ; Guo, Jian. In: Papers. RePEc:arx:papers:2301.04020.

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2021The impact of trading behavioral biases on market liquidity under different volatility levels: Evidence from the Chinese commodity futures market. (2021). Zheng, Kaixin ; Tse, Yiuman ; Liu, Qingfu. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:4:p:671-692.

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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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2021FINANCIALIZATION OF COMMODITIES BEFORE AND AFTER THE GREAT FINANCIAL CRISIS. (2021). Natoli, Filippo. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:488-511.

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2022Commodity Financialization and Information Transmission. (2022). Yang, Liyan ; Goldstein, Itay. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:5:p:2613-2667.

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2022Can Time-Varying Currency Risk Hedging Explain Exchange Rates?. (2022). Hau, Harald ; Brauer, Leonie. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10065.

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2021Connectedness between the Crude Oil Futures and Equity Markets during the Pre- and Post-Financialisation Eras. (2021). Gronwald, Marc ; Durand, Robert D ; Wadud, Sania. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9202.

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2022Does the effect of the annual year taboo exist? Empirical evidence from senior managers’ zodiac year and corporate inefficient investment. (2022). Zhou, Qiong ; Zhang, Tao ; Zeng, Huixiang. In: The British Accounting Review. RePEc:eee:bracre:v:54:y:2022:i:6:s0890838922000439.

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2022Preference heterogeneity in Bitcoin and its forks network. (2022). Ahn, Kwangwon ; Ha, Chang Yong ; Kim, Hyeonoh. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:164:y:2022:i:c:s0960077922008980.

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2022Dynamic asset pricing in delegated investment: An investigation from the perspective of heterogeneous beliefs of institutional and retail investors. (2022). Yang, Jun ; Bian, Yun ; Xu, SI ; Sheng, Jiliang. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003059.

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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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2022Price impact, strategic interaction and portfolio choice. (2022). Curatola, Giuliano. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001959.

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2022Is normal backwardation normal? Valuing financial futures with a local index-rate covariance. (2022). ZIMMERMANN, Paul ; Raimbourg, Philippe. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:1:p:351-367.

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2022The impact of liquidity risk in the Chinese banking system on the global commodity markets. (2022). Santos, Francisco ; Kim, Jihee ; Jo, Yonghwan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:66:y:2022:i:c:p:23-50.

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2022Bitcoin unchained: Determinants of cryptocurrency exchange liquidity. (2022). Theissen, Erik ; Riordan, Ryan ; Mestel, Roland ; Brauneis, Alexander. In: Journal of Empirical Finance. RePEc:eee:empfin:v:69:y:2022:i:c:p:106-122.

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2021Forecasting WTI crude oil futures returns: Does the term structure help?. (2021). O'Sullivan, Conall ; Bredin, Don ; Spencer, Simon. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002565.

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2021The risk premia of energy futures. (2021). Miffre, Joelle ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003467.

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2022Oil implied volatility and expected stock returns along the worldwide supply chain. (2022). Wang, Yudong ; Wu, Chongfeng ; Li, Chenchen. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004510.

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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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2021The impact of Say-on-Pay votes on firms strategic policies: Insights from the Anglo-Saxon economy. (2021). Ullah, Subhan ; Xiao, Qin ; Joura, Essam. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302490.

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2021The impact of geopolitical uncertainty on energy volatility. (2021). Xu, Yang ; Han, Liyan ; Liu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000855.

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2021Dividend or growth funds: What drives individual investors choices?. (2021). Liu, Pei ; Wu, Yanran ; Han, Liyan. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001939.

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2021International review of financial analysis: A retrospective evaluation between 1992 and 2020. (2021). Sharma, Anuj ; Goyal, Kirti ; Kumar, Satish ; Baker, Kent H. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002672.

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2022Does economic policy uncertainty drive nonlinear risk spillover in the commodity futures market?. (2022). Zhao, Wanru ; Zhu, Huiming ; Tan, Anqi ; Ren, Yinghua. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000552.

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2022Who buys Bitcoin? The cultural determinants of Bitcoin activity. (2022). Roh, Tai-Yong ; Garel, Alexandre ; Frijns, Bart ; Foley, Sean. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003350.

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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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2021Basis-momentum strategies and ranking periods. (2021). Yun, Jaesun ; Kang, Jangkoo ; Kwon, Kyung Yoon. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000787.

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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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2021Economic policy uncertainty and earnings management: Evidence from Japan. (2021). Yasuda, Yukihiro ; Kim, Hyonok. In: Journal of Financial Stability. RePEc:eee:finsta:v:56:y:2021:i:c:s1572308921000851.

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2022A novel text-based framework for forecasting agricultural futures using massive online news headlines. (2022). Li, Guowen ; Wenli, Guo ; Wei, LU ; Zhu, Xiaoqian ; Liu, Mingxi. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:35-50.

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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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2021Speculation and informational efficiency in commodity futures markets. (2021). Bonnier, Jean-Baptiste. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:117:y:2021:i:c:s026156062100108x.

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2021Does stock market listing impact investment in Japan?. (2021). French, Joseph ; Yasuda, Yukihiro ; Fujitani, Ryosuke. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:59:y:2021:i:c:s0889158320300307.

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2021The first commodity futures index of 1933. (2021). Rouwenhorst, K. ; Janardanan, Rajkumar ; Bhardwaj, Geetesh. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s2405851320300349.

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2021Speculation and the informational efficiency of commodity futures markets. (2021). Sulewski, Christoph ; Putz, Alexander ; Bohl, Martin T. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s2405851320300362.

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2022The “necessary evil” in Chinese commodity markets. (2022). Zhang, Tingxi ; Mo, DI ; Fan, John Hua. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000209.

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2022Rational destabilization in commodity markets. (2022). Borocco, Etienne ; Soares, David Batista. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000246.

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2022How far is too far for volatility transmission?. (2022). Karali, Berna ; Yang, Yao. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:26:y:2022:i:c:s2405851321000313.

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2022The sensitivity of oil price shocks to preexisting market conditions: A GVAR analysis. (2022). Aldayel, Abdullah ; Hatipoglu, Emre ; Considine, Jennifer. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000581.

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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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2021Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact. (2021). Czudaj, Robert ; van Hoang, Thi Hong ; Borgards, Oliver. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720309946.

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2021Clustering commodity markets in space and time: Clarifying returns, volatility, and trading regimes through unsupervised machine learning. (2021). Vo, Xuan Vinh ; Ur, Mobeen ; Chen, James Ming. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001768.

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2021Time-varying effect of international iron ore price on China’s inflation: A complete price chain with TVP-SVAR-SV model. (2021). Yang, Shuo ; Chen, Yufeng. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002142.

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2021Information transmission and entropy-based network between Chinese stock market and commodity futures market. (2021). Hu, Ziang ; Niu, Hongli. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003044.

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2022Spillovers and interdependency across base metals: Evidence from Chinas futures and spot markets. (2022). Tongurai, Jittima ; Chen, Xiangyu. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004876.

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2022Gold price forecasting using multivariate stochastic model. (2022). Chatterjee, Snehamoy ; Pillalamarry, Mallikarjun ; Madziwa, Lawrence. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420721005511.

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2022Does golds hedging uncertainty aura fade away?. (2022). Moldovan, Nicoleta-Claudia ; Lobon, Oana-Ramona ; Umar, Muhammad ; Pang, Lidong ; Su, Chi-Wei. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s030142072200174x.

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2022Time-frequency analysis between Bloomberg Commodity Index (BCOM) and WTI crude oil prices. (2022). Shahzad, Umer ; Jena, Sangram Keshari ; Tiwari, Aviral Kumar ; Doan, Buhari ; Magazzino, Cosimo. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002719.

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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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2021Deriving managerial skills by dissecting holding changes of mutual funds: Evidence from China. (2021). Sun, Ping-Wen ; Ren, HE ; Jun, Xiao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001190.

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2022Interplay multifractal dynamics among metal commodities and US-EPU. (2022). Ferreira, Paulo ; Tabak, Benjamin Miranda ; Aslam, Faheem. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:606:y:2022:i:c:s0378437122006975.

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2021When and why do stock and bond markets predict US economic growth?. (2021). McMillan, David G. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:331-343.

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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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2022Dependence between renewable energy related critical metal futures and producer equity markets across varying market conditions. (2022). Junttila, Juha ; Uddin, Gazi Salah ; Kits, Ilya ; Borg, Elin. In: Renewable Energy. RePEc:eee:renene:v:190:y:2022:i:c:p:879-892.

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2021Hedging and temporal permit issuances in cap-and-trade programs: The Market Stability Reserve under risk aversion. (2021). Pahle, Michael ; Lessmann, Kai ; Tietjen, Oliver. In: Resource and Energy Economics. RePEc:eee:resene:v:63:y:2021:i:c:s0928765520304231.

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2021Are mutual fund manager skills transferable to private funds?. (2021). Wu, Kai ; Liang, Bing ; Huang, Ying Sophie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:614-638.

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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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2022Traders’ motivation and hedging pressure in commodity futures markets. (2022). Smimou, K ; Bosch, David. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001501.

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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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2021Estimating the Competitive Storage Model with Stochastic Trends in Commodity Prices. (2021). Kleppe, Tore ; Osmundsen, Kjartan Kloster ; Oglend, Atle ; Liesenfeld, Roman. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:4:p:40-:d:672866.

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2022COVID-19 Effects on Arbitrage Trading in the Energy Market. (2022). Zhang, Guang ; Chen, LI. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:13:p:4584-:d:845809.

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2022Switching Coefficients or Automatic Variable Selection: An Application in Forecasting Commodity Returns. (2022). Guidolin, Massimo ; Pedio, Manuela. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:1:p:16-306:d:752601.

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2021Timely Loss Recognition Helps Nothing. (2021). Huang, Jing-Bo ; Lin, Kun-Ben ; Chen, Shu-Heng. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:14:p:7815-:d:593339.

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2021Carry Trade and Negative Policy Rates in Switzerland : Low-lying fog or storm ?. (2021). Vallet, Guillaume ; Tomio, Bruno Thiago. In: Post-Print. RePEc:hal:journl:halshs-03669561.

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2021The Financialization of Storable Commodities. (2021). Baker, Steven D. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:1:p:471-499.

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2022Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield. (2022). Nakajima, Katsushi. In: Annals of Finance. RePEc:kap:annfin:v:18:y:2022:i:1:d:10.1007_s10436-021-00402-7.

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2022A Computational Analysis of the Tradeoff in the Estimation of Different State Space Specifications of Continuous Time Affine Term Structure Models. (2022). Juneja, Januj Amar. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:1:d:10.1007_s10614-021-10146-1.

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2021Interaction effects of corporate hedging activities for a multi-risk exposure: evidence from a quasi-natural experiment. (2021). Alasseur, Clemence ; Hang, Markus ; Rathgeber, Andreas W ; Wichmann, Lena ; Geyer-Klingeberg, Jerome. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:56:y:2021:i:2:d:10.1007_s11156-020-00909-6.

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2021Do economic statistics contain information to predict stock indexes futures prices and returns? Evidence from Asian equity futures markets. (2021). Yi, Ham ; Phooi, Jacinta Chan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:3:d:10.1007_s11156-021-00969-2.

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2022Risk premia in the term structure of crude oil futures: long-run and short-run volatility components. (2022). Liu, Rui ; Boyd, Naomi. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:4:d:10.1007_s11156-021-01032-w.

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2022Will Gold Always Shine amid World Uncertainty?. (2022). Lobon, Oana-Ramona ; Umar, Muhammad ; Pang, Lidong ; Su, Chi-Wei. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:58:y:2022:i:12:p:3425-3438.

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2022Company visits and mutual fund performance: new evidence on managerial skills. (2022). Wang, Wenjun ; Li, Yanan. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:6:d:10.1057_s41260-022-00273-1.

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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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2021Measuring bulk shipping prices risk. (2021). Serna, Gregorio ; Poblacion, Javier. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:23:y:2021:i:2:d:10.1057_s41278-019-00129-3.

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2022Is Metaverse LAND a Good Investment? It Depends on Your Unit of Account!. (2022). Saengchote, Kanis ; Nakavachara, Voraprapa. In: PIER Discussion Papers. RePEc:pui:dpaper:172.

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2022The impact of Corporate Governance on voluntary disclosure of R&D expenditure of USA Pharmaceutical firms. (2022). Sahi, Abdullah ; Rathore, Abdul Hai. In: Journal of Policy Research (JPR). RePEc:rfh:jprjor:v:8:y:2022:i:2:p:34-53.

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2022DeepPricing: pricing convertible bonds based on financial time-series generative adversarial networks. (2022). Wang, Shuyi ; Zhao, Xuejun ; Zhang, Zili ; Tan, Xiaoyu. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00369-y.

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2022Statistical Causality for Multivariate Nonlinear Time Series via Gaussian Process Models. (2022). Peters, Gareth W ; Zaremba, Anna B. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:4:d:10.1007_s11009-022-09928-3.

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2022Assessing the hedging potential of gold and other precious metals against uncertainty due to epidemics and pandemics. (2022). Salisu, Afees ; Sikiru, Abdulsalam Abidemi. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:56:y:2022:i:4:d:10.1007_s11135-021-01214-7.

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2021Size. (2021). Galloppo, Giuseppe. In: Springer Books. RePEc:spr:sprchp:978-3-030-76128-8_3.

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2022Common Drivers of Commodity Futures?. (2022). Walther, Thomas ; Nguyen, Duc Khuong ; Klein, Tony ; Dudda, Tom. In: Working Papers. RePEc:use:tkiwps:2207.

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2021How trading in commodity futures option markets impacts commodity futures prices. (2021). He, Feng ; Yu, Xiaoli ; Lin, Yu Ting ; Luo, Xingguo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:8:p:1333-1347.

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2022Hedging commodities in times of distress: The case of COVID?19. (2022). Tabak, Benjamin Miranda ; Silva, Thiago Christiano ; Magalhes, Luiz Augusto. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:10:p:1941-1959.

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2022Bitcoin futures risk premia. (2022). Shi, Shimeng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:12:p:2190-2217.

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2022Arbitrage, contract design, and market structure in Bitcoin futures markets. (2022). Webb, Alexander ; de Blasis, Riccardo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:3:p:492-524.

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2022A trend factor in commodity futures markets: Any economic gains from using information over investment horizons?. (2022). Kong, Lingfei ; Han, Yufeng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:5:p:803-822.

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2022Effects of the Covid?19 pandemic on derivatives markets: Evidence from global futures and options exchanges. (2022). Ren, Honglin ; Ma, Han ; Gay, Gerald D ; Emm, Ekaterina E. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:5:p:823-851.

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More than 100 citations found, this list is not complete...

Works by Ke Tang:

YearTitleTypeCited
2012Commodity Investing In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article26
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 another 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]		article39
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]		article36
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]		article0
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 another 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]		article12
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]		paper173
2013Economic Linkages, Relative Scarcity, and Commodity Futures Returns In: Review of Financial Studies.
[Full Text][Citation analysis]		article34
2016Commodities as Collateral In: Review of Financial Studies.
[Full Text][Citation analysis]		article13
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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