Chen Gu

Shanghai Business School - Research Center of Finance

Associate Professor of Finance

Shanghai

China

  • Shanghai Business School - Research Center of Finance

SCHOLARLY PAPERS

11

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SSRN CITATIONS
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SSRN RANKINGS

Top 45,315

in Total Papers Citations

11

CROSSREF CITATIONS

4

Ideas:
“  Investor Sentiment, Institutional Herding, Macroeconomic Announcement  ”

  • Shanghai Business School - Research Center of Finance

Scholarly Papers (11)

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1.

Informational Role of Social Media: Evidence from Twitter Sentiment

Journal of Banking and Finance, Forthcoming
Number of pages: 45 Posted: 21 Jul 2018 Last Revised: 09 Oct 2020
Chen Gu and Alexander Kurov
Shanghai Business School - Research Center of Finance and West Virginia University - College of Business & Economics
Downloads 827 (42,042)
Citation 3

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Twitter Sentiment, News Sentiment, Social Media, Return Predictability, Analyst Recommendations, Earnings Forecasts, Target Prices

2.

What Drives Informed Trading Before Public Releases? Evidence from Natural Gas Inventory Announcements

Journal of Futures Markets, Forthcoming
Number of pages: 43 Posted: 21 Aug 2016 Last Revised: 29 Mar 2018
Chen Gu and Alexander Kurov
Shanghai Business School - Research Center of Finance and West Virginia University - College of Business & Economics
Downloads 420 (98,496)
Citation 5

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Natural gas futures, Inventory announcements, Pre-announcement effect, Informed trading, Inventory forecasting

3.

Relief Rallies after FOMC Announcements as a Resolution of Uncertainty

Journal of Empirical Finance, Forthcoming
Number of pages: 51 Posted: 16 Jul 2016 Last Revised: 22 Sep 2018
Chen Gu, Alexander Kurov and Marketa Wolfe
Shanghai Business School - Research Center of Finance, West Virginia University - College of Business & Economics and Skidmore College - Department of Economics
Downloads 316 (135,036)
Citation 1

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Monetary policy, FOMC meetings, Communication, Stock returns, Uncertainty

4.

Expectations and Financial Markets: Lessons from Brexit

The Financial Review Forthcoming
Number of pages: 41 Posted: 25 Nov 2016 Last Revised: 29 Dec 2020
Chen Gu and Ann Marie Hibbert
Shanghai Business School - Research Center of Finance and West Virginia University - Department of Finance
Downloads 304 (140,725)

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Brexit; political risk; financial markets; market uncertainty; volatility risk; investor attention

5.

The Information Content of the VIX Options Trading Volume

Journal of Futures Markets, Forthcoming
Number of pages: 37 Posted: 22 Dec 2021
Chen Gu, Xu Guo, Alexander Kurov and Raluca Stan
Shanghai Business School - Research Center of Finance, Shenzhen University - College of Economics, West Virginia University - College of Business & Economics and University of Minnesota Duluth
Downloads 223 (191,223)

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VIX options, put-call ratio, information, volatility

6.

Investor Sentiment and the Market Reaction to Macroeconomic News

Journal of Futures Markets, 41, 1412– 1426.
Number of pages: 32 Posted: 28 May 2021 Last Revised: 26 Jul 2022
Chen Gu, Denghui Chen and Raluca Stan
Shanghai Business School - Research Center of Finance, Government of the United States of America - Risk Analysis Division and University of Minnesota - Duluth
Downloads 177 (235,454)

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Investor sentiment, Macroeconomic announcements, Market efficiency, Intraday data

7.

Monetary Policy and Stock Prices: Does the 'Fed Put' Work When It Is Most Needed?

Journal of Futures Markets, Forthcoming
Number of pages: 37 Posted: 21 Mar 2016
Alexander Kurov and Chen Gu
West Virginia University - College of Business & Economics and Shanghai Business School - Research Center of Finance
Downloads 160 (256,427)
Citation 1

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Monetary policy, Stock returns, Intraday data, Financial crisis

8.

Institutional Investor Sentiment and Aggregate Stock Returns

Gao X, Gu C, Koedijk K. Institutional investor sentiment and aggregate stock returns. Eur Financ Manag. 2020;1–26. https://doi.org/10.1111/eufm.12292
Number of pages: 40 Posted: 01 Jul 2020 Last Revised: 18 Jun 2021
Xiang Gao, Chen Gu and Kees Koedijk
Shanghai Business School, Shanghai Business School - Research Center of Finance and TIAS School of Business and Society, Tilburg University
Downloads 147 (274,621)
Citation 1

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sentiment, retail traders, institutional investors, cash flows, expectations

9.

Resolution of Financial Market Uncertainty Around the Release of Unemployment Rate Announcements

International Review of Economics and Finance, 80, 586-596.
Number of pages: 30 Posted: 18 Apr 2022 Last Revised: 26 Jul 2022
Chen Gu, Denghui Chen and Raluca Stan
Shanghai Business School - Research Center of Finance, Government of the United States of America - Risk Analysis Division and University of Minnesota - Duluth
Downloads 34 (605,683)

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Unemployment News, Financial Market Uncertainty, Implied Volatility, Intraday Data, Asymmetric Effect

10.

Analyst Target Price Revisions and Institutional Herding

International Review of Financial Analysis, Volume 82, July 2022, 102189
Number of pages: 35 Posted: 29 Jul 2022
Chen Gu, Xu Guo and Chengping Zhang
Shanghai Business School - Research Center of Finance, Shenzhen University - College of Economics and George Fox University
Downloads 33 (611,687)

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Institutional investor; Herding; Analyst target price revision; Price impact

11.

It Is Not Just What You Say, but How You Say It: Why Tonality Matters in Central Bank Communication

Journal of Empirical Finance, Forthcoming
Number of pages: 43 Posted: 20 Jul 2022 Last Revised: 26 Jul 2022
Chen Gu, Denghui Chen, Raluca Stan and Aizhong Shen
Shanghai Business School - Research Center of Finance, Government of the United States of America - Risk Analysis Division, University of Minnesota - Duluth and Shanghai Business School
Downloads 15 (743,796)

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FOMC Minutes; Monetary Policy; Textual Analysis; Stock Returns; Tonality; Intraday data