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biao Guo
biao Guo
Renmin University, China
在 mathfinance.cn 的电子邮件经过验证 - 首页
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引用次数
引用次数
年份
Twitter as customer’s eWOM: an empirical study on their impact on firm financial performance
J Xun, B Guo
Internet Research 27 (5), 1014-1038, 2017
702017
Asymmetric and negative return-volatility relationship: The case of the VKOSPI
Q Han, B Guo, D Ryu, RI Webb
Investment Analyst Journal 76, 2012
552012
Is the KOSPI 200 Options Market Efficient? Parametric and Nonparametric Tests of the Martingale Restriction
B Guo, Q Han, D Ryu
Journal of Futures Markets, 2012
382012
The Nelson–Siegel model of the term structure of option implied volatility and volatility components
B Guo, Q Han, B Zhao
Journal of Futures Markets 34 (8), 788-806, 2014
372014
A tale of two index futures: The intraday price discovery and volatility transmission processes between the China financial futures exchange and the Singapore exchange
B Guo, Q Han, M Liu, D Ryu
Emerging Markets Finance and Trade 49 (sup4), 197-212, 2013
322013
Sell in May and go away: Evidence from China
B Guo, X Luo, Z Zhang
Finance Research Letters 11 (4), 362-368, 2014
292014
A note on why doesn't the choice of performance measure matter?
B Guo, Y Xiao
Finance Research Letters 16, 248-254, 2016
202016
Natural disasters and CSR: Evidence from China
Z He, B Guo, Y Shi, Y Zhao
Pacific-Basin Finance Journal 73, 101777, 2022
182022
Regime Dependent Liquidity Determinants of Credit Default Swap Spread Changes
B Guo, D Newton
Journal of Financial Research, 2013
142013
CDS inferred stock volatility
B Guo
Journal of Futures Markets 36 (8), 745-757, 2016
102016
Firm fundamentals and the cross-section of implied volatility shapes
D Chen, B Guo, G Zhou
Journal of Financial Markets 63, 100771, 2023
82023
Are there gains from using information over the surface of implied volatilities?
B Guo, Q Han, H Lin
Journal of Futures Markets 38 (6), 645-672, 2018
72018
Sovereign credit spread spillovers in Asia
B Guo, Q Han, J Liang, D Ryu, J Yu
Sustainability 12 (4), 1472, 2020
52020
Volatility and jump risk in option returns
B Guo, H Lin
Journal of Futures Markets 40 (11), 1767-1792, 2020
42020
How Important is a Non‐Default Factor for CDS Valuation?
B Guo, Q Han, J Lee, D Ryu
Journal of Futures Markets 35 (11), 1088-1101, 2015
42015
Volatility information difference between CDS, options, and the cross section of options returns
B Guo, Y Shi, Y Xu
Quantitative Finance 20 (12), 2025-2036, 2020
32020
Does the listing of options improve forecasting power? evidence from the Shanghai stock exchange
B Guo, Z Wang, S Fan
Emerging Markets Finance and Trade 58 (15), 4300-4308, 2022
22022
Are There Gains from Using Information over the Term Structure of Implied Volatilities?
B Guo, Q Han, H Lin
SSRN working paper, 2016
12016
The information content of CDS implied volatility and associated trading strategies
Y Shi, D Chen, B Guo, Y Xu, C Yan
International Review of Financial Analysis 83, 102295, 2022
2022
Macro Factors in Corporate Bond Credit and Liquidity Spreads
B Guo
2018
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