Guohao Tang

Hunan University - College of Finance and Statistics

Assistant Professor of Finance

Lushan Road (S), Yuelu District

Changsha, Hunan 410006

China

SCHOLARLY PAPERS

8

DOWNLOADS
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Top 20,714

in Total Papers Downloads

3,047

SSRN CITATIONS

8

CROSSREF CITATIONS

3

Ideas:
“  I am working on empirical asset pricing, cross-sectional returns, and Chinese stock market.  ”

Scholarly Papers (8)

1.

Investor Attention and Stock Returns

Number of pages: 52 Posted: 26 Jun 2018 Last Revised: 24 Aug 2020
Jian Chen, Guohao Tang, Jiaquan Yao and Guofu Zhou
Xiamen University - School of Economics, Hunan University - College of Finance and Statistics, Jinan University - Management School and Washington University in St. Louis - John M. Olin Business School
Downloads 1,479 (15,779)
Citation 8

Abstract:

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Investor Attention, Stock Return Predictability, Partial Least Square (PLS), Principal Component Analysis (PCA), Out-of-sample Forecast

2.

Q-Theory, Mispricing, and Profitability Premium: Evidence from China

Asian Finance Association (AsianFA) 2017 Conference
Number of pages: 54 Posted: 04 Aug 2015 Last Revised: 17 Jan 2017
Fuwei Jiang, Xinlin Qi and Guohao Tang
Central University of Finance and Economics (CUFE), Industrial and Commercial Bank of China (ICBC), Global Market Dept. and Hunan University - College of Finance and Statistics
Downloads 428 (85,302)
Citation 1

Abstract:

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Profitability premium, Chinese stock market, Investment frictions, Q-theory, Mispricing

3.

Employee Sentiment and Stock Returns

Number of pages: 52 Posted: 22 Jun 2020 Last Revised: 20 Sep 2021
Jian Chen, Guohao Tang, Jiaquan Yao and Guofu Zhou
Xiamen University - School of Economics, Hunan University - College of Finance and Statistics, Jinan University - Management School and Washington University in St. Louis - John M. Olin Business School
Downloads 364 (103,150)
Citation 1

Abstract:

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Employee Sentiment, Glassdoor, Return Predictability, Extrapolative Expectation

4.

It Takes Two to Tango: Fundamental Timing in Stock Market

International Journal of Finance & Economics, Forthcoming
Number of pages: 41 Posted: 29 Oct 2018 Last Revised: 14 Oct 2020
Guohao Tang, Fuwei Jiang, Xinlin Qi and Nan Huang
Hunan University - College of Finance and Statistics, Central University of Finance and Economics (CUFE), Industrial and Commercial Bank of China (ICBC), Global Market Dept. and Harvest Fund Management Co., Ltd.
Downloads 249 (153,715)

Abstract:

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Value Investing, Trend Following, Fundamental Timing Strategy, Chinese Stock Market

5.

Firm Characteristics and Chinese Stocks

Number of pages: 41 Posted: 19 Jul 2018
Fuwei Jiang, Guohao Tang and Guofu Zhou
Central University of Finance and Economics (CUFE), Hunan University - College of Finance and Statistics and Washington University in St. Louis - John M. Olin Business School
Downloads 206 (184,142)
Citation 2

Abstract:

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Partial Least Square, Firm Characteristics, Systematic Factor, Chinese Stock Market

6.

Intangibles to Tangible: In Search of Firm Value Creation

Number of pages: 51 Posted: 29 Sep 2020 Last Revised: 03 Mar 2021
Cunfei Liao, Fuwei Jiang, Fujing Jin and Guohao Tang
Hunan University - College of Finance and Statistics, Central University of Finance and Economics (CUFE), Central University of Finance and Economics (CUFE) and Hunan University - College of Finance and Statistics
Downloads 155 (236,146)

Abstract:

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Intangible Assets, I-SCORE, Partial Least Squares, Mispricing, Risk-based Theory

7.

Dissecting the Effectiveness of Firm Financial Strength in Predicting Chinese Stock Market

31st Australasian Finance and Banking Conference 2018
Number of pages: 33 Posted: 27 Jan 2018 Last Revised: 13 Jul 2018
Fuwei Jiang, Fujing Jin and Guohao Tang
Central University of Finance and Economics (CUFE), Central University of Finance and Economics (CUFE) and Hunan University - College of Finance and Statistics
Downloads 119 (289,830)
Citation 1

Abstract:

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Financial strength, Chinese stock market, Investment frictions, Q-theory, Mispricing

8.

Aggregate Liquidity Premium and Cross-Sectional Returns: Evidence from China

Economic Modelling, Vol. 104, 2021
Number of pages: 43 Posted: 12 Nov 2020 Last Revised: 21 Sep 2021
Cunfei Liao, Qianlin Luo and Guohao Tang
Hunan University - College of Finance and Statistics, affiliation not provided to SSRN and Hunan University - College of Finance and Statistics
Downloads 47 (487,705)

Abstract:

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Aggregate Liquidity Premium, Information Aggregation, Partial Least Squares, Mispricing, New-Factor Model