IDEAS home Printed from https://ideas.repec.org/f/pta430.html
   My authors  Follow this author

Ke Tang

Personal Details

First Name:Ke
Middle Name:
Last Name:Tang
Suffix:
RePEc Short-ID:pta430
[This author has chosen not to make the email address public]

Affiliation

Institute of Economics
Tsinghua University

Beijing, China
http://www.tsinghua.edu.cn/publish/ies/
RePEc:edi:ietsicn (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Lin William Cong & Ke Tang & Danxia Xie & Weiyi Zhao, 2024. "FinTech Platforms and Asymmetric Network Effects: Theory and Evidence from Marketplace Lending," NBER Working Papers 33173, National Bureau of Economic Research, Inc.
  2. Lin William Cong & Ke Tang & Yanxin Wang & Xi Zhao, 2023. "Inclusion and Democratization Through Web3 and DeFi? Initial Evidence from the Ethereum Ecosystem," NBER Working Papers 30949, National Bureau of Economic Research, Inc.
  3. Kai Feng & Han Hong & Ke Tang & Jingyuan Wang, 2023. "Statistical Tests for Replacing Human Decision Makers with Algorithms," Papers 2306.11689, arXiv.org, revised Dec 2024.
  4. Darija Barak & Edoardo Gallo & Ke Rong & Ke Tang & Wei Du, 2022. "Experience of the COVID-19 pandemic in Wuhan leads to a lasting increase in social distancing," Papers 2208.04117, arXiv.org, revised Oct 2022.
  5. Lin William Cong & Ke Tang & Bing Wang & Jingyuan Wang, 2021. "An AI-assisted Economic Model of Endogenous Mobility and Infectious Diseases: The Case of COVID-19 in the United States," Papers 2109.10009, arXiv.org.
  6. Lin William Cong & Ke Tang & Jingyuan Wang & Yang Zhang, 2021. "Deep Sequence Modeling: Development and Applications in Asset Pricing," Papers 2108.08999, arXiv.org.
  7. Lin William Cong & Xi Li & Ke Tang & Yang Yang, 2021. "Crypto Wash Trading," Papers 2108.10984, arXiv.org.
  8. Jingyuan Wang & Yang Zhang & Ke Tang & Junjie Wu & Zhang Xiong, 2019. "AlphaStock: A Buying-Winners-and-Selling-Losers Investment Strategy using Interpretable Deep Reinforcement Attention Networks," Papers 1908.02646, arXiv.org.
  9. Kai Feng & Han Hong & Ke Tang & Jingyuan Wang, 2019. "Decision Making with Machine Learning and ROC Curves," Papers 1905.02810, arXiv.org.
  10. Hou, Kewei & Tang, Ke & Zhang, Bohui, 2017. "Political Uncertainty and Commodity Prices," Working Paper Series 2017-25, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  11. Jaime Casassus & Peng Liu & Ke Tang, 2014. "Maximal Gaussian Affine Models for Multiple Commodities: A Note," Documentos de Trabajo 456, Instituto de Economia. Pontificia Universidad Católica de Chile..
  12. Jaime Casassus & Peng Liu & Ke Tang, 2011. "Relative Scarcity of Commodities with a Long-Term Economic Relationship and the Correlation of Futures Returns," Documentos de Trabajo 404, Instituto de Economia. Pontificia Universidad Católica de Chile..
  13. Yulu, Chen & Yong, Ma & Ke, Tang, 2011. "The chinese financial system at the Dawn of the 21st century: An Overview," MPRA Paper 36027, University Library of Munich, Germany.
  14. Ke Tang & Wei Xiong, 2010. "Index Investment and Financialization of Commodities," NBER Working Papers 16385, National Bureau of Economic Research, Inc.

Articles

  1. Avanidhar Subrahmanyam & Ke Tang & Jingyuan Wang & Xuewei Yang, 2024. "Leverage Is a Double‐Edged Sword," Journal of Finance, American Finance Association, vol. 79(2), pages 1579-1634, April.
  2. Zhi Da & Ke Tang & Yubo Tao & Liyan Yang, 2024. "Financialization and Commodity Markets Serial Dependence," Management Science, INFORMS, vol. 70(4), pages 2122-2143, April.
  3. Kang, Wenjin & Tang, Ke & Wang, Ningli, 2023. "Financialization of commodity markets ten years later," Journal of Commodity Markets, Elsevier, vol. 30(C).
  4. Lin William Cong & Xi Li & Ke Tang & Yang Yang, 2023. "Crypto Wash Trading," Management Science, INFORMS, vol. 69(11), pages 6427-6454, November.
  5. Tang, Ke & Xiong, Qiaoqin & Zhang, Fengyu, 2022. "Can the E-commercialization improve residents’ income? --Evidence from “Taobao Counties” in China," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 540-553.
  6. Jiang, Tingfeng & Liu, Taoxiong & Tang, Ke & Zeng, Jiaqing, 2022. "Online prices and inflation during the nationwide COVID-19 quarantine period: Evidence from 107 Chinese websites," Finance Research Letters, Elsevier, vol. 49(C).
  7. Zheng, Zhigang & Tang, Ke & Liu, Yaodong & Guo, Jie Michael, 2021. "Gender and herding," Journal of Empirical Finance, Elsevier, vol. 64(C), pages 379-400.
  8. Li, Jiarong & Guo, Jie Michael & Hu, Nan & Tang, Ke, 2021. "Do corporate managers believe in luck? Evidence of the Chinese zodiac effect," International Review of Financial Analysis, Elsevier, vol. 77(C).
  9. Ge, Yiqing & Tang, Ke, 2020. "Commodity prices and GDP growth," International Review of Financial Analysis, Elsevier, vol. 71(C).
  10. Wenjin Kang & K. Geert Rouwenhorst & Ke Tang, 2020. "A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets," Journal of Finance, American Finance Association, vol. 75(1), pages 377-417, February.
  11. Ke Tang, 2020. "Editor’s foreword," Quantitative Finance, Taylor & Francis Journals, vol. 20(12), pages 1901-1902, December.
  12. Dempster, M.A.H. & Medova, Elena & Tang, Ke, 2018. "Latent jump diffusion factor estimation for commodity futures," Journal of Commodity Markets, Elsevier, vol. 9(C), pages 35-54.
  13. Ke Tang, 2018. "Special Issue of Quantitative Finance on ‘Chinese Derivatives Markets’," Quantitative Finance, Taylor & Francis Journals, vol. 18(9), pages 1451-1451, September.
  14. Jinghai Zheng & Liming Wang & Ke Tang, 2016. "China’s road to modernization," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 14(1), pages 1-8, February.
  15. Ke Tang & Haoxiang Zhu, 2016. "Commodities as Collateral," The Review of Financial Studies, Society for Financial Studies, vol. 29(8), pages 2110-2160.
  16. Jaime Casassus & Peng Liu & Ke Tang, 2015. "Maximal Gaussian Affine Models for Multiple Commodities: A Note," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(1), pages 75-86, January.
  17. Jinghai Zheng & Liming Wang & Ke Tang, 2014. "Guest Editors’ Introduction: Chinese Exploration and World Economic Order," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(S6), pages 1-3, November.
  18. Ke Tang & Changyun Wang & Shiyi Wang, 2014. "China's Imported Inflation and Global Commodity Prices," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(3), pages 162-177, May.
  19. Huang, Shiyang & Qiu, Zhigang & Shang, Qi & Tang, Ke, 2013. "Asset pricing with heterogeneous beliefs and relative performance," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4107-4119.
  20. Liyan Han & Rong Liang & Ke Tang, 2013. "Cross-market soybean futures price discovery: does the Dalian Commodity Exchange affect the Chicago Board of Trade?," Quantitative Finance, Taylor & Francis Journals, vol. 13(4), pages 613-626, March.
  21. Ke Tang & Changyun Wang, 2013. "Are Chinese warrants derivatives? Evidence from connections to their underlying stocks," Quantitative Finance, Taylor & Francis Journals, vol. 13(8), pages 1225-1240, July.
  22. Jaime Casassus & Peng Liu & Ke Tang, 2013. "Economic Linkages, Relative Scarcity, and Commodity Futures Returns," The Review of Financial Studies, Society for Financial Studies, vol. 26(5), pages 1324-1362.
  23. M. A. H. Dempster & Elena Medova & Ke Tang, 2012. "Determinants of oil futures prices and convenience yields," Quantitative Finance, Taylor & Francis Journals, vol. 12(12), pages 1795-1809, December.
  24. Tang, Ke & Wang, Wenjun & Xu, Rong, 2012. "Size and performance of Chinese mutual funds: The role of economy of scale and liquidity," Pacific-Basin Finance Journal, Elsevier, vol. 20(2), pages 228-246.
  25. K. Geert Rouwenhorst & Ke Tang, 2012. "Commodity Investing," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 447-467, October.
  26. Ke Tang, 2012. "Time-varying long-run mean of commodity prices and the modeling of futures term structures," Quantitative Finance, Taylor & Francis Journals, vol. 12(5), pages 781-790, April.
  27. Ke Tang & Wei Xiong, 2012. "Index Investment and the Financialization of Commodities," Financial Analysts Journal, Taylor & Francis Journals, vol. 68(6), pages 54-74, November.
  28. Liu, Peng & Lu, Xiaomeng & Tang, Ke, 2012. "The determinants of homebuilder stock price exposure to lumber: Production cost versus housing demand," Journal of Housing Economics, Elsevier, vol. 21(3), pages 211-222.
  29. Ke Tang & Changyun Wang, 2011. "Corporate Governance and Firm Liquidity: Evidence from the Chinese Stock Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(0), pages 47-60, January.
  30. Liu, Peng & Tang, Ke, 2011. "The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield," Journal of Empirical Finance, Elsevier, vol. 18(2), pages 211-224, March.
  31. Dempster, M.A.H. & Tang, Ke, 2011. "Estimating exponential affine models with correlated measurement errors: Applications to fixed income and commodities," Journal of Banking & Finance, Elsevier, vol. 35(3), pages 639-652, March.
  32. Liu, Peng (Peter) & Tang, Ke, 2010. "No-arbitrage conditions for storable commodities and the modeling of futures term structures," Journal of Banking & Finance, Elsevier, vol. 34(7), pages 1675-1687, July.
  33. Dempster, M.A.H. & Medova, Elena & Tang, Ke, 2008. "Long term spread option valuation and hedging," Journal of Banking & Finance, Elsevier, vol. 32(12), pages 2530-2540, December.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Simple Impact Factor
  2. Number of Journal Pages, Weighted by Recursive Impact Factor

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 12 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BIG: Big Data (5) 2019-05-13 2019-09-02 2021-08-30 2021-09-27 2023-07-24. Author is listed
  2. NEP-CMP: Computational Economics (4) 2019-05-13 2019-09-02 2021-09-27 2023-07-24
  3. NEP-ISF: Islamic Finance (3) 2021-08-30 2021-08-30 2021-09-27
  4. NEP-PAY: Payment Systems and Financial Technology (3) 2021-08-30 2023-01-23 2023-03-27
  5. NEP-BAN: Banking (2) 2021-08-30 2023-01-23
  6. NEP-ECM: Econometrics (2) 2019-05-13 2021-08-30
  7. NEP-FMK: Financial Markets (2) 2021-08-30 2023-01-23
  8. NEP-HEA: Health Economics (2) 2021-09-27 2022-09-05
  9. NEP-MST: Market Microstructure (2) 2021-08-30 2023-01-23
  10. NEP-TRA: Transition Economics (2) 2012-01-25 2022-09-05
  11. NEP-AIN: Artificial Intelligence (1) 2023-07-24
  12. NEP-CNA: China (1) 2022-09-05
  13. NEP-ENE: Energy Economics (1) 2011-12-13
  14. NEP-EXP: Experimental Economics (1) 2022-09-05
  15. NEP-FDG: Financial Development and Growth (1) 2023-03-27
  16. NEP-FLE: Financial Literacy and Education (1) 2023-03-27
  17. NEP-HIS: Business, Economic and Financial History (1) 2012-01-25
  18. NEP-LAW: Law and Economics (1) 2012-01-25
  19. NEP-MON: Monetary Economics (1) 2012-01-25
  20. NEP-POL: Positive Political Economics (1) 2018-05-28
  21. NEP-RMG: Risk Management (1) 2019-09-02
  22. NEP-URE: Urban and Real Estate Economics (1) 2021-09-27

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Ke Tang should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.