Tao Tang

Jinan University

Huang Pu Da Dao Xi 601, Tian He District

Guangzhou, Guangdong 510632

China

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SCHOLARLY PAPERS

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Scholarly Papers (3)

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1.

Supercointegrated

Number of pages: 51 Posted: 21 Jul 2017 Last Revised: 27 Nov 2017

Isabel Figuerola-Ferretti, Pedro Serrano, Tao Tang and Antoni Vaello-Sebastià

Comillas Pontifical University, Universidad Carlos III de Madrid, Jinan University and University of the Balearic Islands

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2.

The dynamic effects of macroeconomic announcements on the volatilities of renminbi onshore and offshore exchange rates

Number of pages: 46 Posted: 17 Apr 2020 Last Revised: 13 Oct 2022

Zhitao Lin and Tao Tang

Jinan University - School of Economics and Jinan University

Downloads 108 (546,794)

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3.

Pairs Trading and Spread Persistence in the European Stock Market

Forthcoming, Journal of Futures Markets

Posted: 11 Nov 2017 Last Revised: 07 May 2018

Isabel Figuerola-Ferretti, Ioannis Paraskevopoulos and Tao Tang

Comillas Pontifical University, Bankia and Jinan University

Abstract:

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