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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 | Books | Chapters |

Working papers

2023

  1. Lin William Cong & Ke Tang & Yanxin Wang & Xi Zhao, 2023. "Inclusion and Democratization Through Web3 and DeFi? Initial Evidence from the Ethereum Ecosystem," NBER Working Papers 30949, National Bureau of Economic Research, Inc.

2022

  1. Darija Barak & Edoardo Gallo & Ke Rong & Ke Tang & Wei Du, 2022. "Experience of the COVID-19 pandemic in Wuhan leads to a lasting increase in social distancing," Papers 2208.04117, arXiv.org, revised Oct 2022.

2021

  1. Lin William Cong & Wenshi Wei & Danxia Xie & Longtian Zhang, 2021. "Endogenous Growth Under Multiple Uses of Data," Papers 2109.10027, arXiv.org.
  2. Lin William Cong & Danxia Xie & Longtian Zhang, 2021. "Knowledge Accumulation, Privacy, and Growth in a Data Economy," Papers 2109.10028, arXiv.org.
  3. Lin William Cong & Ke Tang & Jingyuan Wang & Yang Zhang, 2021. "Deep Sequence Modeling: Development and Applications in Asset Pricing," Papers 2108.08999, arXiv.org.
  4. Lin William Cong & Xi Li & Ke Tang & Yang Yang, 2021. "Crypto Wash Trading," Papers 2108.10984, 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.

2020

  1. Huang, Wenxin & Jin, Sainan & Phillips, Peter C.B. & Su, Liangjun, 2020. "Nonstationary Panel Models with Latent Group Structures and Cross-Section Dependence," Economics and Statistics Working Papers 7-2020, Singapore Management University, School of Economics.

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. Kang, Lili & Peng, Fei & Zhu, Yu, 2019. "Returns to Higher Education Subjects and Tiers in China: Evidence from the China Family Panel Studies," IZA Discussion Papers 12071, Institute of Labor Economics (IZA).
  3. Kai Feng & Han Hong & Ke Tang & Jingyuan Wang, 2019. "Decision Making with Machine Learning and ROC Curves," Papers 1905.02810, arXiv.org.
  4. 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.
  5. Su, Liangjun & Miao, Ke & Jin, Sainan, 2019. "On Factor Models with Random Missing: EM Estimation, Inference, and Cross Validation," Economics and Statistics Working Papers 4-2019, Singapore Management University, School of Economics.

2018

  1. Huang, Wenxin & Jin, Sainan & Su, Liangjun, 2018. "Identifying Latent Grouped Patterns in Cointegrated Panels," Economics and Statistics Working Papers 3-2019, Singapore Management University, School of Economics.

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.
  2. Peter C. B. Phillips & Sainan Jin, 2015. "Business Cycles, Trend Elimination, and the HP Filter," Cowles Foundation Discussion Papers 2005, Cowles Foundation for Research in Economics, Yale University.
  3. Sainan Jin & Valentina Corradi & Norman Swanson, 2015. "Robust Forecast Comparison," Departmental Working Papers 201502, Rutgers University, Department of Economics.

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..
  4. Liangjun Su & Sainan Jin & Yonghui Zhang, 2014. "Specification Test for Panel Data Models with Interactive Fixed Effects," Working Papers 08-2014, Singapore Management University, School of Economics.
  5. Sainan Jin & Liangjun Su & Yonghui Zhang, 2014. "Nonparametric Testing for Anomaly Effects in Empirical Asset Pricing Models," Working Papers 09-2014, Singapore Management University, School of Economics.

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. "Economic Reform and Productivity Convergence in China," MPRA Paper 50810, University Library of Munich, Germany.
  5. Kang, Lili & Peng, Fei, 2013. "Growth Accounting Analysis in China 1978-2009," MPRA Paper 50827, University Library of Munich, Germany.
  6. Peter C.B. Phillips & Sainan Jin, 2013. "Testing the Martingale Hypothesis," Cowles Foundation Discussion Papers 1912, Cowles Foundation for Research in Economics, Yale University.

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. Peng, Fei & Kang, Lili & Jiang, Jun, 2011. "Selection and institutional shareholder activism in Chinese acquisitions," MPRA Paper 38701, University Library of Munich, Germany.
  3. Kang, Lili & Peng, Fei, 2011. "A selection analysis on education returns in China," MPRA Paper 38704, 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. Frankel, Jeffrey & Xie, Daniel, 2010. "Estimation of De Facto Flexibility Parameter and Basket Weights in Evolving Exchange Rate Regimes," Working Paper Series rwp10-003, Harvard University, John F. Kennedy School of Government.
  2. Kang, Lili & Peng, Fei, 2010. "Real wage cyclicality in urban China," MPRA Paper 45418, University Library of Munich, Germany.
  3. Ke Tang & Wei Xiong, 2010. "Index Investment and Financialization of Commodities," NBER Working Papers 16385, National Bureau of Economic Research, Inc.
  4. Yixiao Sun & Peter C.B. Phillips & Sainan Jin, 2010. "Power Maximization and Size Control in Heteroskedasticity and Autocorrelation Robust Tests with Exponentiated Kernels," Cowles Foundation Discussion Papers 1749, Cowles Foundation for Research in Economics, Yale University.

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. 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.

2007

  1. Sainan Jin & Yukako Ono & Qinghua Zhang, 2007. "Demand volatility and the lag between the growth of temporary and permanent employment," Working Paper Series WP-07-19, Federal Reserve Bank of Chicago.

2006

  1. Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2006. "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing," Cowles Foundation Discussion Papers 1545, Cowles Foundation for Research in Economics, Yale University.

2005

  1. Sun, Yixiao X & Phillips, Peter C. B. & Jin, Sainan, 2005. "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗," University of California at San Diego, Economics Working Paper Series qt16b3j2hd, Department of Economics, UC San Diego.
  2. Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2005. "Improved HAR Inference," Cowles Foundation Discussion Papers 1513, Cowles Foundation for Research in Economics, Yale University.
  3. Peter C.B. Phillips & Sainan Jin & Ling Hu, 2005. "Nonstationary Discrete Choice: A Corrigendum and Addendum," Cowles Foundation Discussion Papers 1516, Cowles Foundation for Research in Economics, Yale University.
  4. Sainan Jin & Peter C.B. Phillips & Yixiao Sun, 2005. "A New Approach to Robust Inference in Cointegration," Cowles Foundation Discussion Papers 1538, Cowles Foundation for Research in Economics, Yale University.

2004

  1. Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan, 2004. "Consistent HAC Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," University of California at San Diego, Economics Working Paper Series qt6d36x00z, Department of Economics, UC San Diego.
  2. Phillips, Peter C.B. & Sun, Yixiao & Jin, Sainan, 2004. "Spectral Density Estimation and Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation," University of California at San Diego, Economics Working Paper Series qt6mf9q2rt, Department of Economics, UC San Diego.

2003

  1. Peter C.B. Phillips & Yixiao Sun & Sainan Jin, 2003. "Long Run Variance Estimation Using Steep Origin Kernels without Truncation," Cowles Foundation Discussion Papers 1437, Cowles Foundation for Research in Economics, Yale University.

2002

  1. Sainan Jin & Peter C.B. Phillips, 2002. "The KPSS Test with Seasonal Dummies," Cowles Foundation Discussion Papers 1373, Cowles Foundation for Research in Economics, Yale University.

Journal articles

2023

  1. Yao Hou & Rong Li & Danxia Xie & Longtian Zhang & Qingquan Zhang, 2023. "The evolution of monetary rules with financial stability considerations," Applied Economics, Taylor & Francis Journals, vol. 55(45), pages 5267-5286, September.
  2. Lili Kang & Fei Peng & Sajid Anwar, 2023. "Cultural heterogeneity, acquisition experience and the performance of Chinese cross-border acquisitions," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 28(2), pages 738-765, April.
  3. Lili Kang & Sajid Anwar & Fei Peng, 2023. "Ownership Structure, Acquisitions And Executive Compensation: Evidence From Publicly Listed Chinese Companies," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 68(01), pages 285-315, March.
  4. Valentina Corradi & Sainan Jin & Norman R. Swanson, 2023. "Robust forecast superiority testing with an application to assessing pools of expert forecasters," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(4), pages 596-622, June.
  5. Tiantian Dai & Shenyi Jiang & Tao Jin & Buyuan Yang, 2023. "Language and segregation: evidence from housing markets in the United States," Applied Economics, Taylor & Francis Journals, vol. 55(11), pages 1157-1183, March.

2022

  1. Cong, Lin William & Wei, Wenshi & Xie, Danxia & Zhang, Longtian, 2022. "Endogenous growth under multiple uses of data," Journal of Economic Dynamics and Control, Elsevier, vol. 141(C).
  2. Peng, Fei & Anwar, Sajid & Kang, Lili, 2022. "Number of siblings, access to treated water and returns to education in China," Economic Analysis and Policy, Elsevier, vol. 74(C), pages 526-538.
  3. Kang, Lili & Peng, Fei & Anwar, Sajid, 2022. "All that glitters is not gold: Do movie quality and contents influence box-office revenues in China?," Journal of Policy Modeling, Elsevier, vol. 44(2), pages 492-510.
  4. Jiang, Tingfeng & Liu, Taoxiong & Tang, Ke & Zeng, Jiaqing, 2022. "Online prices and inflation during the nationwide COVID-19 quarantine period: Evidence from 107 Chinese websites," Finance Research Letters, Elsevier, vol. 49(C).
  5. Tang, Ke & Xiong, Qiaoqin & Zhang, Fengyu, 2022. "Can the E-commercialization improve residents’ income? --Evidence from “Taobao Counties” in China," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 540-553.

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. Lin William Cong & Danxia Xie & Longtian Zhang, 2021. "Knowledge Accumulation, Privacy, and Growth in a Data Economy," Management Science, INFORMS, vol. 67(10), pages 6480-6492, October.
  3. Zheng, Zhigang & Tang, Ke & Liu, Yaodong & Guo, Jie Michael, 2021. "Gender and herding," Journal of Empirical Finance, Elsevier, vol. 64(C), pages 379-400.
  4. 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).
  5. Huang, Wenxin & Jin, Sainan & Phillips, Peter C.B. & Su, Liangjun, 2021. "Nonstationary panel models with latent group structures and cross-section dependence," Journal of Econometrics, Elsevier, vol. 221(1), pages 198-222.
  6. Jin, Sainan & Miao, Ke & Su, Liangjun, 2021. "On factor models with random missing: EM estimation, inference, and cross validation," Journal of Econometrics, Elsevier, vol. 222(1), pages 745-777.
  7. Peter C. B. Phillips & Sainan Jin, 2021. "Business Cycles, Trend Elimination, And The Hp Filter," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(2), pages 469-520, May.

2020

  1. 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).
  2. 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.
  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.
  7. Huang, Wenxin & Jin, Sainan & Su, Liangjun, 2020. "Identifying Latent Grouped Patterns In Cointegrated Panels," Econometric Theory, Cambridge University Press, vol. 36(3), pages 410-456, June.

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.
  2. Liangjun Su & Xia Wang & Sainan Jin, 2019. "Sieve Estimation of Time-Varying Panel Data Models With Latent Structures," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 37(2), pages 334-349, April.

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. 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.
  5. Ke Tang, 2018. "Special Issue of Quantitative Finance on ‘Chinese Derivatives Markets’," Quantitative Finance, Taylor & Francis Journals, vol. 18(9), pages 1451-1451, September.

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.
  3. Jin, Sainan & Corradi, Valentina & Swanson, Norman R., 2017. "Robust Forecast Comparison," Econometric Theory, Cambridge University Press, vol. 33(6), pages 1306-1351, December.

2016

  1. Ke Tang & Haoxiang Zhu, 2016. "Commodities as Collateral," The 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.
  2. Jin, Sainan & Su, Liangjun & Xiao, Zhijie, 2015. "Adaptive Nonparametric Regression With Conditional Heteroskedasticity," Econometric Theory, Cambridge University Press, vol. 31(6), pages 1153-1191, December.
  3. Su, Liangjun & Jin, Sainan & Zhang, Yonghui, 2015. "Specification test for panel data models with interactive fixed effects," Journal of Econometrics, Elsevier, vol. 186(1), pages 222-244.
  4. Sainan Jin & Liangjun Su & Yonghui Zhang, 2015. "Nonparametric testing for anomaly effects in empirical asset pricing models," Empirical Economics, Springer, vol. 48(1), pages 9-36, February.

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.
  3. Sainan Jin & Liangjun Su & Aman Ullah, 2014. "Robustify Financial Time Series Forecasting with Bagging," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 575-605, August.
  4. Peter C. B. Phillips & Sainan Jin, 2014. "Testing the Martingale Hypothesis," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(4), pages 537-554, October.

2013

  1. Kang, Lili & Fei, Peng, 2013. "Cost Competitiveness Comparisons and Convergence in China," National Institute Economic Review, National Institute of Economic and Social Research, vol. 223, 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. 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.
  4. Jaime Casassus & Peng Liu & Ke Tang, 2013. "Economic Linkages, Relative Scarcity, and Commodity Futures Returns," The Review of Financial Studies, Society for Financial Studies, vol. 26(5), pages 1324-1362.
  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. 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.
  7. Sainan Jin & Liangjun Su, 2013. "A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence," Econometric Reviews, Taylor & Francis Journals, vol. 32(4), pages 469-512, December.

2012

  1. Kang, Lili & O'Mahony, Mary & Peng, Fei, 2012. "New Measures of Workforce Skills in the EU," National Institute Economic Review, National Institute of Economic and Social Research, vol. 220, 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. K. Geert Rouwenhorst & Ke Tang, 2012. "Commodity Investing," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 447-467, October.
  5. 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.
  6. 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.
  7. 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.
  8. 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.
  9. Su, Liangjun & Jin, Sainan, 2012. "Sieve estimation of panel data models with cross section dependence," Journal of Econometrics, Elsevier, vol. 169(1), pages 34-47.

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.
  4. Sun, Yixiao & Phillips, Peter C.B. & Jin, Sainan, 2011. "Power Maximization And Size Control In Heteroskedasticity And Autocorrelation Robust Tests With Exponentiated Kernels," Econometric Theory, Cambridge University Press, vol. 27(6), pages 1320-1368, December.

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.
  4. Su, Liangjun & Jin, Sainan, 2010. "Profile quasi-maximum likelihood estimation of partially linear spatial autoregressive models," Journal of Econometrics, Elsevier, vol. 157(1), pages 18-33, 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.
  3. Jin, Sainan, 2009. "Discrete choice modeling with nonstationary panels applied to exchange rate regime choice," Journal of Econometrics, Elsevier, vol. 150(2), pages 312-321, June.

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.
  2. Yixiao Sun & Peter C. B. Phillips & Sainan Jin, 2008. "Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing," Econometrica, Econometric Society, vol. 76(1), pages 175-194, January.

2007

  1. Phillips, Peter C.B. & Jin, Sainan & Hu, Ling, 2007. "Nonstationary discrete choice: A corrigendum and addendum," Journal of Econometrics, Elsevier, vol. 141(2), pages 1115-1130, December.
  2. Sainan Jin & Liangjun Su, 2007. "Forecasting the car penetration rate (CPR) in China: a nonparametric approach," Applied Economics, Taylor & Francis Journals, vol. 39(17), pages 2189-2195.

2006

  1. Sainan Jin & Wanjun Jiang & Liangjun Su & Jianying Hu, 2006. "The Rise in House Prices in China: Bubbles or Fundamentals?," Economics Bulletin, AccessEcon, vol. 3(7), pages 1-8.
  2. Jin, Sainan & Phillips, Peter C.B. & Sun, Yixiao, 2006. "A new approach to robust inference in cointegration," Economics Letters, Elsevier, vol. 91(2), pages 300-306, May.
  3. Peter C. B. Phillips & Yixiao Sun & Sainan Jin, 2006. "Spectral Density Estimation And Robust Hypothesis Testing Using Steep Origin Kernels Without Truncation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 47(3), pages 837-894, August.

2005

  1. Liangjun Su & Sainan Jin, 2005. "A Bootstrap Test for Conditional Symmetry," Annals of Economics and Finance, Society for AEF, vol. 6(2), pages 251-261, November.

2002

  1. Phillips, Peter C. B. & Jin, Sainan, 2002. "The KPSS test with seasonal dummies," Economics Letters, Elsevier, vol. 77(2), pages 239-243, October.

Books

2022

  1. Qingquan Tony Zhang & Beibei Li & Danxia Xie, 2022. "Alternative Data and Artificial Intelligence Techniques," Palgrave Studies in Risk and Insurance, Palgrave Macmillan, number 978-3-031-11612-4, December.

Chapters

2022

  1. Qingquan Tony Zhang & Beibei Li & Danxia Xie, 2022. "An Introduction to Quantitative Portfolio Management and Risk Management," Palgrave Studies in Risk and Insurance, in: Alternative Data and Artificial Intelligence Techniques, chapter 0, pages 3-14, Palgrave Macmillan.
  2. Qingquan Tony Zhang & Beibei Li & Danxia Xie, 2022. "Fraud and Deception Detection: Text-Based Data Analytics," Palgrave Studies in Risk and Insurance, in: Alternative Data and Artificial Intelligence Techniques, chapter 0, pages 185-198, Palgrave Macmillan.
  3. Qingquan Tony Zhang & Beibei Li & Danxia Xie, 2022. "Machine Learning Technique in Trading: A Case Study in the EURUSD Market," Palgrave Studies in Risk and Insurance, in: Alternative Data and Artificial Intelligence Techniques, chapter 0, pages 199-215, Palgrave Macmillan.
  4. Qingquan Tony Zhang & Beibei Li & Danxia Xie, 2022. "Analyzing the Special Purpose Acquisition Corporation (SPAC) with ESG Factors," Palgrave Studies in Risk and Insurance, in: Alternative Data and Artificial Intelligence Techniques, chapter 0, pages 217-250, Palgrave Macmillan.
  5. Qingquan Tony Zhang & Beibei Li & Danxia Xie, 2022. "ESG Impacts on Corporation’s Fundamental: Studies from the Healthcare Industry," Palgrave Studies in Risk and Insurance, in: Alternative Data and Artificial Intelligence Techniques, chapter 0, pages 251-275, Palgrave Macmillan.
  6. Qingquan Tony Zhang & Beibei Li & Danxia Xie, 2022. "Data Visualization," Palgrave Studies in Risk and Insurance, in: Alternative Data and Artificial Intelligence Techniques, chapter 0, pages 279-310, Palgrave Macmillan.
  7. Qingquan Tony Zhang & Beibei Li & Danxia Xie, 2022. "Interacting with a MongoDB Database from a Python Function in AWS Lambda," Palgrave Studies in Risk and Insurance, in: Alternative Data and Artificial Intelligence Techniques, chapter 0, pages 311-327, Palgrave Macmillan.
  8. Qingquan Tony Zhang & Beibei Li & Danxia Xie, 2022. "The Major Trends in Global Financial Asset Management," Palgrave Studies in Risk and Insurance, in: Alternative Data and Artificial Intelligence Techniques, chapter 0, pages 15-30, Palgrave Macmillan.
  9. Qingquan Tony Zhang & Beibei Li & Danxia Xie, 2022. "Machine Learning and AI in Financial Portfolio Management," Palgrave Studies in Risk and Insurance, in: Alternative Data and Artificial Intelligence Techniques, chapter 0, pages 33-74, Palgrave Macmillan.
  10. Qingquan Tony Zhang & Beibei Li & Danxia Xie, 2022. "Introduction of Alternative Data in Finance," Palgrave Studies in Risk and Insurance, in: Alternative Data and Artificial Intelligence Techniques, chapter 0, pages 75-88, Palgrave Macmillan.
  11. Qingquan Tony Zhang & Beibei Li & Danxia Xie, 2022. "Alternative Data Utilization from a Country Perspective," Palgrave Studies in Risk and Insurance, in: Alternative Data and Artificial Intelligence Techniques, chapter 0, pages 89-107, Palgrave Macmillan.
  12. Qingquan Tony Zhang & Beibei Li & Danxia Xie, 2022. "Smart Beta and Risk Factors Based on Textural Data and Machine Learning," Palgrave Studies in Risk and Insurance, in: Alternative Data and Artificial Intelligence Techniques, chapter 0, pages 111-128, Palgrave Macmillan.
  13. Qingquan Tony Zhang & Beibei Li & Danxia Xie, 2022. "Smart Beta and Risk Factors Based on IoTs," Palgrave Studies in Risk and Insurance, in: Alternative Data and Artificial Intelligence Techniques, chapter 0, pages 129-139, Palgrave Macmillan.
  14. Qingquan Tony Zhang & Beibei Li & Danxia Xie, 2022. "Environmental, Social Responsibility, and Corporate Governance (ESG) Factors of Corporations," Palgrave Studies in Risk and Insurance, in: Alternative Data and Artificial Intelligence Techniques, chapter 0, pages 141-166, Palgrave Macmillan.
  15. Qingquan Tony Zhang & Beibei Li & Danxia Xie, 2022. "Sentiment Factors in Finance," Palgrave Studies in Risk and Insurance, in: Alternative Data and Artificial Intelligence Techniques, chapter 0, pages 167-181, Palgrave Macmillan.

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