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Ke Tang (汤珂)
Ke Tang (汤珂)
Verified email at tsinghua.edu.cn - Homepage
Title
Cited by
Cited by
Year
Index investment and the financialization of commodities
K Tang, W Xiong
Financial Analysts Journal 68 (6), 54-74, 2012
21172012
Impact of temperature and relative humidity on the transmission of COVID-19: a modelling study in China and the United States
J Wang, K Tang, K Feng, X Lin, W Lv, K Chen, F Wang
BMJ open 11 (2), e043863, 2021
921*2021
A tale of two premiums: The role of hedgers and speculators in commodity futures markets
W Kang, KG Rouwenhorst, K Tang
The Journal of Finance 75 (1), 377-417, 2020
209*2020
Crypto wash trading
LW Cong, X Li, K Tang, Y Yang
Management Science 69 (11), 6427-6454, 2023
2082023
Commodity investing
KG Rouwenhorst, K Tang
Annu. Rev. Financ. Econ. 4 (1), 447-467, 2012
1362012
Alphastock: A buying-winners-and-selling-losers investment strategy using interpretable deep reinforcement attention networks
J Wang, Y Zhang, K Tang, J Wu, Z Xiong
Proceedings of the 25th ACM SIGKDD international conference on knowledge …, 2019
1322019
AlphaPortfolio: Direct construction through deep reinforcement learning and interpretable AI
LW Cong, K Tang, J Wang, Y Zhang
Available at SSRN 3554486, 2021
131*2021
Economic linkages, relative scarcity, and commodity futures returns
J Casassus, P Liu, K Tang
The Review of Financial Studies 26 (5), 1324-1362, 2013
115*2013
The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield
P Liu, K Tang
Journal of Empirical Finance 18 (2), 211-224, 2011
1002011
Size and performance of Chinese mutual funds: The role of economy of scale and liquidity
K Tang, W Wang, R Xu
Pacific-Basin Finance Journal 20 (2), 228-246, 2012
932012
Corporate governance and firm liquidity: evidence from the Chinese stock market
K Tang, C Wang
Emerging Markets Finance and Trade 47 (sup1), 47-60, 2011
922011
Long-term spread option valuation and hedging
MAH Dempster, E Medova, K Tang
Commodities, 125-146, 2022
862022
Commodities as collateral
K Tang, H Zhu
The Review of Financial Studies 29 (8), 2110-2160, 2016
582016
Inclusion and democratization through web3 and defi? initial evidence from the ethereum ecosystem
LW Cong, K Tang, Y Wang, X Zhao
National Bureau of Economic Research, 2023
532023
Commodity prices and GDP growth
Y Ge, K Tang
International Review of Financial Analysis 71, 101512, 2020
512020
Value premium, network adoption, and factor pricing of crypto assets
LW Cong, GA Karolyi, K Tang, W Zhao
Network Adoption, and Factor Pricing of Crypto Assets (December 2021), 2021
502021
Cross-market soybean futures price discovery: does the Dalian Commodity Exchange affect the Chicago Board of Trade?
L Han, R Liang, KE Tang
Commodities, 197-216, 2022
472022
Political uncertainty and commodity markets
K Hou, K Tang, B Zhang
Fisher College of Business Working Paper, 025, 2020
402020
Determinants of oil futures prices and convenience yields
MAH Dempster, E Medova, K Tang
Commodities, 27-48, 2022
362022
Time-varying long-run mean of commodity prices and the modeling of futures term structures
K Tang
Quantitative Finance 12 (5), 781-790, 2012
342012
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Articles 1–20