13
H index
17
i10 index
634
Citations
Tsinghua University | 13 H index 17 i10 index 634 Citations RESEARCH PRODUCTION: 33 Articles 15 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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 |
---|---|
Quantitative Finance | 6 |
Journal of Banking & Finance | 4 |
Emerging Markets Finance and Trade | 3 |
International Review of Financial Analysis | 2 |
Journal of Commodity Markets | 2 |
Journal of Empirical Finance | 2 |
The Review of Financial Studies | 2 |
Journal of Finance | 2 |
Working Papers Series with more than one paper published | # docs |
---|---|
Papers / arXiv.org | 7 |
NBER Working Papers / National Bureau of Economic Research, Inc | 4 |
Documentos de Trabajo / Instituto de Economia. Pontificia Universidad Cat�lica de Chile. | 2 |
Year ![]() | Title of citing document ![]() |
---|---|
2024 | Tail Dependence of Commodity Futures Returns in the Agricultural and Energy Sectors. (2024). Lach, Agnieszka. In: Roczniki (Annals). RePEc:ags:paaero:348657. Full description at Econpapers || Download paper |
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 |
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 | MILLION: 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. Full description at Econpapers || Download paper |
2024 | Risk 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. Full description at Econpapers || Download paper |
2025 | Multiscale 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. Full description at Econpapers || Download paper |
2025 | A 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. Full description at Econpapers || Download paper |
2025 | Reinforcement-Learning Portfolio Allocation with Dynamic Embedding of Market Information. (2025). Zheng, Zeyu ; Zhou, Chunyang ; Hua, Cheng. In: Papers. RePEc:arx:papers:2501.17992. Full description at Econpapers || Download paper |
2025 | Does the financialization of agricultural commodities impact food security? An empirical investigation. (2025). Kulkarni, Nishil. In: Papers. RePEc:arx:papers:2502.05560. Full description at Econpapers || Download paper |
2025 | Causality 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. Full description at Econpapers || Download paper |
2025 | Understanding the Commodity Futures Term Structure Through Signatures. (2025). Sturm, Stephan ; Krishnan, Hari P. In: Papers. RePEc:arx:papers:2503.00603. Full description at Econpapers || Download paper |
2024 | Decentralised dealers? examining liquidity provision in decentralised exchanges. (). Gambacorta, Leonardo ; Krekel, William ; Aquilina, Matteo ; Foley, Sean. In: BIS Working Papers. RePEc:bis:biswps:1227. 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 |
2024 | . Full description at Econpapers || Download paper |
2025 | Liquidity, 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. 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 |
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 |
2024 | Does 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. Full description at Econpapers || Download paper |
2024 | A 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. 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 |
2025 | The 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. 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 |
2024 | The 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. 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 |
2024 | Commodity 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. Full description at Econpapers || Download paper |
2024 | Impact 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. Full description at Econpapers || Download paper |
2024 | Financial 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. Full description at Econpapers || Download paper |
2024 | Energy 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. Full description at Econpapers || Download paper |
2024 | California carbon allowance futures. (2024). Zhai, Jia ; Shi, Shimeng. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324012947. Full description at Econpapers || Download paper |
2024 | Asymmetric 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. 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 |
2024 | Did 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. 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 | The 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. Full description at Econpapers || Download paper |
2024 | Mineral 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. Full description at Econpapers || Download paper |
2024 | Dynamic 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. 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 |
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 |
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 |
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 |
2024 | Food 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. Full description at Econpapers || Download paper |
2025 | Macroeconomic 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. 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 |
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 | The 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. Full description at Econpapers || Download paper |
2024 | How 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. Full description at Econpapers || Download paper |
2025 | Joint 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. Full description at Econpapers || Download paper |
2024 | COVID-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. 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 |
2024 | Financial 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Financial 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. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
---|---|---|---|
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 | 14 |
2021 | Deep Sequence Modeling: Development and Applications in Asset Pricing In: Papers. [Full Text][Citation analysis] | paper | 3 |
2021 | Crypto Wash Trading In: Papers. [Full Text][Citation analysis] | paper | 8 |
2023 | Crypto Wash Trading.(2023) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2022 | Crypto Wash Trading.(2022) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | 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 |
2024 | 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 | 64 |
2024 | Leverage Is a Double‐Edged Sword In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
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 | 42 |
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 | 26 |
2010 | No-arbitrage conditions for storable commodities and the modeling of futures term structures In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 11 |
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 | 16 |
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 | 4 |
2024 | Financialization and Commodity Markets Serial Dependence In: Management Science. [Full Text][Citation analysis] | article | 0 |
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 | 202 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 202 | article | ||
2023 | Inclusion and Democratization Through Web3 and DeFi? Initial Evidence from the Ethereum Ecosystem In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
2024 | FinTech Platforms and Asymmetric Network Effects: Theory and Evidence from Marketplace Lending In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Economic Linkages, Relative Scarcity, and Commodity Futures Returns In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 43 |
2016 | Commodities as Collateral In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 16 |
2011 | The chinese financial system at the Dawn of the 21st century: An Overview In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
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 | 9 |
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 | 15 |
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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team