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Crowding and Factor Returns
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Tang, Ke
11
Dempster, M.A.H.
3
Geert Rouwenhorst, K.
3
Goetzmann, William N.
2
Liu, Peng
2
Medova, Elena
2
Xiong, Wei
2
Chan, Kalok
1
Frehen, Rik G.P.
1
Gatev, Evan
1
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1
Heston, Steven L.
1
Huang, Shiyang
1
Kang, Wenjin
1
Liu, Peng (Peter)
1
Lu, Xiaomeng
1
Plosser, Charles I.
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Qiu, Zhigang
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Journal of banking & finance
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2
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Journal of housing economics
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OLC EcoSci
ECONIS (ZBW)
191
RePEc
49
Other ZBW resources
2
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1
Stock price synchronicity and liquidity
Chan, Kalok
;
Hameed, Allaudeen
;
Kang, Wenjin
- In:
Journal of financial markets
16
(
2013
)
3
,
pp. 414-438
Persistent link: https://www.econbiz.de/10010156391
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2
Pairs Trading: Performance of a Relative-Value Arbitrage Rule
Gatev, Evan
;
Goetzmann, William N.
;
Rouwenhorst, K. Geert
- In:
The review of financial studies
19
(
2013
)
3
,
pp. 797-796
Persistent link: https://www.econbiz.de/10010114580
Saved in:
3
INDEX INVESTMENT AND FINANCIALIZATION OF COMMODITIES
Tang, Ke
;
Xiong, Wei
-
2010
Persistent link: https://www.econbiz.de/10008711232
Saved in:
4
Are Chinese warrants derivatives? Evidence from connections to their underlying stocks
Tang, Ke
;
Wang, Changyun
- In:
Quantitative finance
13
(
2013
)
8
,
pp. 1225-1240
Persistent link: https://www.econbiz.de/10010148518
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5
Asset pricing with heterogeneous beliefs and relative performance
Huang, Shiyang
;
Qiu, Zhigang
;
Shang, Qi
;
Tang, Ke
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4107-4119
Persistent link: https://www.econbiz.de/10010177800
Saved in:
6
Long term spread option valuation and hedging
Dempster, M.A.H.
;
Medova, Elena
;
Tang, Ke
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2530-2540
Persistent link: https://www.econbiz.de/10008141162
Saved in:
7
Size and performance of Chinese mutual funds: The role of economy of scale and liquidity
Tang, Ke
;
Wang, Wenjun
;
Xu, Rong
- In:
Pacific-Basin finance journal
20
(
2012
)
2
,
pp. 228-247
Persistent link: https://www.econbiz.de/10009817637
Saved in:
8
ALTERNATIVE INVESTMENTS - Index Investment and the Financialization of Commodities
Tang, Ke
;
Xiong, Wei
- In:
Financial analysts' journal : FAJ
68
(
2012
)
6
,
pp. 54-74
Persistent link: https://www.econbiz.de/10010053748
Saved in:
9
The determinants of homebuilder stock price exposure to lumber: Production cost versus housing demand
Liu, Peng
;
Lu, Xiaomeng
;
Tang, Ke
- In:
Journal of housing economics
21
(
2012
)
3
,
pp. 211-223
Persistent link: https://www.econbiz.de/10010018339
Saved in:
10
Long term spread option valuation and hedging
Dempster, M.A.H.
;
Medova, Elena
;
Tang, Ke
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2530-2541
Persistent link: https://www.econbiz.de/10008899586
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