Ke Tang : Citation Profile


Tsinghua University

13

H index

17

i10 index

634

Citations

RESEARCH PRODUCTION:

33

Articles

15

Papers

RESEARCH ACTIVITY:

   16 years (2008 - 2024). See details.
   Cites by year: 39
   Journals where Ke Tang has often published
   Relations with other researchers
   Recent citing documents: 81.    Total self citations: 8 (1.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pta430
   Updated: 2025-04-12    RAS profile: 2024-09-06    
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Relations with other researchers


Works with:

Cong, Lin (7)

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)

Kearney, Fearghal (7)

Baruník, Jozef (7)

Vacha, Lukas (6)

Irwin, Scott (6)

Chevallier, Julien (6)

Schlogl, Erik (5)

Sévi, Benoît (5)

Wohar, Mark (4)

Cites to:

Casassus, Jaime (10)

Duffie, Darrell (9)

Rouwenhorst, K. (9)

Singleton, Kenneth (9)

Fama, Eugene (8)

Hayashi, Fumio (8)

pan, jun (8)

Odean, Terrance (8)

Bessembinder, Hendrik (8)

Barber, Brad (7)

French, Kenneth (6)

Main data


Production by document typepaperarticle2008200920102011201220132014201520162017201820192020202120222023202402.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published200820092010201120122013201420152016201720182019202020212022202320240204060Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20102011201220132014201520162017201820192020202120222023202420250255075100Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year200820092010201120122013201420152016201720182019202020212022202320240100200Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 13Most cited documents1234567891011121314150100200300Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

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

Working Papers Series with more than one paper published# docs
Papers / arXiv.org7
NBER Working Papers / National Bureau of Economic Research, Inc4
Documentos de Trabajo / Instituto de Economia. Pontificia Universidad Cat�lica de Chile.2

Recent works citing Ke Tang (2025 and 2024)


Year  ↓Title of citing document  ↓
2024Tail Dependence of Commodity Futures Returns in the Agricultural and Energy Sectors. (2024). Lach, Agnieszka. In: Roczniki (Annals). RePEc:ags:paaero:348657.

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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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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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2024MILLION: A General Multi-Objective Framework with Controllable Risk for Portfolio Management. (2024). Zhao, Yan ; Wang, Tianfu ; Deng, Liwei ; Zheng, Kai. In: Papers. RePEc:arx:papers:2412.03038.

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2024Risk spillovers between the BRICS and the U.S. staple grain futures markets. (2024). Zhou, Wei-Xing ; Yang, Yan-Hong ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2412.15738.

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2025Multiscale risk spillovers and external driving factors: Evidence from the global futures and spot markets of staple foods. (2025). Nguyen, Duc Khuong ; Zhou, Wei-Xing ; Goutte, St'Ephane ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2501.15173.

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2025A multi-factor model for improved commodity pricing: Calibration and an application to the oil market. (2025). Ballestra, Luca Vincenzo ; Tezza, Christian. In: Papers. RePEc:arx:papers:2501.15596.

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2025Reinforcement-Learning Portfolio Allocation with Dynamic Embedding of Market Information. (2025). Zheng, Zeyu ; Zhou, Chunyang ; Hua, Cheng. In: Papers. RePEc:arx:papers:2501.17992.

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2025Does the financialization of agricultural commodities impact food security? An empirical investigation. (2025). Kulkarni, Nishil. In: Papers. RePEc:arx:papers:2502.05560.

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2025Causality Analysis of COVID-19 Induced Crashes in Stock and Commodity Markets: A Topological Perspective. (2025). Sharma, Buddha Nath ; Rai, Anish ; Nurujjaman, MD ; Luwang, SR ; Majhi, Sushovan. In: Papers. RePEc:arx:papers:2502.14431.

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2025Understanding the Commodity Futures Term Structure Through Signatures. (2025). Sturm, Stephan ; Krishnan, Hari P. In: Papers. RePEc:arx:papers:2503.00603.

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2024Decentralised dealers? examining liquidity provision in decentralised exchanges. (). Gambacorta, Leonardo ; Krekel, William ; Aquilina, Matteo ; Foley, Sean. In: BIS Working Papers. RePEc:bis:biswps:1227.

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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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2024.

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2025Liquidity, monetary policy and the commodity futures market. (2025). Kellard, Neil ; Ivan, Miruna-Daniela ; Banti, Chiara. In: Bank of England working papers. RePEc:boe:boeewp:1114.

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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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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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2024Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments. (2024). Liu, Xiaoxing ; Zhou, Donghai ; Tang, Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001177.

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2024A maximum entropy bootstrap approach to financial development and economic growth in China. (2024). McFarlane, Adian ; Feng, Hui ; Xu, Jingjing ; Tian, Renfang. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:4:s0939362524000414.

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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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2025The demand for hedging of oil producers: A tale of risk and regret. (2025). Six, Pierre ; Ouzan, Samuel. In: European Journal of Operational Research. RePEc:eee:ejores:v:321:y:2025:i:1:p:330-343.

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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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2024The role of index traders in the financialization of commodity markets: A behavioral finance approach. (2024). Joets, Marc ; Ait-Youcef, Camille. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003499.

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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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2024Commodity sectors and factor investment strategies. (2024). Sakemoto, Ryuta ; Nakagawa, Kei. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004253.

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2024Impact of crude oil price innovations on global stock market volatility: Evidence across time and space. (2024). Xin, YU ; Cao, Hong ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006173.

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2024Financial contagion in cryptocurrency exchanges: Evidence from the FTT collapse. (2024). Galati, Luca ; Webb, Robert I. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007773.

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2024Energy market uncertainties and exchange rate volatility: A GARCH-MIDAS approach. (2024). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Ji, Qiang. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008778.

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2024California carbon allowance futures. (2024). Zhai, Jia ; Shi, Shimeng. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324012947.

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2024Asymmetric trading restriction and return comovement. (2024). Yang, Lihua ; Zhu, Hongbing ; Zhang, Bing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000891.

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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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2024Did grain futures prices overreact to the Russia–Ukraine war due to herding?. (2024). Steinbach, Sandro ; Carter, Colin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:35:y:2024:i:c:s2405851324000412.

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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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2024The nexus between mineral, renewable commodities, and regional stock sectors during health and military crises. (2024). Assaf, Rima ; Al-Nassar, Nassar S ; Makram, Beljid ; Chaibi, Anis. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005701.

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2024Mineral policy and sustainable development goals: Volatility forecasting in the Global Souths minerals market. (2024). Rao, Amar ; Sala, Dariusz ; Parihar, Jaya Singh ; Kharbanda, Aeshna ; Dev, Dhairya. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007049.

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2024Dynamic speculation and efficiency in European natural gas markets during the COVID-19 and Russia-Ukraine crises. (2024). Belhoula, Mohamed Malek ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007293.

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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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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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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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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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2024Food Financialization: Impact of Derivatives and Index Funds on Agri-Food Market Volatility. (2024). Feregrino, Jorge ; del Rosario, Mara ; Espinosa-Cristia, Juan Felipe ; Lay, Nelson. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:4:p:121-:d:1536071.

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2025Macroeconomic Conditions, Speculation, and Commodity Futures Returns. (2025). Putnam, Kyle J ; Adhikari, Ramesh. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:1:p:5-:d:1562677.

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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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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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2024The three co’s to jointly model commodity markets: co-production, co-consumption and co-trading. (2024). Rathgeber, Andreas ; Papenfuss, Patric ; Schischke, Amelie. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:2:d:10.1007_s00181-023-02471-1.

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2024How do supply or demand shocks affect the US oil market?. (2024). Golpe, Antonio ; Martn-Lvarez, Juan Manuel ; Feria, Julia ; Vides, Jos Carlos. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00561-8.

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2025Joint multifractality in cross-correlations between grains & oilseeds indices and external uncertainties. (2025). Zhou, Wei-Xing ; Shao, Ying-Hui ; Yang, Yan-Hong ; Gao, Xing-Lu. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00669-5.

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2024COVID-19 pandemic, oil prices and Saudi stock market: empirical evidence from ARDL modeling and Bayer–Hanck cointegration approach. (2024). Boukhatem, Jamel ; Alhazmi, Ali M. In: Future Business Journal. RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00338-0.

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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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2024Financial contagion in the US, European and Chinese stock markets during global shocks. (2024). Yu, Marina. In: Journal of New Economy. RePEc:url:izvest:v:25:y:2024:i:4:p:47-67.

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2024The convenience yield under commodity financialization. (2024). Photina, Evangelia K ; Milonas, Nikolaos T. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:4:p:631-652.

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2024Financial regulatory arbitrage and the financialization of commodities. (2024). Ni, Yingzhao ; Zhang, Gaiyan ; Zheng, Zunxin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:5:p:826-853.

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Works by Ke Tang:


Year  ↓Title  ↓Type  ↓Cited  ↓
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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paper14
2021Deep Sequence Modeling: Development and Applications in Asset Pricing In: Papers.
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paper3
2021Crypto Wash Trading In: Papers.
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paper8
2023Crypto Wash Trading.(2023) In: Management Science.
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This paper has nother version. Agregated cites: 8
article
2022Crypto Wash Trading.(2022) In: NBER Working Papers.
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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
2024Statistical 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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article64
2024Leverage Is a Double‐Edged Sword In: Journal of Finance.
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article0
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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article42
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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article26
2010No-arbitrage conditions for storable commodities and the modeling of futures term structures In: Journal of Banking & Finance.
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article11
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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article16
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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article4
2024Financialization and Commodity Markets Serial Dependence In: Management Science.
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article0
2011Relative Scarcity of Commodities with a Long-Term Economic Relationship and the Correlation of Futures Returns In: Documentos de Trabajo.
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paper1
2014Maximal Gaussian Affine Models for Multiple Commodities: A Note In: Documentos de Trabajo.
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2015Maximal Gaussian Affine Models for Multiple Commodities: A Note.(2015) In: Journal of Futures Markets.
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This paper has nother version. Agregated cites: 0
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2011Corporate Governance and Firm Liquidity: Evidence from the Chinese Stock Market In: Emerging Markets Finance and Trade.
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article14
2014Chinas Imported Inflation and Global Commodity Prices In: Emerging Markets Finance and Trade.
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article4
2014Guest Editors’ Introduction: Chinese Exploration and World Economic Order In: Emerging Markets Finance and Trade.
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article0
2010Index Investment and Financialization of Commodities In: NBER Working Papers.
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.() In: .
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2023Inclusion and Democratization Through Web3 and DeFi? Initial Evidence from the Ethereum Ecosystem In: NBER Working Papers.
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2024FinTech Platforms and Asymmetric Network Effects: Theory and Evidence from Marketplace Lending In: NBER Working Papers.
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2013Economic Linkages, Relative Scarcity, and Commodity Futures Returns In: The Review of Financial Studies.
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article43
2016Commodities as Collateral In: The Review of Financial Studies.
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article16
2011The chinese financial system at the Dawn of the 21st century: An Overview In: MPRA Paper.
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paper3
2016China’s road to modernization In: Journal of Chinese Economic and Business Studies.
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article0
2012Determinants of oil futures prices and convenience yields In: Quantitative Finance.
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article12
2012Time-varying long-run mean of commodity prices and the modeling of futures term structures In: Quantitative Finance.
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article9
2013Cross-market soybean futures price discovery: does the Dalian Commodity Exchange affect the Chicago Board of Trade? In: Quantitative Finance.
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