Guohao Tang : Citation Profile

Are you Guohao Tang?

Hunan University

3

H index

1

i10 index

27

Citations

RESEARCH PRODUCTION:

6

Articles

RESEARCH ACTIVITY:

   6 years (2018 - 2024). See details.
   Cites by year: 4
   Journals where Guohao Tang has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 3 (10 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pta964
   Updated: 2024-07-05    RAS profile: 2024-03-31    
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Relations with other researchers

Works with:

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

Is cited by:

Yin, Libo (2)

Jin, Fujing (2)

Yang, Baochen (2)

Zhang, Yaojie (2)

Wang, Yudong (1)

Cites to:

Shleifer, Andrei (11)

French, Kenneth (10)

Hirshleifer, David (9)

Jiang, Fuwei (8)

Stambaugh, Robert (8)

Zhou, Guofu (7)

Yuan, Yu (7)

Fama, Eugene (6)

Baker, Malcolm (5)

Cochrane, John (5)

Vishny, Robert (5)

Main data

Where Guohao Tang has published?

Journals with more than one article published# docs
Finance Research Letters2

Recent works citing Guohao Tang (2024 and 2023)

YearTitle of citing document
2023Financial openness and profitability premium: Causal evidence from the Shanghai?Hong Kong Stock Connect. (2023). Zhang, Kejia ; Jin, Fujing ; Jiang, Fuwei. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:451-483.

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2023Timing the factor zoo via deep learning: Evidence from China. (2023). Jiang, Fuwei ; Liao, Cunfei ; Ma, Tian. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:485-505.

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2023The asymmetric dynamics of stock–bond liquidity correlation in China: The role of macro-financial determinants. (2023). Pan, Beier. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001074.

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2024Factor momentum in the Chinese stock market. (2024). Jiang, Fuwei ; Liao, Cunfei ; Ma, Tian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001251.

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2023The insidious hyperreality in financial markets: An integrative review with evidence from the Indian financial market. (2023). Goel, Sandeep ; Dhasmana, Samriddhi. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004386.

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2023Climate risk exposure and the cross-section of Chinese stock returns. (2023). Wang, Yudong ; Liao, Cunfei ; He, Mengxi ; Zhang, Yaojie. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003598.

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2023ESG greenwashing and equity mispricing: Evidence from China. (2023). Meng, Yiqun ; Zhu, Hao ; Lin, Xudong. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323009789.

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2023Does the investment-profitability correlation affect the factor premiums? Evidence from China. (2023). Li, Tao ; Liu, Xujun ; Chen, Shan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000781.

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2023Nonlinearity in the cross-section of stock returns: Evidence from China. (2023). Chen, Dongxu ; Tong, Guoshi ; Wu, KE ; Wang, Jianqiu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:174-205.

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2023Does expected idiosyncratic skewness of firms profit predict the cross-section of stock returns? Evidence from China. (2023). Liu, Hao ; Zhang, Peihui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002252.

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2023Retail investor trading and ESG pricing in China. (2023). Wan, Die ; Liu, Xufeng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000375.

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2023A factor pricing model based on double moving average strategy. (2023). Fang, YI ; Chen, Yuzhi ; Wei, Jian ; Li, Xinyue. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-02362-x.

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Works by Guohao Tang:

YearTitleTypeCited
2023Employee sentiment and stock returns In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article0
2021Aggregate liquidity premium and cross-sectional returns: Evidence from China In: Economic Modelling.
[Full Text][Citation analysis]		article4
2020Dissecting the effectiveness of firm financial strength in predicting Chinese stock market In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2024Price limits hitting effect and cross-sectional stock returns: Evidence from China In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2018Q-theory, mispricing, and profitability premium: Evidence from China In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article17
2021It takes two to tango: Fundamental timing in stock market In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article3

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