Ke Tang
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Identifer
Contact
Affiliations
-
Tsinghua University
/ Institute of Economics
Research profile
author of:
- Commodity Investing
Annual Review of Financial Economics, Annual Reviews (2012)
by K. Geert Rouwenhorst & Ke Tang
(ReDIF-article, anr:refeco:v:4:y:2012:p:447-467) - Decision Making with Machine Learning and ROC Curves
Papers, arXiv.org (2019)
by Kai Feng & Han Hong & Ke Tang & Jingyuan Wang
(ReDIF-paper, arx:papers:1905.02810) - AlphaStock: A Buying-Winners-and-Selling-Losers Investment Strategy using Interpretable Deep Reinforcement Attention Networks
Papers, arXiv.org (2019)
by Jingyuan Wang & Yang Zhang & Ke Tang & Junjie Wu & Zhang Xiong
(ReDIF-paper, arx:papers:1908.02646) - Deep Sequence Modeling: Development and Applications in Asset Pricing
Papers, arXiv.org (2021)
by Lin William Cong & Ke Tang & Jingyuan Wang & Yang Zhang
(ReDIF-paper, arx:papers:2108.08999) - Crypto Wash Trading
Papers, arXiv.org (2021)
by Lin William Cong & Xi Li & Ke Tang & Yang Yang
(ReDIF-paper, arx:papers:2108.10984) - An AI-assisted Economic Model of Endogenous Mobility and Infectious Diseases: The Case of COVID-19 in the United States
Papers, arXiv.org (2021)
by Lin William Cong & Ke Tang & Bing Wang & Jingyuan Wang
(ReDIF-paper, arx:papers:2109.10009) - Experience of the COVID-19 pandemic in Wuhan leads to a lasting increase in social distancing
Papers, arXiv.org (2022)
by Darija Barak & Edoardo Gallo & Ke Rong & Ke Tang & Wei Du
(ReDIF-paper, arx:papers:2208.04117) - Statistical Tests for Replacing Human Decision Makers with Algorithms
Papers, arXiv.org (2023)
by Kai Feng & Han Hong & Ke Tang & Jingyuan Wang
(ReDIF-paper, arx:papers:2306.11689) - A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets
Journal of Finance, American Finance Association (2020)
by Wenjin Kang & K. Geert Rouwenhorst & Ke Tang
(ReDIF-article, bla:jfinan:v:75:y:2020:i:1:p:377-417) - Leverage Is a Double‐Edged Sword
Journal of Finance, American Finance Association (2024)
by Avanidhar Subrahmanyam & Ke Tang & Jingyuan Wang & Xuewei Yang
(ReDIF-article, bla:jfinan:v:79:y:2024:i:2:p:1579-1634) - Political Uncertainty and Commodity Prices
Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2017)
by Hou, Kewei & Tang, Ke & Zhang, Bohui
(ReDIF-paper, ecl:ohidic:2017-25) - The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield
Journal of Empirical Finance, Elsevier (2011)
by Liu, Peng & Tang, Ke
(ReDIF-article, eee:empfin:v:18:y:2011:i:2:p:211-224) - Gender and herding
Journal of Empirical Finance, Elsevier (2021)
by Zheng, Zhigang & Tang, Ke & Liu, Yaodong & Guo, Jie Michael
(ReDIF-article, eee:empfin:v:64:y:2021:i:c:p:379-400) - Commodity prices and GDP growth
International Review of Financial Analysis, Elsevier (2020)
by Ge, Yiqing & Tang, Ke
(ReDIF-article, eee:finana:v:71:y:2020:i:c:s1057521920301563) - Do corporate managers believe in luck? Evidence of the Chinese zodiac effect
International Review of Financial Analysis, Elsevier (2021)
by Li, Jiarong & Guo, Jie Michael & Hu, Nan & Tang, Ke
(ReDIF-article, eee:finana:v:77:y:2021:i:c:s1057521921001915) - Online prices and inflation during the nationwide COVID-19 quarantine period: Evidence from 107 Chinese websites
Finance Research Letters, Elsevier (2022)
by Jiang, Tingfeng & Liu, Taoxiong & Tang, Ke & Zeng, Jiaqing
(ReDIF-article, eee:finlet:v:49:y:2022:i:c:s1544612322003865) - Long term spread option valuation and hedging
Journal of Banking & Finance, Elsevier (2008)
by Dempster, M.A.H. & Medova, Elena & Tang, Ke
(ReDIF-article, eee:jbfina:v:32:y:2008:i:12:p:2530-2540) - No-arbitrage conditions for storable commodities and the modeling of futures term structures
Journal of Banking & Finance, Elsevier (2010)
by Liu, Peng (Peter) & Tang, Ke
(ReDIF-article, eee:jbfina:v:34:y:2010:i:7:p:1675-1687) - Estimating exponential affine models with correlated measurement errors: Applications to fixed income and commodities
Journal of Banking & Finance, Elsevier (2011)
by Dempster, M.A.H. & Tang, Ke
(ReDIF-article, eee:jbfina:v:35:y:2011:i:3:p:639-652) - Asset pricing with heterogeneous beliefs and relative performance
Journal of Banking & Finance, Elsevier (2013)
by Huang, Shiyang & Qiu, Zhigang & Shang, Qi & Tang, Ke
(ReDIF-article, eee:jbfina:v:37:y:2013:i:11:p:4107-4119) - The determinants of homebuilder stock price exposure to lumber: Production cost versus housing demand
Journal of Housing Economics, Elsevier (2012)
by Liu, Peng & Lu, Xiaomeng & Tang, Ke
(ReDIF-article, eee:jhouse:v:21:y:2012:i:3:p:211-222) - Financialization of commodity markets ten years later
Journal of Commodity Markets, Elsevier (2023)
by Kang, Wenjin & Tang, Ke & Wang, Ningli
(ReDIF-article, eee:jocoma:v:30:y:2023:i:c:s240585132300003x) - Latent jump diffusion factor estimation for commodity futures
Journal of Commodity Markets, Elsevier (2018)
by Dempster, M.A.H. & Medova, Elena & Tang, Ke
(ReDIF-article, eee:jocoma:v:9:y:2018:i:c:p:35-54) - Size and performance of Chinese mutual funds: The role of economy of scale and liquidity
Pacific-Basin Finance Journal, Elsevier (2012)
by Tang, Ke & Wang, Wenjun & Xu, Rong
(ReDIF-article, eee:pacfin:v:20:y:2012:i:2:p:228-246) - Can the E-commercialization improve residents’ income? --Evidence from “Taobao Counties” in China
International Review of Economics & Finance, Elsevier (2022)
by Tang, Ke & Xiong, Qiaoqin & Zhang, Fengyu
(ReDIF-article, eee:reveco:v:78:y:2022:i:c:p:540-553) - Crypto Wash Trading
Management Science, INFORMS (2023)
by Lin William Cong & Xi Li & Ke Tang & Yang Yang
(ReDIF-article, inm:ormnsc:v:69:y:2023:i:11:p:6427-6454) - Financialization and Commodity Markets Serial Dependence
Management Science, INFORMS (2024)
by Zhi Da & Ke Tang & Yubo Tao & Liyan Yang
(ReDIF-article, inm:ormnsc:v:70:y:2024:i:4:p:2122-2143) - Relative Scarcity of Commodities with a Long-Term Economic Relationship and the Correlation of Futures Returns
Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile. (2011)
by Jaime Casassus & Peng Liu & Ke Tang
(ReDIF-paper, ioe:doctra:404) - Maximal Gaussian Affine Models for Multiple Commodities: A Note
Documentos de Trabajo, Instituto de Economia. Pontificia Universidad Católica de Chile. (2014)
by Jaime Casassus & Peng Liu & Ke Tang
(ReDIF-paper, ioe:doctra:456) - Corporate Governance and Firm Liquidity: Evidence from the Chinese Stock Market
Emerging Markets Finance and Trade, Taylor & Francis Journals (2011)
by Ke Tang & Changyun Wang
(ReDIF-article, mes:emfitr:v:47:y:2011:i:0:p:47-60) - China's Imported Inflation and Global Commodity Prices
Emerging Markets Finance and Trade, Taylor & Francis Journals (2014)
by Ke Tang & Changyun Wang & Shiyi Wang
(ReDIF-article, mes:emfitr:v:50:y:2014:i:3:p:162-177) - Guest Editors’ Introduction: Chinese Exploration and World Economic Order
Emerging Markets Finance and Trade, Taylor & Francis Journals (2014)
by Jinghai Zheng & Liming Wang & Ke Tang
(ReDIF-article, mes:emfitr:v:50:y:2014:i:s6:p:1-3) - Index Investment and Financialization of Commodities
NBER Working Papers, National Bureau of Economic Research, Inc (2010)
by Ke Tang & Wei Xiong
(ReDIF-paper, nbr:nberwo:16385) - Crypto Wash Trading
NBER Working Papers, National Bureau of Economic Research, Inc (2022)
by Lin William Cong & Xi Li & Ke Tang & Yang Yang
(ReDIF-paper, nbr:nberwo:30783) - Inclusion and Democratization Through Web3 and DeFi? Initial Evidence from the Ethereum Ecosystem
NBER Working Papers, National Bureau of Economic Research, Inc (2023)
by Lin William Cong & Ke Tang & Yanxin Wang & Xi Zhao
(ReDIF-paper, nbr:nberwo:30949) - FinTech Platforms and Asymmetric Network Effects: Theory and Evidence from Marketplace Lending
NBER Working Papers, National Bureau of Economic Research, Inc (2024)
by Lin William Cong & Ke Tang & Danxia Xie & Weiyi Zhao
(ReDIF-paper, nbr:nberwo:33173) - Economic Linkages, Relative Scarcity, and Commodity Futures Returns
The Review of Financial Studies, Society for Financial Studies (2013)
by Jaime Casassus & Peng Liu & Ke Tang
(ReDIF-article, oup:rfinst:v:26:y:2013:i:5:p:1324-1362) - Commodities as Collateral
The Review of Financial Studies, Society for Financial Studies (2016)
by Ke Tang & Haoxiang Zhu
(ReDIF-article, oup:rfinst:v:29:y:2016:i:8:p:2110-2160.) - The chinese financial system at the Dawn of the 21st century: An Overview
MPRA Paper, University Library of Munich, Germany (2011)
by Yulu, Chen & Yong, Ma & Ke, Tang
(ReDIF-paper, pra:mprapa:36027) - China’s road to modernization
Journal of Chinese Economic and Business Studies, Taylor & Francis Journals (2016)
by Jinghai Zheng & Liming Wang & Ke Tang
(ReDIF-article, taf:jocebs:v:14:y:2016:i:1:p:1-8) - Determinants of oil futures prices and convenience yields
Quantitative Finance, Taylor & Francis Journals (2012)
by M. A. H. Dempster & Elena Medova & Ke Tang
(ReDIF-article, taf:quantf:v:12:y:2012:i:12:p:1795-1809) - Time-varying long-run mean of commodity prices and the modeling of futures term structures
Quantitative Finance, Taylor & Francis Journals (2012)
by Ke Tang
(ReDIF-article, taf:quantf:v:12:y:2012:i:5:p:781-790) - Cross-market soybean futures price discovery: does the Dalian Commodity Exchange affect the Chicago Board of Trade?
Quantitative Finance, Taylor & Francis Journals (2013)
by Liyan Han & Rong Liang & Ke Tang
(ReDIF-article, taf:quantf:v:13:y:2013:i:4:p:613-626) - Are Chinese warrants derivatives? Evidence from connections to their underlying stocks
Quantitative Finance, Taylor & Francis Journals (2013)
by Ke Tang & Changyun Wang
(ReDIF-article, taf:quantf:v:13:y:2013:i:8:p:1225-1240) - Special Issue of Quantitative Finance on ‘Chinese Derivatives Markets’
Quantitative Finance, Taylor & Francis Journals (2018)
by Ke Tang
(ReDIF-article, taf:quantf:v:18:y:2018:i:9:p:1451-1451) - Editor’s foreword
Quantitative Finance, Taylor & Francis Journals (2020)
by Ke Tang
(ReDIF-article, taf:quantf:v:20:y:2020:i:12:p:1901-1902) - Index Investment and the Financialization of Commodities
Financial Analysts Journal, Taylor & Francis Journals (2012)
by Ke Tang & Wei Xiong
(ReDIF-article, taf:ufajxx:v:68:y:2012:i:6:p:54-74) - Maximal Gaussian Affine Models for Multiple Commodities: A Note
Journal of Futures Markets, John Wiley & Sons, Ltd. (2015)
by Jaime Casassus & Peng Liu & Ke Tang
(ReDIF-article, wly:jfutmk:v:35:y:2015:i:1:p:75-86)