Ke Tang : Citation Profile

Tsinghua University

14

H index

19

i10 index

797

Citations

RESEARCH PRODUCTION:

38

Articles

17

Papers

RESEARCH ACTIVITY:

   17 years (2008 - 2025). See details.
   Cites by year: 46
   Journals where Ke Tang has often published
   Relations with other researchers
   Recent citing documents: 189.    Total self citations: 9 (1.12 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pta430
   Updated: 2026-03-28    RAS profile: 2026-01-13    
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Relations with other researchers

Works with:

Cong, Lin (8)

Liu, Taoxiong (2)

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 (9)

Nikitopoulos-Sklibosios, Christina (8)

Baruník, Jozef (7)

Kearney, Fearghal (7)

faff, robert (6)

Irwin, Scott (6)

Chevallier, Julien (6)

Vacha, Lukas (6)

Ren, Xiaohang (5)

Sakemoto, Ryuta (5)

Cites to:

Casassus, Jaime (10)

Singleton, Kenneth (10)

Fama, Eugene (10)

Brunnermeier, Markus (9)

Rouwenhorst, K. (9)

Duffie, Darrell (9)

Shleifer, Andrei (9)

Odean, Terrance (8)

Hayashi, Fumio (8)

pan, jun (8)

Bessembinder, Hendrik (8)

Main data

Where Ke Tang has published?

Journals with more than one article published# docs
Quantitative Finance7
Journal of Banking & Finance4
Journal of Empirical Finance3
International Review of Financial Analysis3
Emerging Markets Finance and Trade3
Journal of Commodity Markets2
The Review of Financial Studies2
Journal of Finance2
International Review of Economics & Finance2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org7
NBER Working Papers / National Bureau of Economic Research, Inc6
Documentos de Trabajo / Instituto de Economia. Pontificia Universidad Catlica de Chile.2

Recent works citing Ke Tang (2026 and 2025)

YearTitle of citing document
2024Dynamic Linkages in Agricultural and Energy Markets: A Quantile Impulse Response Approach. (2024). Li, Jian ; Chavas, Jean-Paul ; Wang, Linjie. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343541.

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2024Can Fuel Policies Tame Exchange Rate Volatility? Fuel Policy Legacy in Brazil. (2024). van Huellen, Sophie ; Palazzi, Rafael Baptista. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343668.

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2025A Survey of 50 Years of Commodity Price Analysis, and a Look Ahead to the Next 50. (2025). Mallory, Mindy L. In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:369141.

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2024Was Allen Paul Right? Liquidation Bias in Commodity Futures Markets. (2024). Irwin, Scott H ; Yan, Lei ; Sanders, Dwight R ; Smith, Aaron. In: 2024 Conference, April 22-23, 2024, St. Louis, Missouri. RePEc:ags:nccc24:379013.

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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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2025U.S. PRESIDENTIAL ELECTIONS AND AGRICULTURAL MARKET VOLATILITY. IS THERE A “TRUMP EFFECT” ON GRAIN COMMODITIES?. (2025). Wielechowski, Micha ; Czech, Katarzyna. In: Roczniki (Annals). RePEc:ags:paaero:359314.

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2024Trade When Opportunity Comes: Price Movement Forecasting via Locality-Aware Attention and Iterative Refinement Labeling. (2024). Dai, Zhonghao ; Zhang, Ruchen ; Wang, Ling ; Zeng, Liang ; Li, Jian ; Niu, Hui ; Zhu, Dewei. In: Papers. RePEc:arx:papers:2107.11972.

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2024A Dataset of Uniswap daily transaction indices by network. (2024). Cong, Lin ; Chemaya, Nir ; Zhang, Luyao ; Jorgensen, Emma ; Liu, Dingyue. In: Papers. RePEc:arx:papers:2312.02660.

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2025Quantile connectedness across BRICS and international grain futures markets: Insights from the Russia-Ukraine conflict. (2024). Zhou, Wei-Xing ; Shao, Ying-Hui ; Yang, Yan-Hong. In: Papers. RePEc:arx:papers:2409.19307.

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

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2025Multiscale risk spillovers and external driving factors: Evidence from the global futures and spot markets of staple foods. (2025). Zhou, Wei-Xing ; Nguyen, Duc Khuong ; 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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2025Asset Pricing in Pre-trained Transformer. (2025). Lai, Shanyan. In: Papers. RePEc:arx:papers:2505.01575.

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2025SoK: Stablecoins for Digital Transformation -- Design, Metrics, and Application with Real World Asset Tokenization as a Case Study. (2025). Zhang, Luyao. In: Papers. RePEc:arx:papers:2508.02403.

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2025Is attention truly all we need? An empirical study of asset pricing in pretrained RNN sparse and global attention models. (2025). Lai, Shanyan. In: Papers. RePEc:arx:papers:2508.19006.

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2025Stabilizing the Staking Rate, Dynamically Distributed Inflation and Delay Induced Oscillations. (2025). Sala, Massimiliano ; Chaudhary, Amit ; Brunetta, Carlo ; Galatolo, Stefano. In: Papers. RePEc:arx:papers:2510.11065.

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2024Decentralised dealers? examining liquidity provision in decentralised exchanges. (2024). Gambacorta, Leonardo ; Aquilina, Matteo ; Foley, Sean ; Krekel, William. 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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2024Does the cross‐border e‐commerce comprehensive pilot zones policy affect the urban–rural income gap in China?. (2024). Yu, Xiuxiu ; Zhang, Xiaoyu ; Nan, Guoqi ; Xu, DA ; He, Bing. In: American Journal of Economics and Sociology. RePEc:bla:ajecsc:v:83:y:2024:i:4:p:773-792.

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2024Determinants of commodity market liquidity. (2024). Onur, Esen ; Jain, Pankaj K ; Kayhan, Ayla. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:1:p:9-30.

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

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2024Portfolio management with big data. (2024). Sentana, Enrique ; Pearanda, Francisco. In: Working Papers. RePEc:cmf:wpaper:wp2024_2411.

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2025Beyond GARCH: Bayesian Neural Stochastic Volatility. (2025). Marn, Juan Miguel ; Guo, Hongfei ; Veiga, Helena. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:47944.

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2025The impact of cross-border capital flows macro-prudential management policy on bank credit. (2025). Fu, Kaina ; Cui, Yuanmiao ; Fang, Xia ; Hu, Xuyiyang ; Yang, Zhenyu. In: Journal of Asian Economics. RePEc:eee:asieco:v:100:y:2025:i:c:s1049007825001034.

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2025Can rural digital economy mitigate local population outflow: Evidence from China. (2025). Du, Yuhong ; Wei, Xiahai ; Liu, Sheng. In: Journal of Asian Economics. RePEc:eee:asieco:v:99:y:2025:i:c:s1049007825000661.

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2025The effect of stock market manipulation on investor behavioral bias. (2025). Chen, Zhenshan ; Zhang, Jingru ; Liu, Jie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s2214635025000711.

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2025Reprint of: Political uncertainty, corporate social responsibility, and firm performance. (2025). Yin, Chao ; Hu, YI. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:1:s0890838925000162.

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2025Seeking blessings by doing good: Top executive superstitions and corporate philanthropy. (2025). Pan, Yukun ; Liao, Lin ; Cai, Xianjun ; Wang, Kun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s0929119925000434.

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2026Blockchain price oracles: Accuracy and violation recovery. (2026). Schuler, Katrin ; Schr, Fabian ; Nadler, Matthias. In: Journal of Corporate Finance. RePEc:eee:corfin:v:96:y:2026:i:c:s0929119925001762.

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2026What data have told us about decentralized finance. (2026). Len, Jaime Castillo ; Lehar, Alfred. In: Journal of Corporate Finance. RePEc:eee:corfin:v:96:y:2026:i:c:s0929119925001841.

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2025Systemic risk of commodity traders. (2025). Adams, Zeno ; Glck, Thorsten. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:179:y:2025:i:c:s0165188925001320.

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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). Wang, Zhe ; Xu, Yujie ; Liu, Jiaqi ; Tao, Jiancong ; Zhao, Boyu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:856-872.

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2024Linking farmers to markets: Barriers, solutions, and policy options. (2024). Sonobe, Tetsushi ; Rahut, Dil ; Ma, Wanglin ; Gong, Binlei. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:1102-1112.

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2025Impact of developmental social policy on household welfare: Evidence from China’s comprehensive demonstration policy for e-commerce in rural areas. (2025). Peng, Haorong ; Zhao, Jingzhu ; Yang, Jing ; Gao, YI. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1820-1838.

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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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2025Factors of predictive power for metal commodities. (2025). Schischke, Amelie ; Rathgeber, Andreas ; Papenfuss, Patric. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002341.

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2026Asymmetric spillovers of climate policy uncertainty on financial markets – Evidence from China. (2026). Liu, Qiang ; Xu, Chen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001536.

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2026Systemically important commodity futures in China. (2026). Liu, Qing ; Xu, Mengxia ; Chen, Yang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001652.

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2026Unveiling how financial markets could intensify climate change risks. (2026). Quiroga, Sonia ; Ricci, Liana ; Laborda, Juan ; Wang, Haoran ; Cerd, Emilio ; Surez, Cristina ; Fernndez, Alejandro. In: Ecological Economics. RePEc:eee:ecolec:v:239:y:2026:i:c:s0921800925002563.

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2024Optimizing credit limit adjustments under adversarial goals using reinforcement learning. (2024). Alfonso-Sanchez, Sherly ; Sendova, Kristina P ; Solano, Jesus ; Bravo, Cristian ; Correa-Bahnsen, Alejandro. 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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2025The effect of currency risk on crypto asset utilization in Türkiye. (2025). Smales, Lee ; Baur, Dirk G ; Oefele, Nico. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000135.

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2024Food, energy, and water nexus: A study on interconnectedness and trade-offs. (2024). Vo, Xuan Vinh ; Gubareva, Mariya ; Paparas, Dimitrios ; Ghosh, Bikramaditya. 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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2024Beyond volatility: Systemic resilience and risk mitigation in interconnected commodity markets. (2024). Kumar, Pawan ; Singh, Vipul Kumar. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006613.

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2024Reassessing the information transmission and pricing influence of Shanghai crude oil futures: A time-varying perspective. (2024). Lin, Boqiang ; Su, Tong. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006856.

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2024Scrutinizing multi-scale and multi-quantile interactions in commodity markets: A petrochemical industrial chain perspective. (2024). Feng, Yun ; Yang, Jie. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324007278.

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2025Exploring the connection between geopolitical risks and energy markets. (2025). Ferreira, Paulo ; Almeida, Dora ; Aslam, Faheem ; Dionsio, Andreia. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008223.

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2025Effects of the climate-related sentiment on agricultural spot prices: Insights from Wavelet Rényi Entropy analysis. (2025). Quaresima, Greta ; Mazzoccoli, Alessandro ; Mastroeni, Loretta. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008557.

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2025Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market. (2025). faff, robert ; Yew, Rand Kwong ; Ramesh, Shietal. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000489.

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2025Interconnectedness among supply chain disruptions, energy crisis, and oil market volatility on economic resilience. (2025). Fu, Yuxi ; Yang, Shaopeng. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001136.

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2025Impact of oil prices on key energy mineral prices: Fresh evidence from quantile and wavelet approaches. (2025). Yoon, Seong-Min ; Jiang, Zhuhua ; Dong, Xiyong. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002853.

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2025Advanced time series forecasting for commodities: Insights from the FEDformer model. (2025). Ge, Lei ; Huang, Qiwei ; Zhu, Fengshuang ; Chen, Shun. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003378.

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2025Does excess futures market demand affect the spot price of oil?. (2025). Decoste, Joseph. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325004487.

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2025Corporate investment decisions and related commodities: International evidence from energy and mining industries. (2025). Abrokwah, M ; Smimou, K ; Drougas, A. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325005936.

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2025Dynamics of co-bubble networks across commodity futures prices and portfolio performance. (2025). Chen, Yan ; Zhang, Lei ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:150:y:2025:i:c:s0140988325006668.

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2025Geopolitical risk and extreme spillovers among oil-based energy commodities. (2025). Pastorek, Daniel ; Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even. In: Energy Economics. RePEc:eee:eneeco:v:152:y:2025:i:c:s0140988325008072.

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2025Exploring the cost of carry in Chinese energy futures: Does it interact with the energy stock market?. (2025). Lin, Boqiang ; Tian, Weimin. In: Energy. RePEc:eee:energy:v:337:y:2025:i:c:s0360544225043452.

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2025Return connectedness between energy commodities and stock markets: New evidence from 31 energy sector companies in Europe. (2025). Kliber, Agata ; Echaust, Krzysztof ; Just, Magorzata. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925001814.

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2025Multiscale risk spillovers among critical mineral markets - insights from conditional and aggregated connectedness approach. (2025). Gao, Wang ; Wei, Jiajia ; Zhang, Hongwei. In: International Review of Financial Analysis. RePEc:eee:finana:v:107:y:2025:i:c:s105752192500609x.

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2025The risk connectedness between international crude oil market and Chinese asset markets: From the perspective of common and idiosyncratic information. (2025). Li, Jianfeng ; Wang, Hui ; Tao, Zhensheng ; Yao, Xiaoyang ; Yu, Senyuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:108:y:2025:i:pa:s1057521925007495.

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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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2025Market impact of the bitcoin ETF introduction on bitcoin futures. (2025). Xu, KE ; Chen, Yu-Lun ; Yang, Jimmy J. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007427.

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2025Does ambiguity drive the disposition effect?. (2025). Yoshikawa, Daisuke ; Iwaki, Hideki. In: International Review of Financial Analysis. RePEc:eee:finana:v:98:y:2025:i:c:s1057521924008196.

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2024Near-term forward rate spread and commodity index relationship with real economic activity in Brazil. (2024). Palazzi, Rafael Baptista ; Klotzle, Marcelo Cabus ; Schlomer, Johnny Barrelli. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005130.

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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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2025Managerial overconfidence and corporate digital transformation. (2025). Song, Xinwei ; Zhang, LI. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325000935.

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2025Risk spillovers between the BRICS and the U.S. staple grain futures markets. (2025). Zhou, Wei-Xing ; Yang, Yan-Hong ; Shao, Ying-Hui. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s154461232500100x.

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2025How information structure shapes insider valuation bias: Evidence from insider selling in China. (2025). Ding, Yuyang ; Liu, Xinmiao. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pd:s1544612325014618.

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2025Analytically pricing commodity futures options in a regime-switching financialization framework. (2025). He, Xin-Jiang ; Chen, Wenting ; Huo, Zhongyao. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pe:s1544612325015004.

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2025Acquisition of financial resources, dynamic capabilities, and embedding in corporate ecosystem platforms. (2025). He, Junyi. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pb:s1544612325017052.

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2025Deviations from Benford’s law in asset valuations: Market prices vs. expert estimates. (2025). Cano-Rodrguez, Manuel. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pb:s1544612325017465.

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2024Arbitrage opportunities and efficiency tests in crypto derivatives. (2024). Chen, XI ; Alexander, Carol ; Wang, Tianyi ; Deng, Jun. In: Journal of Financial Markets. RePEc:eee:finmar:v:71:y:2024:i:c:s138641812400048x.

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2025Systemic risk and oil price volatility shocks. (2025). Filis, George ; Filippidis, Michail ; Colak, Gonul ; Chatziantoniou, Ioannis ; Tzouvanas, Panagiotis. In: Journal of Financial Stability. RePEc:eee:finsta:v:79:y:2025:i:c:s1572308925000610.

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2025Comovement and S&P 500 membership. (2025). Decoste, Joseph. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000377.

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2025Divergence from Benford’s law fails to measure financial statement accuracy. (2025). Cano-Rodrguez, Manuel ; Licern-Gutirrez, Ana ; Nez-Nickel, Manuel. In: International Journal of Accounting Information Systems. RePEc:eee:ijoais:v:56:y:2025:i:c:s1467089525000211.

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2025Tail risk contagion and connectedness between crude oil, natural gas, heating oil, precious metals, and international stock markets. (2025). Gk, Remzi ; Gemici, Eray ; Mensi, Walid ; Kang, Sang Hoon. In: International Economics. RePEc:eee:inteco:v:181:y:2025:i:c:s2110701724000933.

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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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2025Wash trading and insider sales in NFT markets. (2025). Zhang, Tianyang ; Wang, Shirui ; Cheng, Nieyan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:180:y:2025:i:c:s0378426625001499.

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2025Option price asymmetry, speculation and stock short-sale cost. (2025). Zhang, Yuanyi ; Ma, Jiantao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:180:y:2025:i:c:s0378426625001591.

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2025The effect of superstitious beliefs on financial reporting conservatism: Evidence from Chinese “Zodiac Year”. (2025). Si, Deng-Kui ; Pan, Yukun ; Du, Qianqian. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:231:y:2025:i:c:s0167268125000368.

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2024Commodity currencies revisited: The role of global commodity price uncertainty. (2024). Karadimitropoulou, Aikaterini ; Ferrara, Laurent ; Bermpei, Theodora ; Triantafyllou, Athanasios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000834.

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2025Fiscal spillovers through informal financial channels. (2025). Kennedy, Austin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001135.

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2025Does investor attention drive cryptocurrency markets? Insights from network connectedness and portfolio applications. (2025). Wang, Ming-Hui ; Wu, Feng-Lin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001263.

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2025Global and local drivers of Bitcoin trading vis-à-vis fiat currencies. (2025). di Casola, Paola ; Habib, Maurizio Michael ; Tercero-Lucas, David. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:158:y:2025:i:c:s0261560625001408.

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2025The impact of financial stress shocks on commodity prices. (2025). Wang, Kai ; Zhang, Cheng ; Zhou, Zhiping. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:159:y:2025:i:c:s0261560625001718.

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2024Revisiting the pricing impact of commodity market spillovers on equity markets. (2024). Hyde, Stuart ; Pinto Avalos, Francisco ; 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 ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000047.

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2024Four Commitments of Traders Reports puzzles, revisited: Answers from grains and oilseeds futures markets. (2024). Robe, Michel ; Roberts, John S. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000084.

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2024Stress from attention: The relationship between climate change attention and crude oil markets. (2024). Lin, Boqiang ; Chen, Yiyang ; Gong, XU. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000187.

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2024Do agricultural swaps co-move with equity markets? Evidence from the COVID-19 crisis. (2024). Prager, Daniel L ; Burns, Christopher B. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000242.

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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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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]		article32
2019Decision Making with Machine Learning and ROC Curves In: Papers.
[Full Text][Citation analysis]		paper1
2019AlphaStock: A Buying-Winners-and-Selling-Losers Investment Strategy using Interpretable Deep Reinforcement Attention Networks In: Papers.
[Full Text][Citation analysis]		paper14
2021Deep Sequence Modeling: Development and Applications in Asset Pricing In: Papers.
[Full Text][Citation analysis]		paper6
2021Crypto Wash Trading In: Papers.
[Full Text][Citation analysis]		paper20
2023Crypto Wash Trading.(2023) In: Management Science.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		article
2022Crypto Wash Trading.(2022) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		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]		paper2
2024Statistical Tests for Replacing Human Decision Makers with Algorithms In: Papers.
[Full Text][Citation analysis]		paper0
2025Statistical Tests for Replacing Human Decision Makers with Algorithms.(2025) In: Management Science.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2020A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets In: Journal of Finance.
[Full Text][Citation analysis]		article88
2024Leverage Is a Double‐Edged Sword In: Journal of Finance.
[Full Text][Citation analysis]		article2
2017Political Uncertainty and Commodity Prices In: Working Paper Series.
[Full Text][Citation analysis]		paper11
2011The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article44
2021Gender and herding In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article4
2025High frequency online inflation and term structure of interest rates: Evidence from China In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
2025Does information transmission alleviate the salience bias of fund managers? In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2020Commodity prices and GDP growth In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article23
2021Do corporate managers believe in luck? Evidence of the Chinese zodiac effect In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article9
2022Online prices and inflation during the nationwide COVID-19 quarantine period: Evidence from 107 Chinese websites In: Finance Research Letters.
[Full Text][Citation analysis]		article5
2008Long term spread option valuation and hedging In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article27
2010No-arbitrage conditions for storable commodities and the modeling of futures term structures In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article11
2011Estimating exponential affine models with correlated measurement errors: Applications to fixed income and commodities In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article11
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]		article3
2023Financialization of commodity markets ten years later In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article31
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]		article29
2025Macroeconomic effects of CBDC negative interest policy in an open economy: A comparison of quantity and price rules In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article0
2022Can the E-commercialization improve residents’ income? --Evidence from “Taobao Counties” in China In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article7
2024Financialization and Commodity Markets Serial Dependence In: Management Science.
[Full Text][Citation analysis]		article3
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 nother 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]		article14
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]		paper264
2012Index Investment and the Financialization of Commodities.(2012) In: Financial Analysts Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 264		article
2023Inclusion and Democratization Through Web3 and DeFi? Initial Evidence from the Ethereum Ecosystem In: NBER Working Papers.
[Full Text][Citation analysis]		paper9
2024FinTech Platforms and Asymmetric Network Effects: Theory and Evidence from Marketplace Lending In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2025The Tokenomics of Staking In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2026Teaching Economics to the Machines In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2013Economic Linkages, Relative Scarcity, and Commodity Futures Returns In: The Review of Financial Studies.
[Full Text][Citation analysis]		article46
2016Commodities as Collateral In: The Review of Financial Studies.
[Full Text][Citation analysis]		article17
2011The chinese financial system at the Dawn of the 21st century: An Overview In: MPRA Paper.
[Full Text][Citation analysis]		paper3
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]		article13
2012Time-varying long-run mean of commodity prices and the modeling of futures term structures In: Quantitative Finance.
[Full Text][Citation analysis]		article10
2013Cross-market soybean futures price discovery: does the Dalian Commodity Exchange affect the Chicago Board of Trade? In: Quantitative Finance.
[Full Text][Citation analysis]		article19
2013Are Chinese warrants derivatives? Evidence from connections to their underlying stocks In: Quantitative Finance.
[Full Text][Citation analysis]		article5
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
2024GPTs idea of stock factors In: Quantitative Finance.
[Full Text][Citation analysis]		article0

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