百晓学者学者目录

唐国豪

湖南大学

精选作品

期刊论文

2026

Taming the global factor zoo

Jian Chen, Yufeng Han, Guohao Tang, Yifeng Zhu

Journal Of International Money And Finance，Vol. 160

DOI

2025

External trade policy uncertainty, corporate risk exposure, and stock market volatility

Hongkui Liu, Jiasheng Yu, Guohao Tang, Jian Chen

China Economic Review，Vol. 89

DOI

2025

投资者宏观信息关注与股价崩盘风险：基于信息传递的视角

唐国豪，吴义勇，田敏，向润婕

《系统工程理论与实践》，Vol. 45, No. 3

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2025

投资者预期协同的资产定价研究——基于多特征机器学习视角

唐国豪，陈海玮，朱琳，姜富伟

《管理世界》，Vol. 41, No. 12

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2025

优胜劣汰还是逆向选择——基于上市公司质量与股价表现关联的研究

靳馥境，姜富伟，唐国豪

《管理科学学报》，Vol. 28, No. 2

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2024

From macro to micro: Sparse macroeconomic risks and the cross-section of stock returns

Lin Zhu, Fuwei Jiang, Guohao Tang, Fujing Jin

International Review Of Financial Analysis，Vol. 95

DOI

2024

Extrapolation beyond peers: An asset pricing perspective

Guohao Tang, Yiyong Wu, Guanyu Lou

Journal Of International Money And Finance，Vol. 148

DOI

2024

Global mispricing matters

Fuwei Jiang, Hongkui Liu, Guohao Tang, Jiasheng Yu

Journal Of International Money And Finance，Vol. 147

DOI

2024

Media abnormal tone and cross section of stock returns: Evidence from China

Lu Yan, Yong Ma, Changshuai Li, Guohao Tang

Accounting And Finance，Vol. 640, No. 30

DOI

2024

Smart money or chasing stars: Evidence from northbound trading in China

Cunfei Liao, Guohao Tang, Xiaoying Xu

International Journal Of Finance & Economics，Vol. 290, No. 20

DOI

2024

Price limits hitting effect and cross-sectional stock returns: Evidence from China

Zhaoxiang Zeng, Guojun Wang, Guohao Tang

Finance Research Letters，Vol. 60

DOI

2024

基于自编码机器学习的资产定价研究——中国股票市场的金融大数据分析视角

唐国豪，朱琳，廖存非，姜富伟

《管理科学学报》，Vol. 27, No. 9

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2024

公告溢价效应与资产定价：文本机器学习视角

唐国豪，朱琳，陈世程

《经济学动态》，No. 2

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2024

期权隐含信息提取及对股票市场的影响:基于机器学习的视角

陈坚，唐国豪，姚加权

《计量经济学报》

2024

上市公司破产风险的横截面定价

齐欣林，彭寒，戴淑庚，唐国豪

《金融市场研究》

2024

Does U.S. Academic Research Destroy the Predictability of Global Stock Returns?

Guohao Tang, Yuwei Xie, Lin Zhu

Social Science Research Network

DOI

2023

Employee sentiment and stock returns

Jian Chen, Guohao Tang, Jiaquan Yao, Guofu Zhou

Journal Of Economic Dynamics & Control，Vol. 149

DOI

2023

ChatGPT, Stock Market Predictability and Links to the Macroeconomy

Jian Chen, Guohao Tang, Guofu Zhou, Wu Zhu

Social Science Research Network

DOI

2022

Investor Attention and Stock Returns

Jian Chen, Guohao Tang, Jiaquan Yao, Guofu Zhou

Journal Of Financial And Quantitative Analysis，Vol. 570, No. 2

DOI

2022

深度学习与中国股票市场因子投资——基于生成式对抗网络方法

马甜，姜富伟，唐国豪

《经济学（季刊）》，Vol. 22, No. 3

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2022

Price Limits and Overreacted Trading: Evidence from China

Zhao-Xiang Zeng, Guohao Tang

Social Science Research Network

DOI

2022

A New Firm-level Investor Sentiment

Guohao Tang, Yi-Yong Wu, Fu-Wei Jiang

Social Science Research Network

DOI

2022

Extrapolative Bias and Chinese Stocks

Guohao Tang, Yi-Yong Wu, G. Lou

Social Science Research Network

DOI

2022

Macro Tail Risk and Market Risk Premium

Jian Chen, Cunfei Liao, Guohao Tang

Social Science Research Network

DOI

2021

Aggregate liquidity premium and cross-sectional returns: Evidence

Cunfei Liao, Qianlin Luo, Guohao Tang

Economic Modelling，Vol. 104

DOI

2021

It takes two to tango: Fundamental timing in stock market

Guohao Tang, Fuwei Jiang, Xinlin Qi, Nan Huang

International Journal Of Finance & Economics，Vol. 260, No. 40

DOI

2021

媒体文本情绪与股票回报预测

姜富伟，孟令超，唐国豪

《经济学（季刊）》，Vol. 21, No. 4

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2020

Dissecting the effectiveness of firm financial strength in predicting Chinese stock market

Fuwei Jiang, Fujing Jin, Guohao Tang

Finance Research Letters，Vol. 32

DOI

2020

Intangibles to Tangible: In Search of Firm Value Creation

Cunfei Liao, Fu-Wei Jiang, Fujing Jin, Guohao Tang

Social Science Research Network

DOI

2019

上市公司综合盈利水平与股票收益

谢谦，唐国豪，罗倩琳

《金融研究》，No. 3

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2019

资本市场收益可预测性研究进展

张春玲，姜富伟，唐国豪

《经济学动态》，No. 2

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2018

Q-theory, mispricing, and profitability premium: Evidence from China

Fuwei Jiang, Xinlin Qi, Guohao Tang

Journal Of Banking & Finance，Vol. 87

DOI

2018

Firm Characteristics and Chinese Stocks

Fu-Wei Jiang, Guohao Tang, Guo-Fu Zhou

Journal of Management Science and Engineering

DOI

2016

金融市场文本情绪研究进展

唐国豪，姜富伟，张定胜

《经济学动态》，No. 11

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2008

Optimal Life Insurance Pricing with Default Risks

Hong Mao, Guohao Tang

预印本

2026

Does Large Language Models have Market Timing Ability? Evidence from Global Markets

Guohao Tang, Yuwei Xie, Lin Zhu

SSRN Electronic Journal

DOI

2026

Macroeconomic Expectations and Expected Returns: Evidence from China

Guohao Tang, Zhuorui Xie, Hanrui Xu, Yu Jiang

SSRN Electronic Journal

DOI

2026

The Mirror of Erised: Local Narratives of Foreign Economic Policy Uncertainty and Stock Market Volatility

ZhaoXiang Zeng, Guohao Tang

SSRN Electronic Journal

DOI

2026

Margin Trading, Short Selling, and Return Predictability: Evidence from the Chinese Stock Market

Guohao Tang, Hanrui Xu, Jing Yang, Fanyining Zhang

SSRN Electronic Journal

DOI

2025

ChatGPT and Deepseek: Can They Predict the Stock Market and Macroeconomy?

Jian Chen, Guohao Tang, Guofu Zhou, Wu Zhu

arXiv preprint

2025

Missing Financial Data in Chinese Market

Zhu Lin, Yuwei Xie, Dashan Huang, Guohao Tang

SSRN Electronic Journal

DOI

2025

Macro Tail Risk and Stock Returns

Jian Chen, Xiaowei Li, Yangshu Liu, Guohao Tang

SSRN Electronic Journal

DOI

2025

Liquidity Management and Capital Structure with Information Processing Constraints

Pengfei Luo, Yuyao Liu, Guohao Tang

SSRN Electronic Journal

DOI

2024

Does Generative AI Impact Stock Price Crash Risk? Evidence from China

Yiyong Wu, Min Tian, Guohao Tang

SSRN Electronic Journal

DOI

数据集

2026

Seeing is Believing: The Information Advantage of Analyst Site Visits in the Era of AI Applications

Guohao Tang, xie zhuo rui, Chen Jian, Zhang Yunmiao

ScienceDB

DOI

研究方向

资产定价金融机器学习行为金融大语言模型的金融应用

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