12
H index
17
i10 index
592
Citations
Tsinghua University | 12 H index 17 i10 index 592 Citations RESEARCH PRODUCTION: 30 Articles 14 Papers RESEARCH ACTIVITY: 15 years (2008 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pta430 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ke Tang. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Quantitative Finance | 6 |
Journal of Banking & Finance | 4 |
Emerging Markets Finance and Trade | 3 |
International Review of Financial Analysis | 2 |
Journal of Empirical Finance | 2 |
The Review of Financial Studies | 2 |
Journal of Commodity Markets | 2 |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 7 |
NBER Working Papers / National Bureau of Economic Research, Inc | 3 |
Documentos de Trabajo / Instituto de Economia. Pontificia Universidad Catlica de Chile. | 2 |
Year | Title of citing document | |
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2024 | Trade 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. Full description at Econpapers || Download paper | |
2023 | Cryptocurrency Valuation: An Explainable AI Approach. (2022). Zhang, Luyao ; Liu, Yulin. In: Papers. RePEc:arx:papers:2201.12893. Full description at Econpapers || Download paper | |
2023 | Stock 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. Full description at Econpapers || Download paper | |
2023 | Centralised 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. Full description at Econpapers || Download paper | |
2024 | Uniswap Daily Transaction Indices by Network. (2023). Cong, Lin William ; Chemaya, Nir ; Zhang, Luyao ; Liu, Dingyue ; Jorgensen, Emma. In: Papers. RePEc:arx:papers:2312.02660. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Ride 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. Full description at Econpapers || Download paper | |
2023 | Predictability 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. Full description at Econpapers || Download paper | |
2024 | Revenue-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. Full description at Econpapers || Download paper | |
2024 | Can 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. Full description at Econpapers || Download paper | |
2023 | Hedging 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. Full description at Econpapers || Download paper | |
2024 | Constructing 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. Full description at Econpapers || Download paper | |
2023 | Contagion 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. Full description at Econpapers || Download paper | |
2024 | Optimizing 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Forecasting 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. Full description at Econpapers || Download paper | |
2023 | Financial 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. Full description at Econpapers || Download paper | |
2024 | Food, 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. Full description at Econpapers || Download paper | |
2023 | Random 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. Full description at Econpapers || Download paper | |
2023 | Investigating 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. Full description at Econpapers || Download paper | |
2023 | Financialization 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. Full description at Econpapers || Download paper | |
2023 | Commodity 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. Full description at Econpapers || Download paper | |
2024 | An 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. Full description at Econpapers || Download paper | |
2023 | Not 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. Full description at Econpapers || Download paper | |
2023 | COVID-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. Full description at Econpapers || Download paper | |
2023 | Tracking speculative trading. (2023). Grob, Linus ; Boos, Dominik. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000635. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | Option 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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | Exploiting 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. Full description at Econpapers || Download paper | |
2023 | Information, market power and welfare. (2023). Rahi, Rohit ; Lou, Youcheng. In: Journal of Economic Theory. RePEc:eee:jetheo:v:214:y:2023:i:c:s0022053123001527. Full description at Econpapers || Download paper | |
2023 | Commodity 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Microstructure 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Diversification 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. Full description at Econpapers || Download paper | |
2024 | Revisiting 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. Full description at Econpapers || Download paper | |
2024 | Quantifying 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. Full description at Econpapers || Download paper | |
2023 | Commodity 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. Full description at Econpapers || Download paper | |
2023 | Cointegration 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. Full description at Econpapers || Download paper | |
2023 | Risk 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. Full description at Econpapers || Download paper | |
2023 | Energy 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. Full description at Econpapers || Download paper | |
2024 | Mineral 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. Full description at Econpapers || Download paper | |
2024 | Equilibrium 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2024 | How 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2023 | Is 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. Full description at Econpapers || Download paper | |
2023 | Minimum 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. Full description at Econpapers || Download paper | |
2024 | The 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. Full description at Econpapers || Download paper | |
2024 | Commodities 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. Full description at Econpapers || Download paper | |
2023 | On 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. Full description at Econpapers || Download paper | |
2024 | Frequency 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. Full description at Econpapers || Download paper | |
2024 | Agricultural 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. Full description at Econpapers || Download paper | |
2023 | Social 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. Full description at Econpapers || Download paper | |
2023 | Information, market power and welfare. (2023). Rahi, Rohit ; Lou, Youcheng. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120479. Full description at Econpapers || Download paper | |
2023 | The Missing Tail Risk in Option Prices. (2023). Sattiraju, Sai ; Matschke, Johannes ; Melek, Nida Akir ; Brown, Jason. In: Research Working Paper. RePEc:fip:fedkrw:96072. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2024 | On the dependence structure of European vegetable oil markets. (2023). Gohin, Alexandre ; Bagnarosa, Guillaume ; Menier, Romain. In: Post-Print. RePEc:hal:journl:hal-04523660. Full description at Econpapers || Download paper | |
2024 | You 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. Full description at Econpapers || Download paper | |
2023 | Uniswap Daily Transaction Indices by Network. (2023). Cong, Lin William ; Chemaya, Nir ; Zhang, Luyao ; Liu, Dingyue ; Joergensen, Emma. In: OSF Preprints. RePEc:osf:osfxxx:ube2z. Full description at Econpapers || Download paper | |
2023 | Can 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. Full description at Econpapers || Download paper | |
2024 | Factor 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. Full description at Econpapers || Download paper | |
2024 | Informational 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. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2024 | Hedging 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. Full description at Econpapers || Download paper | |
2024 | Effects 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. Full description at Econpapers || Download paper | |
2023 | VIX 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. Full description at Econpapers || Download paper | |
2023 | Less 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. Full description at Econpapers || Download paper | |
2023 | Commodity momentum decomposition. (2023). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:198-216. Full description at Econpapers || Download paper | |
2023 | Probability 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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | Wisdom 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. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2012 | Commodity Investing In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 31 |
2019 | Decision Making with Machine Learning and ROC Curves In: Papers. [Full Text][Citation analysis] | paper | 1 |
2019 | AlphaStock: A Buying-Winners-and-Selling-Losers Investment Strategy using Interpretable Deep Reinforcement Attention Networks In: Papers. [Full Text][Citation analysis] | paper | 13 |
2021 | Deep Sequence Modeling: Development and Applications in Asset Pricing In: Papers. [Full Text][Citation analysis] | paper | 2 |
2021 | Crypto Wash Trading In: Papers. [Full Text][Citation analysis] | paper | 7 |
2022 | Crypto Wash Trading.(2022) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2021 | An 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] | paper | 0 |
2022 | Experience of the COVID-19 pandemic in Wuhan leads to a lasting increase in social distancing In: Papers. [Full Text][Citation analysis] | paper | 2 |
2023 | Statistical Tests for Replacing Human Decision Makers with Algorithms In: Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets In: Journal of Finance. [Full Text][Citation analysis] | article | 59 |
2017 | Political Uncertainty and Commodity Prices In: Working Paper Series. [Full Text][Citation analysis] | paper | 10 |
2011 | The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 41 |
2021 | Gender and herding In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
2020 | Commodity prices and GDP growth In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 18 |
2021 | Do corporate managers believe in luck? Evidence of the Chinese zodiac effect In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
2022 | Online prices and inflation during the nationwide COVID-19 quarantine period: Evidence from 107 Chinese websites In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
2008 | Long term spread option valuation and hedging In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 25 |
2010 | No-arbitrage conditions for storable commodities and the modeling of futures term structures In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 10 |
2011 | Estimating exponential affine models with correlated measurement errors: Applications to fixed income and commodities In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 10 |
2013 | Asset pricing with heterogeneous beliefs and relative performance In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 7 |
2012 | The determinants of homebuilder stock price exposure to lumber: Production cost versus housing demand In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 3 |
2023 | Financialization of commodity markets ten years later In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 12 |
2018 | Latent jump diffusion factor estimation for commodity futures In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 0 |
2012 | Size and performance of Chinese mutual funds: The role of economy of scale and liquidity In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 29 |
2022 | Can the E-commercialization improve residents’ income? --Evidence from “Taobao Counties” in China In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 3 |
2011 | Relative Scarcity of Commodities with a Long-Term Economic Relationship and the Correlation of Futures Returns In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 1 |
2014 | Maximal Gaussian Affine Models for Multiple Commodities: A Note In: Documentos de Trabajo. [Full Text][Citation analysis] | paper | 0 |
2015 | Maximal Gaussian Affine Models for Multiple Commodities: A Note.(2015) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2011 | Corporate Governance and Firm Liquidity: Evidence from the Chinese Stock Market In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 14 |
2014 | Chinas Imported Inflation and Global Commodity Prices In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 4 |
2014 | Guest Editors’ Introduction: Chinese Exploration and World Economic Order In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
2010 | Index Investment and Financialization of Commodities In: NBER Working Papers. [Full Text][Citation analysis] | paper | 183 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 183 | article | ||
2023 | Inclusion and Democratization Through Web3 and DeFi? Initial Evidence from the Ethereum Ecosystem In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2013 | Economic Linkages, Relative Scarcity, and Commodity Futures Returns In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 42 |
2016 | Commodities as Collateral In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 15 |
2011 | The chinese financial system at the Dawn of the 21st century: An Overview In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2016 | China’s road to modernization In: Journal of Chinese Economic and Business Studies. [Full Text][Citation analysis] | article | 0 |
2012 | Determinants of oil futures prices and convenience yields In: Quantitative Finance. [Full Text][Citation analysis] | article | 12 |
2012 | Time-varying long-run mean of commodity prices and the modeling of futures term structures In: Quantitative Finance. [Full Text][Citation analysis] | article | 8 |
2013 | Cross-market soybean futures price discovery: does the Dalian Commodity Exchange affect the Chicago Board of Trade? In: Quantitative Finance. [Full Text][Citation analysis] | article | 14 |
2013 | Are Chinese warrants derivatives? Evidence from connections to their underlying stocks In: Quantitative Finance. [Full Text][Citation analysis] | article | 4 |
2018 | Special Issue of Quantitative Finance on ‘Chinese Derivatives Markets’ In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
2020 | Editor’s foreword In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
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