Guohao Tang

Hunan University - College of Finance and Statistics

Associate Professor of Finance

Lushan Road (S), Yuelu District

Changsha, Hunan 410006

China

  • Hunan University - College of Finance and Statistics

SCHOLARLY PAPERS

14

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28

CROSSREF CITATIONS

10

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

  • Hunan University - College of Finance and Statistics

Scholarly Papers (14)

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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 2,611 (8,176)
Citation 8

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

2.

Employee Sentiment and Stock Returns

Downloads 887 (41,940)
Citation 3

Employee Sentiment and Stock Returns

Journal of Economic Dynamics and Control, 2023
Number of pages: 53 Posted: 22 Jun 2020 Last Revised: 09 Mar 2023
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 819 (46,073)
Citation 3

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Employee Sentiment, Glassdoor, Return Predictability, Extrapolative Expectation

Employee Sentiment and Stock Returns

Number of pages: 55 Posted: 18 Oct 2022
Jian Chen, Guohao Tang, Jiaquan Yao and Guofu Zhou
Xiamen University - School of Economics, Hunan University - College of Finance and Statistics, Jinan University and Washington University in St. Louis - John M. Olin Business School
Downloads 68 (513,026)

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Employee Sentiment, Glassdoor, Return Predictability, Extrapolative Expectation

3.

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 482 (92,309)
Citation 3

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

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 302 (155,982)

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

5.

Intangible Assets Aligned: In Search of Firm Value Creation

Number of pages: 56 Posted: 29 Sep 2020 Last Revised: 11 Apr 2022
Cunfei Liao, Fuwei Jiang, Fujing Jin and Guohao Tang
Nanjing University of Science and Technology - School of Economics and Management, Central University of Finance and Economics (CUFE), Central University of Finance and Economics (CUFE) and Hunan University - College of Finance and Statistics
Downloads 262 (180,447)

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Intangible assets, I-SCORE, Partial least squares, Risk-based theory, Sentiment

6.

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 253 (186,817)
Citation 2

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

7.

A New Firm-level Investor Sentiment

Number of pages: 54 Posted: 28 Sep 2022 Last Revised: 27 Dec 2022
Guohao Tang, Yiyong Wu and Fuwei Jiang
Hunan University - College of Finance and Statistics, Hunan University - College of Finance and Statistics and Central University of Finance and Economics (CUFE)
Downloads 202 (231,339)

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Firm-Level Sentiment, Speculative demand, Beta Divergence, Noise Trader

8.

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 156 (289,295)
Citation 2

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

9.

Global Mispricing Matters

Number of pages: 78 Posted: 10 Mar 2023
Fuwei Jiang, Guohao Tang and Jiasheng Yu
Central University of Finance and Economics (CUFE), Hunan University - College of Finance and Statistics and Central University of Finance and Economics (CUFE)
Downloads 92 (425,161)

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Long-short anomaly portfolio return, International stock markets, Return predictability, Global mispricing, Sentiment

10.

Macro Tail Risk and Market Risk Premium

Number of pages: 50 Posted: 13 Sep 2022 Last Revised: 03 Feb 2023
Jian Chen, Cunfei Liao and Guohao Tang
Xiamen University - School of Economics, Nanjing University of Science and Technology - School of Economics and Management and Hunan University - College of Finance and Statistics
Downloads 90 (431,048)

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Macro Tail Risk, Return Predictability, Out-of-sample, Partial Least Squares (PLS)

11.

Smart Money or Chasing Stars: Evidence from Northbound Trading in China

Number of pages: 54 Posted: 05 May 2022 Last Revised: 31 Oct 2022
Cunfei Liao, Guohao Tang and Xiaoying Xu
Nanjing University of Science and Technology - School of Economics and Management, Hunan University - College of Finance and Statistics and Central University of Finance and Economics (CUFE) - School of Finance
Downloads 84 (449,448)

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Abnormal holding value ratio, Stock Connect Mechanism, Chinese Stock Market, Firm Quality

12.

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
Nanjing University of Science and Technology - School of Economics and Management, affiliation not provided to SSRN and Hunan University - College of Finance and Statistics
Downloads 78 (469,431)

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

13.

Extrapolation beyond Peers: An Asset Pricing Perspective

Number of pages: 47 Posted: 15 Oct 2022 Last Revised: 22 Mar 2023
Guohao Tang, Yiyong Wu and Guanyu Lou
Hunan University - College of Finance and Statistics, Hunan University - College of Finance and Statistics and Hunan University - School of Finance and Statistics
Downloads 49 (590,732)

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Biased belief, Market Beta, Industry Beta, Extrapolative Expectation

14.

Media Abnormal Tone and Cross-Section of Stock Returns: Evidence from China

Number of pages: 38 Posted: 20 Oct 2022 Last Revised: 28 Nov 2022
Lu Yan, Yunyuan Wang, Chang-Shuai Li and Guohao Tang
Hunan University - School of Finance and Statistics, College of Mathematics and Statistics, Hunan University - School of Finance and Statistics and Hunan University - College of Finance and Statistics
Downloads 31 (695,843)

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Media abnormal tone, Mispricing, Firm abnormal performance, Overreaction, Media following suit

Other Papers (1)

Total Downloads: 26
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1.

Price Limits and Overreacted Trading: Evidence from China

Number of pages: 37 Posted: 24 Dec 2022 Last Revised: 24 Feb 2023
ZhaoXiang Zeng and Guohao Tang
Hunan University and Hunan University - College of Finance and Statistics
Downloads 26 (783,267)

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Price Limits Hitting Effect, Investor Attention, Overreacted Trading