Guoshi Tong

Renmin University

59 Zhongguancun Street

Beijing, 100872

China

SCHOLARLY PAPERS

5

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SSRN CITATIONS
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SSRN RANKINGS

Top 884

in Total Papers Citations

116

CROSSREF CITATIONS

1,041

Scholarly Papers (5)

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 855 (29,369)
Citation 4

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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 (736,422)
Citation 59
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Return predictability, Economic policy uncertainty, Out‐of‐sample forecasting, Asset allocation, Chinese stock market

2.

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 409 (77,473)
Citation 2

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

3.

Are Bond Returns Predictable with Real-Time Macro Data?

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 56 Posted: 23 Jan 2018 Last Revised: 04 May 2020
Dashan Huang, Fuwei Jiang, Guoshi Tong and Guofu Zhou
Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE), Renmin University and Washington University in St. Louis - John M. Olin Business School
Downloads 348 (93,367)

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

4.

Scaled PCA: A New Approach to Dimension Reduction

Number of pages: 50 Posted: 14 May 2019 Last Revised: 02 Apr 2020
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 326 (100,417)
Citation 2

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

5.

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 (690,083)
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