Index investment and the financialization of commodities K Tang, W Xiong Financial Analysts Journal 68 (6), 54-74, 2012 | 2095 | 2012 |
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 | 906* | 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 | 203* | 2020 |
Crypto wash trading LW Cong, X Li, K Tang, Y Yang Management Science 69 (11), 6427-6454, 2023 | 198 | 2023 |
Commodity investing KG Rouwenhorst, K Tang Annu. Rev. Financ. Econ. 4 (1), 447-467, 2012 | 134 | 2012 |
AlphaPortfolio: Direct construction through deep reinforcement learning and interpretable AI LW Cong, K Tang, J Wang, Y Zhang Available at SSRN 3554486, 2021 | 125* | 2021 |
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 | 116 | 2019 |
Economic linkages, relative scarcity, and commodity futures returns J Casassus, P Liu, K Tang The Review of Financial Studies 26 (5), 1324-1362, 2013 | 113* | 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 | 105 | 2011 |
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 | 92 | 2012 |
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 | 89 | 2011 |
Long-term spread option valuation and hedging MAH Dempster, E Medova, K Tang Commodities, 125-146, 2022 | 86 | 2022 |
Commodities as collateral K Tang, H Zhu The Review of Financial Studies 29 (8), 2110-2160, 2016 | 58 | 2016 |
Commodity prices and GDP growth Y Ge, K Tang International Review of Financial Analysis 71, 101512, 2020 | 45 | 2020 |
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 | 43 | 2022 |
Political uncertainty and commodity markets K Hou, K Tang, B Zhang Fisher College of Business Working Paper, 025, 2020 | 38 | 2020 |
Determinants of oil futures prices and convenience yields MAH Dempster, E Medova, K Tang Commodities, 27-48, 2022 | 36 | 2022 |
Time-varying long-run mean of commodity prices and the modeling of futures term structures K Tang Quantitative Finance 12 (5), 781-790, 2012 | 35 | 2012 |
Estimating exponential affine models with correlated measurement errors: Applications to fixed income and commodities MAH Dempster, K Tang Journal of Banking & Finance 35 (3), 639-652, 2011 | 30 | 2011 |
商业银行竞争, 效率及其关系研究--以韩国, 中国台湾和中国大陆为例 黄隽, 汤珂 中国社会科学, 69-86, 2008 | 30 | 2008 |