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Publications

by members of

Institute of Economics
Tsinghua University
Beijing, China

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2021

  1. Lin William Cong & Danxia Xie & Longtian Zhang, 2021. "Knowledge Accumulation, Privacy, and Growth in a Data Economy," Papers 2109.10028, arXiv.org.
  2. Lin William Cong & Wenshi Wei & Danxia Xie & Longtian Zhang, 2021. "Endogenous Growth Under Multiple Uses of Data," Papers 2109.10027, arXiv.org.
  3. Lin William Cong & Xi Li & Ke Tang & Yang Yang, 2021. "Crypto Wash Trading," Papers 2108.10984, arXiv.org.
  4. Lin William Cong & Ke Tang & Jingyuan Wang & Yang Zhang, 2021. "Deep Sequence Modeling: Development and Applications in Asset Pricing," Papers 2108.08999, arXiv.org.
  5. Lin William Cong & Ke Tang & Bing Wang & Jingyuan Wang, 2021. "An AI-assisted Economic Model of Endogenous Mobility and Infectious Diseases: The Case of COVID-19 in the United States," Papers 2109.10009, arXiv.org.

2019

  1. Jia LI & Koji YAMAZAKI & Takahiro ITO, 2019. "Probing Indirect Effects of Civil Conflict on Child Health in Non-Conflict Zones: Evidence from Sri Lanka," GSICS Working Paper Series 35, Graduate School of International Cooperation Studies, Kobe University.
  2. Kai Feng & Han Hong & Ke Tang & Jingyuan Wang, 2019. "Decision Making with Machine Learning and ROC Curves," Papers 1905.02810, arXiv.org.
  3. Jingyuan Wang & Yang Zhang & Ke Tang & Junjie Wu & Zhang Xiong, 2019. "AlphaStock: A Buying-Winners-and-Selling-Losers Investment Strategy using Interpretable Deep Reinforcement Attention Networks," Papers 1908.02646, arXiv.org.

2018

  1. Kang, Lili & Peng, Fei & Zhu, Yu, 2018. "Returns to higher education subjects and tiers in China - Evidence from the China Family Panel Studies," GLO Discussion Paper Series 238, Global Labor Organization (GLO).

2017

  1. Hou, Kewei & Tang, Ke & Zhang, Bohui, 2017. "Political Uncertainty and Commodity Prices," Working Paper Series 2017-25, Ohio State University, Charles A. Dice Center for Research in Financial Economics.

2015

  1. Peng, Fei & Anwar, Sajid & Kang, Lili, 2015. "New technology and old institutions: An empirical analysis of the skill-biased demand for older workers in Europe," MPRA Paper 78317, University Library of Munich, Germany.

2014

  1. Kang, Lili & Peng, Fei, 2014. "Acquisition Premiums of Executive Compensation in China: a Matching View," MPRA Paper 55766, University Library of Munich, Germany.
  2. Peng, Fei & Kang, Lili & Yang, Xiaocong, 2014. "Institutional Monitoring, Coordination and Acquisition Decision in Chinese Public Listed Companies," MPRA Paper 63746, University Library of Munich, Germany.
  3. Jaime Casassus & Peng Liu & Ke Tang, 2014. "Maximal Gaussian Affine Models for Multiple Commodities: A Note," Documentos de Trabajo 456, Instituto de Economia. Pontificia Universidad Católica de Chile..

2013

  1. Peng, Fei & Kang, Lili, 2013. "Wage Flexibility in Chinese Labor Market 1989-2009," MPRA Paper 46651, University Library of Munich, Germany.
  2. Peng, Fei & Kang, Lili, 2013. "Cyclical changes in the wage structure of the United Kingdom: a historical review of the GHS 1972-2002," MPRA Paper 47210, University Library of Munich, Germany.
  3. Peng, Fei & Kang, Lili, 2013. "Market Mechanism and Skill Premiums in the UK 1972-2002," MPRA Paper 50195, University Library of Munich, Germany.
  4. Kang, Lili & Peng, Fei, 2013. "Growth Accounting Analysis in China 1978-2009," MPRA Paper 50827, University Library of Munich, Germany.
  5. Kang, Lili & Peng, Fei, 2013. "Economic Reform and Productivity Convergence in China," MPRA Paper 50810, University Library of Munich, Germany.

2012

  1. Peng, Fei & Kang, Lili, 2012. "Labour market institutions and skill premiums: an empirical analysis on the UK 1972-2002," MPRA Paper 38541, University Library of Munich, Germany.
  2. Kang, Lili & Peng, Fei, 2012. "Siblings, public facilities and education returns in China," MPRA Paper 38922, University Library of Munich, Germany.
  3. Kang, Lili & Peng, Fei, 2012. "Cost Competitiveness Comparisons and Convergence in China," MPRA Paper 42449, University Library of Munich, Germany.
  4. Kang, Lili & Peng, Fei, 2012. "Selection and Real wage cyclicality: Germany Case," MPRA Paper 42452, University Library of Munich, Germany.
  5. Kang, Lili & O'Mahony, Mary & Peng, Fei, 2012. "New measures of workforce skills in the EU," MPRA Paper 43980, University Library of Munich, Germany.

2011

  1. Daniel Danxia Xie, 2011. "A Generalized Fact and Model of Long-Run Economic Growth: Kaldor Fact as a Special Case," Working Paper Series WP11-4, Peterson Institute for International Economics.
  2. Kang, Lili & Peng, Fei, 2011. "A selection analysis on education returns in China," MPRA Paper 38704, University Library of Munich, Germany.
  3. Peng, Fei & Kang, Lili & Jiang, Jun, 2011. "Selection and institutional shareholder activism in Chinese acquisitions," MPRA Paper 38701, University Library of Munich, Germany.
  4. Jaime Casassus & Peng Liu & Ke Tang, 2011. "Relative Scarcity of Commodities with a Long-Term Economic Relationship and the Correlation of Futures Returns," Documentos de Trabajo 404, Instituto de Economia. Pontificia Universidad Católica de Chile..
  5. Yulu, Chen & Yong, Ma & Ke, Tang, 2011. "The chinese financial system at the Dawn of the 21st century: An Overview," MPRA Paper 36027, University Library of Munich, Germany.

2010

  1. Kang, Lili & Peng, Fei, 2010. "Real wage cyclicality in urban China," MPRA Paper 45418, University Library of Munich, Germany.
  2. Ke Tang & Wei Xiong, 2010. "Index Investment and Financialization of Commodities," NBER Working Papers 16385, National Bureau of Economic Research, Inc.

2009

  1. Morris Goldstein & Daniel Xie, 2009. "The Impact of the Financial Crisis on Emerging Asia," Working Paper Series WP09-11, Peterson Institute for International Economics.
  2. Jeffrey A. Frankel & Daniel Xie, 2009. "Estimation of De Facto Flexibility Parameter and Basket Weights in Evolving Exchange Rate Regimes," NBER Working Papers 15620, National Bureau of Economic Research, Inc.
  3. Carmichael, Fiona & Ercolani, Marco & Kang, Lili & Maimaiti, Yasheng & O'Mahony, Mary & Peng, Fei & Robinson, Catherine, 2009. "Training, education and productivity," MPRA Paper 39899, University Library of Munich, Germany.

Journal articles

2021

  1. Jie Bai & Shanjun Li & Danxia Xie & Hui Zhou, 2021. "Environmental Protection or Environmental Protectionism? Evidence from Tail Pipe Emission Standards in China," AEA Papers and Proceedings, American Economic Association, vol. 111, pages 381-385, May.
  2. Li, Jiarong & Guo, Jie Michael & Hu, Nan & Tang, Ke, 2021. "Do corporate managers believe in luck? Evidence of the Chinese zodiac effect," International Review of Financial Analysis, Elsevier, vol. 77(C).

2020

  1. Fei Peng & Lili Kang & Taoxiong Liu & Jia Cheng & Luxiao Ren, 2020. "Trade Agreements and Global Value Chains: New Evidence from China’s Belt and Road Initiative," Sustainability, MDPI, vol. 12(4), pages 1-24, February.
  2. Peng, Fei & Anwar, Sajid & Kang, Lili, 2020. "Institutional monitoring, coordination and corporate acquisitions in China," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  3. Fei Peng & Sajid Anwar & Lili Kang, 2020. "Job Movement and Real Wage Flexibility in Eastern and Western Parts of Germany," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(4), pages 764-789, October.
  4. Wenjin Kang & K. Geert Rouwenhorst & Ke Tang, 2020. "A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets," Journal of Finance, American Finance Association, vol. 75(1), pages 377-417, February.
  5. Ge, Yiqing & Tang, Ke, 2020. "Commodity prices and GDP growth," International Review of Financial Analysis, Elsevier, vol. 71(C).
  6. Ke Tang, 2020. "Editor’s foreword," Quantitative Finance, Taylor & Francis Journals, vol. 20(12), pages 1901-1902, December.

2019

  1. Fei Peng & Lili Kang & Sajid Anwar & Xue Li, 2019. "Star power and box office revenues: evidence from China," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, vol. 43(2), pages 247-278, June.

2018

  1. Qi Miao & Danxia Xie & Weiqiang Zhong, 2018. "Platform Externality, Asymmetric Information, and Counterfeit Deterrence in E-Commerce," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(14), pages 3209-3234, November.
  2. Lili Kang & Fei Peng & Yu Zhu & An Pan, 2018. "Harmony in Diversity: Can the One Belt One Road Initiative Promote China’s Outward Foreign Direct Investment?," Sustainability, MDPI, vol. 10(9), pages 1-28, September.
  3. Lili Kang & Fei Peng, 2018. "Economic Reform and Productivity Convergence in China," Arthaniti: Journal of Economic Theory and Practice, , vol. 17(1), pages 50-82, June.
  4. Ke Tang, 2018. "Special Issue of Quantitative Finance on ‘Chinese Derivatives Markets’," Quantitative Finance, Taylor & Francis Journals, vol. 18(9), pages 1451-1451, September.
  5. Dempster, M.A.H. & Medova, Elena & Tang, Ke, 2018. "Latent jump diffusion factor estimation for commodity futures," Journal of Commodity Markets, Elsevier, vol. 9(C), pages 35-54.

2017

  1. Peng, Fei & Anwar, Sajid & Kang, Lili, 2017. "New technology and old institutions: An empirical analysis of the skill-biased demand for older workers in Europe," Economic Modelling, Elsevier, vol. 64(C), pages 1-19.
  2. Lili Kang & Fei Peng, 2017. "Wage flexibility in the Chinese labour market, 1989–2009," Regional Studies, Taylor & Francis Journals, vol. 51(4), pages 616-628, April.

2016

  1. Ke Tang & Haoxiang Zhu, 2016. "Commodities as Collateral," Review of Financial Studies, Society for Financial Studies, vol. 29(8), pages 2110-2160.
  2. Jinghai Zheng & Liming Wang & Ke Tang, 2016. "China’s road to modernization," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 14(1), pages 1-8, February.

2015

  1. Jaime Casassus & Peng Liu & Ke Tang, 2015. "Maximal Gaussian Affine Models for Multiple Commodities: A Note," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(1), pages 75-86, January.

2014

  1. Ke Tang & Changyun Wang & Shiyi Wang, 2014. "China's Imported Inflation and Global Commodity Prices," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(3), pages 162-177, May.
  2. Jinghai Zheng & Liming Wang & Ke Tang, 2014. "Guest Editors’ Introduction: Chinese Exploration and World Economic Order," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(S6), pages 1-3, November.

2013

  1. Lili Kang & Peng Fei, 2013. "Cost Competitiveness Comparisons and Convergence in China," National Institute Economic Review, National Institute of Economic and Social Research, vol. 223(1), pages 49-60, February.
  2. Fei Peng & Lili Kang, 2013. "Labor Market Institutions and Skill Premiums: An Empirical Analysis on the UK, 1972-2002," Journal of Economic Issues, Taylor & Francis Journals, vol. 47(4), pages 959-982.
  3. Jaime Casassus & Peng Liu & Ke Tang, 2013. "Economic Linkages, Relative Scarcity, and Commodity Futures Returns," Review of Financial Studies, Society for Financial Studies, vol. 26(5), pages 1324-1362.
  4. Ke Tang & Changyun Wang, 2013. "Are Chinese warrants derivatives? Evidence from connections to their underlying stocks," Quantitative Finance, Taylor & Francis Journals, vol. 13(8), pages 1225-1240, July.
  5. Liyan Han & Rong Liang & Ke Tang, 2013. "Cross-market soybean futures price discovery: does the Dalian Commodity Exchange affect the Chicago Board of Trade?," Quantitative Finance, Taylor & Francis Journals, vol. 13(4), pages 613-626, March.
  6. Huang, Shiyang & Qiu, Zhigang & Shang, Qi & Tang, Ke, 2013. "Asset pricing with heterogeneous beliefs and relative performance," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4107-4119.

2012

  1. Lili Kang & Mary O'Mahony & Fei Peng, 2012. "New Measures of Workforce Skills in the EU," National Institute Economic Review, National Institute of Economic and Social Research, vol. 220(1), pages 17-28, April.
  2. Kang, Lili & Peng, Fei, 2012. "Real wage cyclicality in urban China," Economics Letters, Elsevier, vol. 115(2), pages 141-143.
  3. Lili Kang & Fei Peng, 2012. "A selection analysis of returns to education in China," Post-Communist Economies, Taylor & Francis Journals, vol. 24(4), pages 535-554, March.
  4. Tang, Ke & Wang, Wenjun & Xu, Rong, 2012. "Size and performance of Chinese mutual funds: The role of economy of scale and liquidity," Pacific-Basin Finance Journal, Elsevier, vol. 20(2), pages 228-246.
  5. Ke Tang, 2012. "Time-varying long-run mean of commodity prices and the modeling of futures term structures," Quantitative Finance, Taylor & Francis Journals, vol. 12(5), pages 781-790, April.
  6. Liu, Peng & Lu, Xiaomeng & Tang, Ke, 2012. "The determinants of homebuilder stock price exposure to lumber: Production cost versus housing demand," Journal of Housing Economics, Elsevier, vol. 21(3), pages 211-222.
  7. K. Geert Rouwenhorst & Ke Tang, 2012. "Commodity Investing," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 447-467, October.
  8. M. A. H. Dempster & Elena Medova & Ke Tang, 2012. "Determinants of oil futures prices and convenience yields," Quantitative Finance, Taylor & Francis Journals, vol. 12(12), pages 1795-1809, December.

2011

  1. Liu, Peng & Tang, Ke, 2011. "The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield," Journal of Empirical Finance, Elsevier, vol. 18(2), pages 211-224, March.
  2. Dempster, M.A.H. & Tang, Ke, 2011. "Estimating exponential affine models with correlated measurement errors: Applications to fixed income and commodities," Journal of Banking & Finance, Elsevier, vol. 35(3), pages 639-652, March.
  3. Ke Tang & Changyun Wang, 2011. "Corporate Governance and Firm Liquidity: Evidence from the Chinese Stock Market," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(0), pages 47-60, January.

2010

  1. Jeffrey Frankel & Daniel Xie, 2010. "Estimation of De Facto Flexibility Parameter and Basket Weights in Evolving Exchange Rate Regimes," American Economic Review, American Economic Association, vol. 100(2), pages 568-572, May.
  2. Gary Hufbauer & Daniel Danxia Xie, 2010. "Financial Stability and Monetary Policy: Need for International Surveillance," Journal of International Economic Law, Oxford University Press, vol. 13(3), pages 939-953, September.
  3. Liu, Peng (Peter) & Tang, Ke, 2010. "No-arbitrage conditions for storable commodities and the modeling of futures term structures," Journal of Banking & Finance, Elsevier, vol. 34(7), pages 1675-1687, July.

2009

  1. Morris GOLDSTEIN & Daniel XIE, 2009. "US Credit Crisis and Spillovers to Asia," Asian Economic Policy Review, Japan Center for Economic Research, vol. 4(2), pages 204-222, December.
  2. Morris Goldstein & Daniel Xie, 2009. "The impact of the financial crisis on emerging Asia," Proceedings, Federal Reserve Bank of San Francisco, issue Oct, pages 27-80.

2008

  1. Dempster, M.A.H. & Medova, Elena & Tang, Ke, 2008. "Long term spread option valuation and hedging," Journal of Banking & Finance, Elsevier, vol. 32(12), pages 2530-2540, December.

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