Ke Tang : Citation Profile


Are you Ke Tang?

Tsinghua University

12

H index

17

i10 index

592

Citations

RESEARCH PRODUCTION:

30

Articles

14

Papers

RESEARCH ACTIVITY:

   15 years (2008 - 2023). See details.
   Cites by year: 39
   Journals where Ke Tang has often published
   Relations with other researchers
   Recent citing documents: 106.    Total self citations: 8 (1.33 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pta430
   Updated: 2024-12-03    RAS profile: 2024-09-06    
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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)

Kočenda, Evžen (8)

Nikitopoulos-Sklibosios, Christina (8)

Baruník, Jozef (7)

Kearney, Fearghal (7)

Vacha, Lukas (6)

Chevallier, Julien (6)

Irwin, Scott (6)

Sévi, Benoît (5)

Schlogl, Erik (5)

Czudaj, Robert (4)

Cites to:

Casassus, Jaime (10)

Duffie, Darrell (9)

Singleton, Kenneth (9)

Rouwenhorst, K. (9)

Hayashi, Fumio (8)

pan, jun (8)

Bessembinder, Hendrik (7)

Fama, Eugene (7)

Cong, Lin (6)

Basak, Suleyman (6)

Deaton, Angus (6)

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
International Review of Financial Analysis2
Journal of Empirical Finance2
The Review of Financial Studies2
Journal of Commodity Markets2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org7
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
2024Trade 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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2024Uniswap 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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2024The impact of deviations from soybean product crushing estimates on return and risk. (2024). Chitavi, Michael ; Abdoh, Hussein. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:2:p:181-199.

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2023The Financialization of Coffee, Cocoa and Cotton Value Chains: The Role of Physical Actors. (2023). Gunter, Ulrich ; Troster, Bernhard. In: Development and Change. RePEc:bla:devchg:v:54:y:2023:i:6:p:1550-1574.

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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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2023Predictability of crypto returns: The impact of trading behavior. (2023). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000266.

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2024Revenue-increasing effect of rural e-commerce: A perspective of farmers market integration and employment growth. (2024). He, Weiwei ; Li, Wei. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:482-493.

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2024Can the digital economy boost rural residents’ income? Evidence from China based on the spatial Durbin model. (2024). Liu, Jiaqi ; Zhao, Boyu ; Xu, Yujie ; Wang, Zhe ; Tao, Jiancong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:856-872.

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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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2024Constructing early warning indicators for banks using machine learning models. (2024). Tarkocin, Coskun ; Donduran, Murat. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001419.

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2023Contagion and loss redistribution in crypto asset markets. (2023). Schar, Fabian ; Nadler, Matthias ; Schuler, Katrin. In: Economics Letters. RePEc:eee:ecolet:v:231:y:2023:i:c:s016517652300335x.

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2024Optimizing credit limit adjustments under adversarial goals using reinforcement learning. (2024). Bravo, Cristian ; Sendova, Kristina P ; Correa-Bahnsen, Alejandro ; Solano, Jesus ; Alfonso-Sanchez, Sherly. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:2:p:802-817.

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2023The commodity risk premium and neural networks. (2023). faff, robert ; Yew, Rand Kwong ; Rad, Hossein ; Miffre, Joelle. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823001007.

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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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2024Food, energy, and water nexus: A study on interconnectedness and trade-offs. (2024). Paparas, Dimitrios ; Ghosh, Anandita ; Gubareva, Mariya ; Vo, Xuan Vinh. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002299.

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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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2024An analysis of the market efficiency of the Chinese copper futures based on intertemporal and intermarket arbitrages. (2024). Ma, Zhen ; Qian, Siji ; Zhang, Huiming. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001753.

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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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2023COVID-19 and commodity pricing premium: Evidence from the Chinese market. (2023). Chen, Haiqiang ; Hsieh, Pei-Lin ; Zhang, LU. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323002714.

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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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2023A review of the financial performance of lumber futures and some prospects. (2023). Li, Yanshu ; Mei, Bin ; Zhang, Nan. In: Forest Policy and Economics. RePEc:eee:forpol:v:157:y:2023:i:c:s1389934123001909.

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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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2023Information, market power and welfare. (2023). Rahi, Rohit ; Lou, Youcheng. In: Journal of Economic Theory. RePEc:eee:jetheo:v:214:y:2023:i:c:s0022053123001527.

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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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2023Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach. (2023). Herrera, Rodrigo ; Gaete, Michael. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000533.

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2024Revisiting the pricing impact of commodity market spillovers on equity markets. (2024). Hyde, Stuart ; Bowe, Michael ; Pinto-Avalos, Francisco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000594.

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2024Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis. (2024). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000047.

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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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2023Risk spillovers of critical metals firms. (2023). Uribe, Jorge ; Ceballos, Juan Camilo ; Restrepo, Natalia. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723008462.

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2023Energy prices volatility, natural resource policy-making and green economic recovery in post COVID-19 era: Evidence from BRICS countries. (2023). Phan, Thuy Chung. In: Resources Policy. RePEc:eee:jrpoli:v:87:y:2023:i:pa:s0301420723009662.

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2024Mineral resource investments and mutual funds performance: A remedy for recovery in BRICS. (2024). Mirza, Nawazish ; Sawtari, Zeina ; Umar, Muhammad ; Chen, Zhuo ; Xie, Xin. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002381.

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2024Equilibrium pricing of European crude oil options with stochastic behaviour and jump risks. (2024). Yue, Jia ; He, Xin-Jiang ; Yang, Ben-Zhang ; Hu, Zhihao. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:219:y:2024:i:c:p:212-230.

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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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2024How credit unions affect the profitability of Brazilian commercial banks?. (2024). Moreira, Andre Lucas ; Garcia, Alexandre Schwinden. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:190-209.

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2024The relationship between Chinese and FOB prices of rare earth elements – Evidence in the time and frequency domain. (2024). Seiler, Volker. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:160-179.

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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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2024The effect of superstitious beliefs on corporate investment efficiency: evidence from China. (2024). Zhu, Keying ; Yu, Wei ; Teklay, Belaynesh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1434-1447.

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2024Commodities and Policy Uncertainty Channel(s). (2024). Filbeck, G ; Bosch, D ; Smimou, K. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:351-379.

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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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2024Frequency volatility connectedness and portfolio hedging of U.S. energy commodities. (2024). Moravcova, Michala ; Koenda, Even. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000679.

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2024Agricultural commodities market reaction to COVID-19. (2024). Dragolea, Larisa Loredana ; Mudakkar, Syeda Rabab ; Iuga, Iulia Cristina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000801.

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2023Social distancing in networks: A web-based interactive experiment. (2023). Langtry, Alastair ; Barak, Darija ; Gallo, Edoardo. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:107:y:2023:i:c:s2214804323001167.

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2023Information, market power and welfare. (2023). Rahi, Rohit ; Lou, Youcheng. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120479.

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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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2024On the dependence structure of European vegetable oil markets. (2023). Gohin, Alexandre ; Bagnarosa, Guillaume ; Menier, Romain. In: Post-Print. RePEc:hal:journl:hal-04523660.

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2024You scratch my back and i scratch yours: evidence from relationship-based bidding in IPO auctions. (2024). Wang, Wenjun. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:4:d:10.1007_s11156-024-01245-9.

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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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2024Factor Input Prices and Unemployment in Uganda. (2024). Katarangi, Asaph Kaburura ; Kijjambu, Frederick Nsambu ; Musiita, Benjamin. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:16:y:2024:i:1:p:52-66.

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2024Informational inefficiency on bitcoin futures. (2024). Wu, Yingying ; Zhai, Jia ; Shi, Shimeng. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:6:p:642-667.

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2023.

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2024Hedging 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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2024Effects 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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2023VIX option?implied volatility slope and VIX futures returns. (2022). Zhang, Jin E ; Ruan, Xinfeng ; Yoon, Jungah. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:6:p:1002-1038.

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

Works by Ke Tang:


YearTitleTypeCited
2012Commodity Investing In: Annual Review of Financial Economics.
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article31
2019Decision Making with Machine Learning and ROC Curves In: Papers.
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paper1
2019AlphaStock: A Buying-Winners-and-Selling-Losers Investment Strategy using Interpretable Deep Reinforcement Attention Networks In: Papers.
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paper13
2021Deep Sequence Modeling: Development and Applications in Asset Pricing In: Papers.
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paper2
2021Crypto Wash Trading In: Papers.
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paper7
2022Crypto Wash Trading.(2022) In: NBER Working Papers.
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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.
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paper0
2022Experience of the COVID-19 pandemic in Wuhan leads to a lasting increase in social distancing In: Papers.
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paper2
2023Statistical Tests for Replacing Human Decision Makers with Algorithms In: Papers.
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paper0
2020A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets In: Journal of Finance.
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article59
2017Political Uncertainty and Commodity Prices In: Working Paper Series.
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paper10
2011The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield In: Journal of Empirical Finance.
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article41
2021Gender and herding In: Journal of Empirical Finance.
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article0
2020Commodity prices and GDP growth In: International Review of Financial Analysis.
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article18
2021Do corporate managers believe in luck? Evidence of the Chinese zodiac effect In: International Review of Financial Analysis.
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article2
2022Online prices and inflation during the nationwide COVID-19 quarantine period: Evidence from 107 Chinese websites In: Finance Research Letters.
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article4
2008Long term spread option valuation and hedging In: Journal of Banking & Finance.
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article25
2010No-arbitrage conditions for storable commodities and the modeling of futures term structures In: Journal of Banking & Finance.
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article10
2011Estimating exponential affine models with correlated measurement errors: Applications to fixed income and commodities In: Journal of Banking & Finance.
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article10
2013Asset pricing with heterogeneous beliefs and relative performance In: Journal of Banking & Finance.
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article7
2012The determinants of homebuilder stock price exposure to lumber: Production cost versus housing demand In: Journal of Housing Economics.
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article3
2023Financialization of commodity markets ten years later In: Journal of Commodity Markets.
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article12
2018Latent jump diffusion factor estimation for commodity futures In: Journal of Commodity Markets.
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article0
2012Size and performance of Chinese mutual funds: The role of economy of scale and liquidity In: Pacific-Basin Finance Journal.
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article29
2022Can the E-commercialization improve residents’ income? --Evidence from “Taobao Counties” in China In: International Review of Economics & Finance.
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