Ming Gu

Xiamen University - School of Economics

Xiamen, Fujian

China

SCHOLARLY PAPERS

11

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SSRN CITATIONS
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Top 26,306

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41

CROSSREF CITATIONS

4

Scholarly Papers (11)

1.

Relative Basis: A Better Measure of the Convenience Yield

Number of pages: 61 Posted: 21 Jun 2019 Last Revised: 19 Jun 2023
Ming Gu, Wenjin Kang, Dong Lou and Ke Tang
Xiamen University - School of Economics, Faculty of Business Administration, University of Macau, London School of Economics & Political Science (LSE) and Institute of Economics, School of Social Sciences, Tsinghua University
Downloads 848 (54,298)

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commodity markets, futures basis, convenience yield, commodity futures returns, theory of storage

2.

The Effects of Margin Trading on Earnings Management: A Natural Experiment from China

Number of pages: 58 Posted: 14 Jun 2016 Last Revised: 20 Jul 2023
Boston College - Department of Finance, Xiamen University - School of Economics, Fordham University and Renmin University of China - Hanqing Institute
Downloads 365 (153,686)
Citation 5

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margin trading, short-termism, earnings management

3.

Accruals and Momentum

AFA 2012 Chicago Meetings Paper
Number of pages: 45 Posted: 15 Mar 2011 Last Revised: 02 Mar 2015
Ming Gu and Yangru Wu
Xiamen University - School of Economics and Rutgers University, Newark - School of Business - Department of Finance & Economics
Downloads 360 (156,016)
Citation 1

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momentum, accruals, earnings overestimation, earnings manipulation

4.

Market Volatility and the Trend Factor

Number of pages: 15 Posted: 29 Nov 2023
Xiamen University - School of Economics, University of North Georgia, Xiamen University - Wang Yanan Institute for Studies in Economics (WISE) and Clemson University - Department of Finance
Downloads 331 (170,807)

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market volatility, trend factor, time-series variation, information uncertainty

5.

Economic Policy Uncertainty and Momentum

Financial Management, Forthcoming
Number of pages: 52 Posted: 04 Mar 2018 Last Revised: 09 Jul 2020
Xiamen University - School of Economics, University of North Georgia, Rutgers University, Newark - School of Business - Department of Finance & Economics and Clemson University - Department of Finance
Downloads 290 (196,369)
Citation 11

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Economic Policy Uncertainty, Time-Series Variation of Momentum, Fund-Flow-Induced Trading

6.

Too Much to Learn? The (Un)intended Consequences of RegTech Development on Mergers and Acquisitions

Journal of Corporate Finance, Forthcoming
Number of pages: 48 Posted: 16 Mar 2021 Last Revised: 20 May 2023
Ming Gu, Dongxu Li and Xiaoran Ni
Xiamen University - School of Economics, Xiamen University - Wang Yanan Institute for Studies in Economics (WISE) and Xiamen University - School of Economics
Downloads 194 (290,770)
Citation 3

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Regulation Technology (RegTech); EDGAR; Mergers and Acquisitions (M&As); Firm Acquisitiveness; Price Efficiency

7.

Dissecting the Lottery-Like Anomaly: Evidence from China

Number of pages: 49 Posted: 01 May 2023 Last Revised: 28 Sep 2023
Ming Gu, Yi Hu and Zhitao Xiong
Xiamen University - School of Economics, Renmin University of China - Hanqing Institute and Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Downloads 193 (290,770)

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Lottery-like anomaly, Overnight returns, Lottery preference, Limits of arbitrage

The Role of Analysts: An Examination of the Idiosyncratic Volatility Anomaly in the Chinese Stock Market

Journal of Empirical Finance, Forthcoming
Number of pages: 49 Posted: 08 Aug 2018 Last Revised: 02 Jun 2020
Ming Gu, George J. Jiang and Bu Xu
Xiamen University - School of Economics, Washington State University and Beijing University of Chemical Technology
Downloads 120 (431,541)
Citation 3

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Analyst Coverage; Analyst Revision; Idiosyncratic Volatility Anomaly; Chinese Stock Market

The Role of Analysts: An Examination of the Idiosyncratic Volatility Anomaly in the Chinese Stock Market

Number of pages: 46 Posted: 27 Jan 2018
Ming Gu, George J. Jiang and Bu Xu
Xiamen University - School of Economics, Washington State University and Beijing University of Chemical Technology
Downloads 36 (835,728)
Citation 3

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Analyst Coverage, Analyst Revision, Idiosyncratic Volatility Anomaly, Chinese Stock Market

The Role of Analysts: An Examination of the Idiosyncratic Volatility Anomaly in the Chinese Stock Market

Number of pages: 37 Posted: 30 Jan 2017
Ming Gu, George J. Jiang and Bu Xu
Xiamen University - School of Economics, Washington State University and Beijing University of Chemical Technology
Downloads 26 (926,134)

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9.

Margin Trading and Corporate Investment: Evidence from a Deregulation Experiment in China

Number of pages: 57 Posted: 29 Nov 2023
Boston College - Department of Finance, Xiamen University - School of Economics, Hong Kong University of Science & Technology (HKUST) and affiliation not provided to SSRN
Downloads 102 (483,950)

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Margin trading, speculative market, corporate investment, short-termism

How Price Limit Affects the Market Efficiency in a Short-sale Constrained Market? Evidence from a Quasi-Natural Experiment

Number of pages: 53 Posted: 17 Jun 2022 Last Revised: 11 Aug 2022
Haiqiang Chen, Ming Gu and Bo Ni
Xiamen University, Xiamen University - School of Economics and Xiamen University - School of Economics
Downloads 70 (617,132)

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Price Limit; Market Efficiency; Short-Sale Constraints

How Price Limit Affects the Market Efficiency in a Short-Sale Constrained Market? Evidence from a Quasi-Natural Experiment

Journal of Empirical Finance, Forthcoming
Number of pages: 52 Posted: 29 Aug 2022 Last Revised: 19 Sep 2023
Haiqiang Chen, Ming Gu and Bo Ni
Xiamen University, Xiamen University - School of Economics and Xiamen University - School of Economics
Downloads 31 (879,004)
Citation 1

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Price Limit, Market Efficiency,Short-Sale Constraints

11.

Invisible Hand and Helping Hand: Private Placement of Public Equity in China

Journal of Corporate Finance, Forthcoming
Number of pages: 46 Posted: 29 Jun 2017 Last Revised: 25 Sep 2018
G. Nathan Dong, Ming Gu and Hua He
Boston College - Department of Finance, Xiamen University - School of Economics and Cheung Kong Graduate School of Business
Downloads 62 (647,378)

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private placements, Chinese stock market, regulatory intervention, long-term performance