Ran Tao

University of Reading - ICMA Centre

Whiteknights Park

P.O. Box 242

Reading RG6 6BA

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 31,377

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Top 31,377

in Total Papers Downloads

1,854

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Python Guide to Accompany Introductory Econometrics for Finance

Number of pages: 175 Posted: 05 Nov 2019
Ran Tao and Chris Brooks
University of Reading - ICMA Centre and University of Reading - ICMA Centre
Downloads 1,305 (18,191)

Abstract:

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Python, financial econometrics, education, programming in finance

2.

Tomorrow's Fish and Chip Paper? Slowly Incorporated News and the Cross-Section of Stock Returns

European Journal of Finance, Forthcoming
Number of pages: 46 Posted: 30 Aug 2019 Last Revised: 02 Nov 2020
University of Reading - ICMA Centre, University of Reading - ICMA Centre and University of Reading - ICMA Centre
Downloads 219 (167,576)

Abstract:

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news sentiment, information dissemination, stock return predictability, investor attention, anomalies

3.

News-Based Links and Cross-firm Return Predictability

Number of pages: 41 Posted: 14 Sep 2020 Last Revised: 31 Dec 2020
Ran Tao, Andrew Yim and Tian Han
University of Reading - ICMA Centre, Cass Business School, City, University of London and University of Reading - Henley Business School
Downloads 203 (181,677)

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news co-coverage; lead-lag return momentum; investor attention; anomalies

4.

When Is a MAX Not the MAX? How News Resolves Information Uncertainty

Journal of Empirical Finance, Forthcoming
Number of pages: 45 Posted: 09 Jul 2019 Last Revised: 31 Mar 2020
University of Reading - ICMA Centre, University of Reading - ICMA Centre and University of Reading - ICMA Centre
Downloads 127 (268,198)
Citation 1

Abstract:

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MAX; lottery-like stocks, news coverage, information uncertainty, stock return predictability, investor sentiment