Chen Gu

Shanghai Business School - Research Center of Finance

Assistant Professor

Shanghai

China

SCHOLARLY PAPERS

7

DOWNLOADS
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SSRN RANKINGS

Top 33,665

in Total Papers Downloads

1,683

SSRN CITATIONS
Rank 48,850

SSRN RANKINGS

Top 48,850

in Total Papers Citations

8

CROSSREF CITATIONS

5

Scholarly Papers (7)

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 423 (82,393)
Citation 3

Abstract:

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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 378 (93,880)
Citation 5

Abstract:

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

3.

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
Downloads 279 (130,800)

Abstract:

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

4.

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
Shanghai Business School - Research Center of Finance, West Virginia University - College of Business & Economics and Skidmore College - Department of Economics
Downloads 275 (132,804)
Citation 1

Abstract:

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

5.

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 142 (242,559)
Citation 1

Abstract:

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Monetary policy, Stock returns, Intraday data, Financial crisis

6.

Institutional Investor Sentiment and Aggregate Stock Returns

Number of pages: 41 Posted: 01 Jul 2020
Xiang Gao, Chen Gu and Kees Koedijk
Shanghai Business School - Research Center of Finance, Shanghai Business School - Research Center of Finance and TIAS School of Business and Society, Tilburg University
Downloads 106 (301,138)
Citation 1

Abstract:

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

7.

Does Investor Attention Foretell Stock Trading Activities? Evidence from Twitter Attention

Number of pages: 32 Posted: 18 Aug 2018
Chen Gu and Denghui Chen
Shanghai Business School - Research Center of Finance and Government of the United States of America - Risk Analysis Division
Downloads 80 (359,487)
Citation 1

Abstract:

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Twitter Attention; Social Media; Volatility Predictability; Trading Volume; Analyst Recommendation