Guoshi Tong

Renmin University

59 Zhongguancun Street

Beijing, 100872

China

SCHOLARLY PAPERS

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Scholarly Papers (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 716 (32,526)

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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 (651,142)
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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 358 (79,327)

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

3.

Real Time Macro Factors in Bond Risk Premium

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 62 Posted: 23 Jan 2018 Last Revised: 13 Oct 2018
Dashan Huang, Fuwei Jiang and Guoshi Tong
Singapore Management University - Lee Kong Chian School of Business, Central University of Finance and Economics (CUFE) and Renmin University
Downloads 120 (223,602)

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