Guoshi Tong

Renmin University

59 Zhongguancun Street

Beijing, 100872

China

SCHOLARLY PAPERS

6

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SSRN CITATIONS
Rank 966

SSRN RANKINGS

Top 966

in Total Papers Citations

176

CROSSREF CITATIONS

1,040

Scholarly Papers (6)

Economic Policy Uncertainty in China and Stock Market Expected Returns

Number of pages: 33 Posted: 13 Jul 2016 Last Revised: 18 Jul 2017
Jian Chen, Fuwei Jiang and Guoshi Tong
Xiamen University - School of Economics, Central University of Finance and Economics (CUFE) and Renmin University
Downloads 925 (31,035)
Citation 5

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Return Predictability, Economic Policy Uncertainty, Out-of-sample Forecasting, Asset Allocation, Chinese Stock Market

Economic Policy Uncertainty in China and Stock Market Expected Returns

Accounting & Finance, Vol. 57, Issue 5, pp. 1265-1286, 2017
Number of pages: 22 Posted: 27 Mar 2018
Jian Chen, Fuwei Jiang and Guoshi Tong
Xiamen University - School of Economics, Central University of Finance and Economics (CUFE) and Renmin University
Downloads 1 (824,115)
Citation 82
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Return predictability, Economic policy uncertainty, Out‐of‐sample forecasting, Asset allocation, Chinese stock market

2.

Scaled PCA: A New Approach to Dimension Reduction

Number of pages: 38 Posted: 14 May 2019 Last Revised: 27 Jan 2021
Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE), Capital University of Economics and Business, Renmin University and Washington University in St. Louis - John M. Olin Business School
Downloads 752 (41,800)
Citation 6

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Forecasting, PCA, Big Data, Machine Learning, Supervised Learning

3.

Are Bond Returns Predictable with Real-Time Macro Data?

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 50 Posted: 23 Jan 2018 Last Revised: 01 Feb 2021
Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE), Capital University of Economics and Business, Renmin University and Washington University in St. Louis - John M. Olin Business School
Downloads 584 (58,392)

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Bond Return Predictability, Real Time Macro Data, Vintage, PCA, Big Data, Machine Learning

4.

Monetary Policy Uncertainty and Bond Risk Premium

Number of pages: 41 Posted: 29 Aug 2016 Last Revised: 17 Jan 2017
Fuwei Jiang and Guoshi Tong
Central University of Finance and Economics (CUFE) and Renmin University
Downloads 472 (75,959)
Citation 4

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Bond Return Predictability, Monetary Policy Uncertainty, Out-of-sample Forecasting

5.

Nonlinearity in the Cross-Section of Stock Returns: Evidence from China

Number of pages: 61 Posted: 27 Feb 2021 Last Revised: 21 Aug 2021
Dongxu Chen, Guoshi Tong, Jianqiu Wang and Ke Wu
Renmin University of China, Renmin University, Capital University of Economics and Business and Renmin University of China
Downloads 113 (300,335)

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Cross-sectional return predictability; firm characteristics; adaptive group LASSO; information aggregation

6.

Technical Analysis Profitability Without Data Snooping Bias: Evidence from Chinese Stock Market

International Review of Finance, Vol. 19, Issue 1, pp. 191-206, 2019
Number of pages: 16 Posted: 06 Mar 2019
Fuwei Jiang, Guoshi Tong and Guokai Song
Central University of Finance and Economics (CUFE), Renmin University and Renmin University of China
Downloads 2 (776,240)
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