Guoshi Tong

Renmin University

59 Zhongguancun Street

Beijing, 100872

China

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 19,077

SSRN RANKINGS

Top 19,077

in Total Papers Downloads

3,858

SSRN CITATIONS
Rank 2,093

SSRN RANKINGS

Top 2,093

in Total Papers Citations

89

CROSSREF CITATIONS

521

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 1,179 (25,849)
Citation 6

Abstract:

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

2.

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 989 (33,191)
Citation 5

Abstract:

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

3.

Are Bond Returns Predictable with Real-Time Macro Data?

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 79 Posted: 23 Jan 2018 Last Revised: 31 May 2022
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 884 (38,952)

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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 531 (75,624)
Citation 4

Abstract:

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

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

Number of pages: 61 Posted: 27 Feb 2021 Last Revised: 04 Jan 2022
Jianqiu Wang, Guoshi Tong, Ke Wu and Dongxu Chen
Capital University of Economics and Business, Renmin University, Renmin University of China and Renmin University of China
Downloads 180 (235,447)

Abstract:

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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 77 (430,977)

Abstract:

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parametric portfolio choice, subset combination, model uncertainty, shrinkage

7.

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 18 (730,427)

Abstract:

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