Chen Gu

Shanghai Business School - Research Center of Finance

Associate Professor of Finance

Shanghai

China

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 24,598

SSRN RANKINGS

Top 24,598

in Total Papers Downloads

3,796

SSRN CITATIONS
Rank 19,277

SSRN RANKINGS

Top 19,277

in Total Papers Citations

62

CROSSREF CITATIONS

4

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

Scholarly Papers (15)

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 1,002 (41,207)
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 484 (106,554)
Citation 5

Abstract:

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

3.

The Information Content of the VIX Options Trading Volume

Journal of Futures Markets, Forthcoming
Number of pages: 37 Posted: 22 Dec 2021 Last Revised: 25 Apr 2023
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 387 (138,112)
Citation 1

Abstract:

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VIX options, put-call ratio, information, volatility

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 376 (142,651)
Citation 1

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

5.

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 - John Chambers College of Business and Economics, Department of Finance
Downloads 333 (162,871)

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

6.

Treasury Return Predictability and Investor Sentiment

Journal of Financial Research, Forthcoming
Number of pages: 29 Posted: 21 Aug 2023
Shanghai Business School - Research Center of Finance, Shenzhen University - College of Economics, University of Minnesota - Duluth - Department of Accounting, Western Kentucky University - Department of Accounting and Finance and Chongqing University
Downloads 263 (208,241)

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Treasury; investor sentiment; return predictability; economic value

7.

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: 23 Aug 2022
Chen Gu, Denghui Chen and Raluca Stan
Shanghai Business School - Research Center of Finance, FDIC and University of Minnesota - Duluth
Downloads 238 (229,882)

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Investor sentiment, Macroeconomic announcements, Market efficiency, Intraday data

8.

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 199 (271,694)
Citation 1

Abstract:

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Monetary policy, Stock returns, Intraday data, Financial crisis

9.

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 195 (276,739)
Citation 1

Abstract:

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

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 114 (428,916)
Citation 2

Abstract:

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

11.

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: 20 Aug 2023
Chen Gu, Denghui Chen and Raluca Stan
Shanghai Business School - Research Center of Finance, FDIC and University of Minnesota - Duluth
Downloads 76 (558,654)

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

12.

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: 23 Aug 2022
Shanghai Business School - Research Center of Finance, FDIC, University of Minnesota - Duluth and Shanghai Business School
Downloads 62 (622,643)

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

13.

Monetary Policy and Uncertainty Resolution in Commodity Markets

Finance Research Letters, Forthcoming
Number of pages: 28 Posted: 28 Apr 2023
Shanghai Business School - Research Center of Finance, West Virginia University - College of Business & Economics and University of Minnesota - Duluth
Downloads 54 (665,413)

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Monetary policy, commodity market uncertainty, implied volatility, intraday data

14.

Forecasting European Stock Volatility: The Role of the UK

Posted: 14 Nov 2022 Last Revised: 21 Aug 2023
Jun Gao, Xiang Gao and Chen Gu
Shanghai Business School, Shanghai Business School and Shanghai Business School - Research Center of Finance
Downloads 13 (989,030)

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European stock market, volatility forecast, lead-lag relations, realized variance, limited attention

15.

Institutional Herding and Investor Sentiment

Journal of Financial Markets, 2024, https://doi.org/10.1016/j.finmar.2024.100891
Number of pages: 36
Shenzhen University - College of Economics, Shanghai Business School - Research Center of Finance, George Fox University and Macau University of Science and Technology
Downloads 0

Abstract:

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institutional herding, investor sentiment, stock market, price impact, stabilizing effect