Guohao Tang

Hunan University - College of Finance and Statistics

Associate Professor of Finance

Lushan Road (S), Yuelu District

Changsha, Hunan 410006

China

SCHOLARLY PAPERS

15

DOWNLOADS
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Top 11,192

in Total Papers Downloads

8,043

SSRN CITATIONS
Rank 13,597

SSRN RANKINGS

Top 13,597

in Total Papers Citations

104

CROSSREF CITATIONS

7

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

Scholarly Papers (15)

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 3,144 (7,501)
Citation 61

Abstract:

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

2.
Downloads 1,143 (35,730)
Citation 9

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 1,020 (41,466)
Citation 4

Abstract:

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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 123 (423,412)

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Employee Sentiment, Glassdoor, Return Predictability, Extrapolative Expectation

3.

ChatGPT, Stock Market Predictability and Links to the Macroeconomy

Olin Business School Center for Finance & Accounting Research Paper No. Forthcoming
Number of pages: 70 Posted: 20 Dec 2023 Last Revised: 18 Apr 2024
Jian Chen, Guohao Tang, Guofu Zhou and Wu Zhu
Xiamen University - School of Economics, Hunan University - College of Finance and Statistics, Washington University in St. Louis - John M. Olin Business School and School of Economics and Management, Tsinghua University
Downloads 1,096 (37,964)

Abstract:

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LLMs, ChatGPT, Textual Analysis, NLP, Return Predictability

4.

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 536 (98,084)
Citation 18

Abstract:

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

5.

A New Firm-level Investor Sentiment

Number of pages: 55 Posted: 28 Sep 2022 Last Revised: 22 Apr 2024
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 384 (145,252)

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Firm-Level Sentiment, Speculative demand, Noise Trader

6.

Intangible Assets Aligned: In Search of Return Predictability

Number of pages: 90 Posted: 29 Sep 2020 Last Revised: 12 Jun 2023
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), Beijing Jiaotong University, School of Economics and Management and Hunan University - College of Finance and Statistics
Downloads 324 (174,749)

Abstract:

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

7.

Global Mispricing Matters

Number of pages: 76 Posted: 10 Mar 2023 Last Revised: 17 Apr 2023
Fuwei Jiang, Hongkui Liu, Guohao Tang and Jiasheng Yu
Central University of Finance and Economics (CUFE), Chinese Academy of Social Sciences (CASS) - Institute of Economics, Hunan University - College of Finance and Statistics and Central University of Finance and Economics (CUFE) - School of Finance
Downloads 319 (177,639)

Abstract:

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

8.

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 293 (194,275)
Citation 2

Abstract:

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

9.

Does U.S. Academic Research Destroy the Predictability of Global Stock Returns?

Number of pages: 48 Posted: 16 Jan 2024
Guohao Tang, Yuwei Xie and Lin Zhu
Hunan University - College of Finance and Statistics, Hunan University - School of Finance and Statistics and Hunan University - School of Finance and Statistics
Downloads 146 (369,515)

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Anomalies; Global stock markets; Publication effect; Mispricing

10.

Firm-Level Investor Sentiment and Stock Returns

Number of pages: 54 Posted: 20 Dec 2023
Guohao Tang, Yiyong Wu and Fuwei Jiang
Hunan University - College of Finance and Statistics, Hunan University and Central University of Finance and Economics (CUFE)
Downloads 140 (381,872)

Abstract:

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Firm-Level Sentiment, Speculative demand, Noise Trader

11.

From Macro to Micro: Sparse Macroeconomic Risks and the Cross-section of Stock Returns

Number of pages: 60 Posted: 13 May 2023 Last Revised: 22 Apr 2024
Lin Zhu, Fuwei Jiang, Guohao Tang and Fujing Jin
Hunan University - School of Finance and Statistics, Central University of Finance and Economics (CUFE), Hunan University - College of Finance and Statistics and Beijing Jiaotong University, School of Economics and Management
Downloads 128 (409,459)

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Sparse Macroeconomic Risks; Cross-sectional stock returns; Sparse PCA; Mispricing

12.

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 104 (477,534)

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

13.

Extrapolation beyond Peers: An Asset Pricing Perspective

Number of pages: 47 Posted: 15 Oct 2022 Last Revised: 14 Jul 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 103 (480,755)

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Biased belief, Market Beta, Industry Beta, Extrapolative Expectation

14.

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 93 (514,292)
Citation 1

Abstract:

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

15.

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

Accounting and Finance, forthcoming
Number of pages: 46 Posted: 20 Oct 2022 Last Revised: 27 Mar 2024
Lu Yan, Yong Ma, Chang-Shuai Li and Guohao Tang
Hunan University - School of Finance and Statistics, Hunan University - School of Finance and Statistics, Hunan University - School of Finance and Statistics and Hunan University - College of Finance and Statistics
Downloads 90 (524,960)

Abstract:

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

Other Papers (1)

Total Downloads: 73
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 73 (783,267)

Abstract:

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Price Limits Hitting Effect, Investor Attention, Overreacted Trading