Guoshi Tong

Education Background:Ph.D. in Economics, University of British Columbia

Research Interests:empirical asset pricing, international finance, big data and China's financial market

Overview

Selected Publications

Guoshi Tong, Associate Professor of Finance (Teaching-Track) at International School of Finance, Fudan University, Academic Director of Undergraduate Program.

His research area covers empirical asset pricing, international finance, big data and China's financial market.

Previously, he served as an assistant professor at School of Finance and Hanqing Advanced Institute of Renmin University, as well as an economist at the Debt Management division of The Bank of Canada. He has published in top journals such as Management Science, Journal of Econometrics, Accounting and Finance, and International Review of Finance. One of his published work on China's stock market has been mentioned in the online business news media of Alpha-architect. His work on "Real Time Macro Data and Government Bond Return Predictability" has won the WRDS best paper prize at 2018 Asian Financial Association annual meeting. His current research focus on the digital economy, in particular, the price setting behavior and exchange rate sensitivity of Chinese exporters at global E-commerce platform.

Professor Tong holds a Ph.D. and Master degree in Economics and Financial Mathematics, separately in 2015 and 2008, both from the University of British Columbia in Canada. He received bachelor's degree in Applied Mathematics from Fudan University in 2006.

 

(Updated by March 2024)

 

  • Huang Dashan, Fuwei Jiang, Kunpeng Li, Guoshi Tong, and Guofu Zhou, Are Bond Returns Predictable with Real-Time Macro Data? Journal of Econometrics, forthcoming.
  • Dashan Huang, Fuwei Jiang, Kunpeng Li, Guoshi Tong, Guofu Zhou, Scaled PCA: A New Approach to Dimension Reduction, Management Science, 2022, Volume 68, Issue 3, Page 1678-1695.