Guoshi Tong

Renmin University

59 Zhongguancun Street

Beijing, 100872

China

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 17,432

SSRN RANKINGS

Top 17,432

in Total Papers Downloads

5,356

SSRN CITATIONS
Rank 2,280

SSRN RANKINGS

Top 2,280

in Total Papers Citations

249

CROSSREF CITATIONS

503

Scholarly Papers (7)

1.

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 1,725 (19,022)
Citation 32

Abstract:

Loading...

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

2.

Are Bond Returns Predictable with Real-Time Macro Data?

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 74 Posted: 23 Jan 2018 Last Revised: 03 Mar 2023
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 1,374 (26,851)

Abstract:

Loading...

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

3.

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 1,113 (36,451)
Citation 156

Abstract:

Loading...

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

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 640 (77,207)
Citation 6

Abstract:

Loading...

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

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

International Review of Economics & Finance, Vol. 85, 2023
Number of pages: 62 Posted: 27 Feb 2021 Last Revised: 30 Jan 2023
Jianqiu Wang, Ke Wu, Guoshi Tong and Dongxu Chen
Capital University of Economics and Business, Renmin University of China, Renmin University and Renmin University of China
Downloads 260 (214,908)

Abstract:

Loading...

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

6.

Portfolio Choice with Subset Aggregation of Asset Characteristics

Number of pages: 67 Posted: 29 Mar 2022 Last Revised: 06 Sep 2022
Esfandiar Maasoumi, Guoshi Tong, Xudong Wen and Ke Wu
Emory University, Renmin University, Hong Kong University of Science & Technology (HKUST) and Renmin University of China
Downloads 184 (300,513)

Abstract:

Loading...

parametric portfolio choice, subset combination, model uncertainty, shrinkage

Consolidating Joint Predictability of Firm Characteristics in Chinese Stock Market: A Subset Combination Approach

Number of pages: 63 Posted: 22 Oct 2022 Last Revised: 31 Jan 2023
Dongxu Chen, Guoshi Tong, Zhuo Wang and Ke Wu
Renmin University of China, Renmin University, Renmin University of China - School of Finance and Renmin University of China
Downloads 60 (661,155)

Abstract:

Loading...

Portfolio Choice, Complete Subset Combination, Factor Model, Chinese Stock Market