6
H index
5
i10 index
83
Citations
biao guo : Citation Profile
Renmin University of China | RESEARCH PRODUCTION: 16 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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10 years (2013 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with biao guo. | Is cited by:
| Cites to:
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Main data
Where biao guo has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Futures Markets | 6 |
| Emerging Markets Finance and Trade | 2 |
| Finance Research Letters | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Wang Yanan Institute for Studies in Economics (WISE), Xiamen University | 4 |
Recent works citing biao guo (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Awe culture and corporate social responsibility: Evidence from China. (2023). Chan, Kam C ; Wang, Zhi ; Yan, Chao. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:3:p:3487-3517. Full description at Econpapers || Download paper |
| 2023 | SOVEREIGN ESG INTEGRATION: A BIBLIOMETRIC AND SYSTEMATIC LITERATURE REVIEW. (2023). Hariyoga, Djojokusumo Himawan ; Mahawan, Karuniasa ; Hikmahanto, Juwana ; Buddy, Pascoal Fabian. In: Studies in Business and Economics. RePEc:blg:journl:v:18:y:2023:i:1:p:231-260. Full description at Econpapers || Download paper |
| 2023 | Credit default swaps, the leverage effect, and cross-sectional predictability of equity and firm asset volatility. (2023). Lovreta, Lidija ; Forte, Santiago. In: Journal of Corporate Finance. RePEc:eee:corfin:v:79:y:2023:i:c:s0929119922001900. Full description at Econpapers || Download paper |
| 2023 | Does targeted poverty alleviation improve households’ adaptation to hot weathers: Evidence from electricity consumption of poor households. (2023). Wang, BO ; Deng, Nana. In: Energy Policy. RePEc:eee:enepol:v:183:y:2023:i:c:s0301421523004354. Full description at Econpapers || Download paper |
| 2023 | Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach. (2023). Agarwalla, Sobhesh Kumar ; Kumar, Sudarshan ; Virmani, Vineet ; Varma, Jayanth R. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1615-1644. Full description at Econpapers || Download paper |
Works by biao guo:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | REGIME-DEPENDENT LIQUIDITY DETERMINANTS OF CREDIT DEFAULT SWAP SPREAD CHANGES In: Journal of Financial Research. [Full Text][Citation analysis] | article | 3 |
| 2022 | The information content of CDS implied volatility and associated trading strategies In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
| 2014 | Sell in May and Go Away: Evidence from China In: Finance Research Letters. [Full Text][Citation analysis] | article | 11 |
| 2016 | A note on why doesnt the choice of performance measure matter? In: Finance Research Letters. [Full Text][Citation analysis] | article | 7 |
| 2023 | Firm fundamentals and the cross-section of implied volatility shapes In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 0 |
| 2022 | Natural disasters and CSR: Evidence from China In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 3 |
| 2020 | Sovereign Credit Spread Spillovers in Asia In: Sustainability. [Full Text][Citation analysis] | article | 1 |
| 2013 | A Tale of Two Index Futures: The Intraday Price Discovery and Volatility Transmission Processes Between the China Financial Futures Exchange and the Singapore Exchange In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 11 |
| 2022 | Does the Listing of Options Improve Forecasting Power? Evidence from the Shanghai Stock Exchange In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
| 2020 | Volatility information difference between CDS, options, and the cross section of options returns In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
| 2015 | Forecasting the Term Structure of Implied Volatilities In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Forecasting the Term Structure of Implied Volatilities In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Is the KOSPI 200 Options Market Efficient? Parametric and Nonparametric Tests of the Martingale Restriction In: Journal of Futures Markets. [Citation analysis] | article | 18 |
| 2014 | The Nelson–Siegel Model of the Term Structure of Option Implied Volatility and Volatility Components In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 11 |
| 2015 | How Important is a Non?Default Factor for CDS Valuation? In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
| 2016 | CDS Inferred Stock Volatility In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
| 2018 | Are there gains from using information over the surface of implied volatilities? In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 2 |
| 2020 | Volatility and jump risk in option returns In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
| 2013 | Non-parametric Tests for the Martingale Restriction: A New Approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | The Number of State Variables for CDS Pricing In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Asymmetric and negative return-volatility relationship: the case of the VKOSPI In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | A Tale of Two Index Futures: The Intraday Price Discovery Process between the China Financial Futures Exchange and the Singapore Exchange In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team