Access Statistics for Ke Tang

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
AlphaStock: A Buying-Winners-and-Selling-Losers Investment Strategy using Interpretable Deep Reinforcement Attention Networks 0 0 17 18 1 2 31 33
Decision Making with Machine Learning and ROC Curves 0 0 3 43 4 5 22 40
Index Investment and Financialization of Commodities 1 3 7 184 6 11 23 595
Maximal Gaussian Affine Models for Multiple Commodities: A Note 0 0 0 10 2 3 8 36
Political Uncertainty and Commodity Prices 0 1 6 30 1 8 32 75
Relative Scarcity of Commodities with a Long-Term Economic Relationship and the Correlation of Futures Returns 0 1 3 52 4 12 30 332
The chinese financial system at the Dawn of the 21st century: An Overview 0 0 1 144 2 3 17 234
Total Working Papers 1 5 37 481 20 44 163 1,345


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets 0 4 7 7 2 10 39 39
Are Chinese warrants derivatives? Evidence from connections to their underlying stocks 0 0 2 9 0 1 6 37
Asset pricing with heterogeneous beliefs and relative performance 0 0 1 28 1 2 20 127
China's Imported Inflation and Global Commodity Prices 0 0 6 55 0 0 11 138
China’s road to modernization 0 0 0 7 0 1 4 25
Commodities as Collateral 0 1 1 13 0 2 7 57
Commodity Investing 0 0 2 60 1 2 9 164
Corporate Governance and Firm Liquidity: Evidence from the Chinese Stock Market 0 0 1 102 1 1 7 331
Cross-market soybean futures price discovery: does the Dalian Commodity Exchange affect the Chicago Board of Trade? 0 0 1 8 0 0 3 46
Determinants of oil futures prices and convenience yields 1 1 3 16 1 1 3 58
Economic Linkages, Relative Scarcity, and Commodity Futures Returns 0 0 4 53 3 5 15 215
Estimating exponential affine models with correlated measurement errors: Applications to fixed income and commodities 0 0 1 15 0 0 2 97
Guest Editors’ Introduction: Chinese Exploration and World Economic Order 0 0 0 1 0 0 1 3
Latent jump diffusion factor estimation for commodity futures 0 1 3 4 1 4 13 19
Long term spread option valuation and hedging 1 1 5 122 2 2 13 382
Maximal Gaussian Affine Models for Multiple Commodities: A Note 0 0 0 10 1 1 2 41
No-arbitrage conditions for storable commodities and the modeling of futures term structures 0 0 1 73 0 0 7 307
Size and performance of Chinese mutual funds: The role of economy of scale and liquidity 1 2 4 27 3 7 23 137
Special Issue of Quantitative Finance on ‘Chinese Derivatives Markets’ 0 0 1 7 1 2 4 15
The determinants of homebuilder stock price exposure to lumber: Production cost versus housing demand 0 0 2 19 0 0 6 148
The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield 0 1 2 45 0 1 3 162
Time-varying long-run mean of commodity prices and the modeling of futures term structures 0 1 1 12 0 1 6 81
Total Journal Articles 3 12 48 693 17 43 204 2,629


Statistics updated 2020-09-04