Chen Gu

Shanghai Business School - Research Center of Finance

Assistant Professor

Shanghai

China

  • Shanghai Business School - Research Center of Finance

SCHOLARLY PAPERS

6

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Top 37,077

in Total Papers Downloads

1,256

SSRN CITATIONS

4

CROSSREF CITATIONS

5

Scholarly Papers (6)

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1.

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 347 (90,567)
Citation 4

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

2.

Expectations and Financial Markets: Lessons from Brexit

Number of pages: 45 Posted: 25 Nov 2016 Last Revised: 01 Aug 2018
Chen Gu and Ann Marie Hibbert
Shanghai Business School - Research Center of Finance and West Virginia University
Downloads 255 (126,319)

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

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 252 (127,852)

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

4.

Informational Role of Social Media: Evidence from Twitter Sentiment

Number of pages: 38 Posted: 21 Jul 2018
Chen Gu and Alexander Kurov
Shanghai Business School - Research Center of Finance and West Virginia University - College of Business & Economics
Downloads 208 (153,977)
Citation 2

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

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 131 (229,235)

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Monetary policy, Stock returns, Intraday data, Financial crisis

6.

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 63 (365,394)
Citation 1

Abstract:

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