biao guo : Citation Profile

Renmin University of China

7

H index

6

i10 index

109

Citations

RESEARCH PRODUCTION:

16

Articles

6

Papers

RESEARCH ACTIVITY:

   10 years (2013 - 2023). See details.
   Cites by year: 10
   Journals where biao guo has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 3 (2.68 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgu306
   Updated: 2026-01-10    RAS profile: 2024-02-07    
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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:

Hou, Yang (5)

Kutan, Ali (4)

Hwang, Soosung (3)

Han, Heejoon (3)

Wong, Wing-Keung (3)

Sibande, Xolani (2)

Plastun, Alex (2)

Varma, Jayanth (2)

Atilgan, Yigit (2)

Wohar, Mark (2)

Niu, Linlin (2)

Cites to:

Campbell, John (16)

Zhou, Guofu (11)

Cao, Charles (8)

merton, robert (7)

Chen, Zhiwu (6)

pan, jun (6)

Tsekrekos, Andrianos (6)

Chalamandaris, George (6)

Shiller, Robert (6)

Wu, Liuren (6)

French, Kenneth (6)

Main data

Where biao guo has published?

Journals with more than one article published# docs
Journal of Futures Markets6
Finance Research Letters2
Emerging Markets Finance and Trade2

Working Papers Series with more than one paper published# docs
Working Papers / Wang Yanan Institute for Studies in Economics (WISE), Xiamen University4

Recent works citing biao guo (2025 and 2024)

YearTitle of citing document
2024Degree of Irrationality: Sentiment and Implied Volatility Surface. (2024). Xie, Yan ; Weng, Jiahao. In: Papers. RePEc:arx:papers:2405.11730.

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2025Integrating the implied regularity into implied volatility models: A study on free arbitrage model. (2025). di Sciorio, Fabrizio ; Angelini, Daniele. In: Papers. RePEc:arx:papers:2502.07518.

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2024Government environmental concerns and corporate green innovation: Evidence from heavy‐polluting enterprises in China. (2024). Ding, Shijie ; Chen, Jinyu ; Qu, Jingxiao ; Zhu, Dandan. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:3:p:1920-1936.

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2024Assessment of local officials and government‐initiated CSR: Evidence from targeted poverty alleviation in China. (2024). Huang, Yujing ; Li, Xiujuan ; Yu, Minggui. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:1:p:557-579.

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2025Does asynchronous market update matter? Re-examining the price discovery of stock index and futures in China. (2025). Chen, Jing ; Zhao, Chengzhi ; Han, Qian ; Guo, Qian. In: Emerging Markets Review. RePEc:eee:ememar:v:67:y:2025:i:c:s1566014125000561.

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2024Religious atmosphere, seismic impact, and corporate charitable donations in China. (2024). Jia, Zhehao ; Shi, Yujing ; Wang, Shuoxiang ; Huang, Ruixian ; Li, Danyang. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s014098832400077x.

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2024Credit default swaps and corporate carbon emissions in Japan. (2024). Okimoto, Tatsuyoshi ; Takaoka, Sumiko. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002123.

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2025Does managerial climate risk perception improve environmental, social and governance (ESG) performance? Evidence from China. (2025). Zhao, Mengyang ; Tian, YE. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925000870.

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2025What triggers intraday price jumps and co-jumps in gold?. (2025). Sobti, Neharika. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004673.

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2024Sustainable investments in volatile times: Nexus of climate change risk, ESG practices, and market volatility. (2024). bagh, tanveer ; Guo, Yongsheng ; Zhu, Xiaoxian ; Naseer, Mirza Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004241.

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2024Like parent, like child: MNCs’ CSR and their foreign subsidiaries’ environmental footprint. (2024). Zhou, XI ; Ying, Sammy Xiaoyan ; You, Jiaxing ; Wu, Huiying. In: Journal of Business Research. RePEc:eee:jbrese:v:172:y:2024:i:c:s0148296323007725.

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2025Climate risk and corporate debt decision. (2025). Li, Yating ; Jiang, Chuyu ; Zhao, Yang ; Zhang, Xuan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s0261560624002481.

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2024From fundamental signals to stock volatility: A machine learning approach. (2024). Ma, Tian ; Liao, Cunfei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000349.

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2025To outperform: Sell-in-May enhanced with bond investments. (2025). Lien, Donald ; Hsu, Chih-Hsiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24003639.

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2024Combating extreme weather through operations management: Evidence from a natural experiment in China. (2024). , Peter ; Zhu, Minghao ; Liang, Chen ; Cheng, T. C. E., . In: International Journal of Production Economics. RePEc:eee:proeco:v:267:y:2024:i:c:s0925527323003055.

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2024Can CSR mitigate negative regional public sentiment? Evidence from major violent crimes in China. (2024). Yin, Zihan ; Li, Zai ; Yan, Chao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:332-347.

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2024Does market efficiency matter for Shanghai 50 ETF index options?. (2024). Le, Thi ; Hasan, Morshadul ; Abedin, Mohammad Zoynul ; Hoque, Ariful. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002556.

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2025Standing Up or Standing By: Abnormally Hot Temperatures and Corporate Environmental Engagement. (2025). Chan, Kam C ; Yan, Chao ; Zhuang, Jingyi ; Wang, Jiaxin. In: Journal of Business Ethics. RePEc:kap:jbuset:v:196:y:2025:i:1:d:10.1007_s10551-024-05682-3.

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2025Does competitive position matter: Investigating the impact of information risk on COE and corporate investment. (2025). Saleem, Sana ; Usman, Muhammad ; Akhtar, Muhammad Naveed. In: PLOS ONE. RePEc:plo:pone00:0322527.

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2024Deterministic modelling of implied volatility in cryptocurrency options with underlying multiple resolution momentum indicator and non-linear machine learning regression algorithm. (2024). Djeng, S K ; Law, M ; Leung, F. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00631-5.

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2025The link between DFA portfolio performance, AI financial management, GDP, government bonds growth and DFA trade volumes. (2025). Mikhaylov, Alexey ; Ishaq, Muhammad. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:59:y:2025:i:1:d:10.1007_s11135-024-01940-8.

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2025Some permutation tests for high dimensional mean vectors. (2025). Huang, Caizhu ; Kenne, Euloge Clovis ; Pesarin, Fortunato. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:34:y:2025:i:4:d:10.1007_s10260-025-00804-1.

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2025The Dynamics of Option Volatility Smirk and Option Returns Predictability: Evidence From Chinese SSE50 ETF Options. (2025). Guo, Wenxin ; Liu, Dehong ; Chen, Carl R ; Lung, Peter. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:7:p:705-731.

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2025Option Return Predictability via Machine Learning: New Evidence From China. (2025). Xiao, Zhengyan ; Wang, Zhuo ; Huang, Yuxiang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:9:p:1232-1252.

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Works by biao guo:

YearTitleTypeCited
2013REGIME-DEPENDENT LIQUIDITY DETERMINANTS OF CREDIT DEFAULT SWAP SPREAD CHANGES In: Journal of Financial Research.
[Full Text][Citation analysis]		article4
2022The information content of CDS implied volatility and associated trading strategies In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2014Sell in May and Go Away: Evidence from China In: Finance Research Letters.
[Full Text][Citation analysis]		article13
2016A note on why doesnt the choice of performance measure matter? In: Finance Research Letters.
[Full Text][Citation analysis]		article7
2023Firm fundamentals and the cross-section of implied volatility shapes In: Journal of Financial Markets.
[Full Text][Citation analysis]		article2
2022Natural disasters and CSR: Evidence from China In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article13
2020Sovereign Credit Spread Spillovers in Asia In: Sustainability.
[Full Text][Citation analysis]		article1
2013A 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]		article13
2022Does the Listing of Options Improve Forecasting Power? Evidence from the Shanghai Stock Exchange In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article1
2020Volatility information difference between CDS, options, and the cross section of options returns In: Quantitative Finance.
[Full Text][Citation analysis]		article0
2015Forecasting the Term Structure of Implied Volatilities In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2015Forecasting the Term Structure of Implied Volatilities In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2013Is the KOSPI 200 Options Market Efficient? Parametric and Nonparametric Tests of the Martingale Restriction In: Journal of Futures Markets.
[Citation analysis]		article19
2014The Nelson–Siegel Model of the Term Structure of Option Implied Volatility and Volatility Components In: Journal of Futures Markets.
[Full Text][Citation analysis]		article14
2015How Important is a Non‐Default Factor for CDS Valuation? In: Journal of Futures Markets.
[Full Text][Citation analysis]		article1
2016CDS Inferred Stock Volatility In: Journal of Futures Markets.
[Full Text][Citation analysis]		article3
2018Are there gains from using information over the surface of implied volatilities? In: Journal of Futures Markets.
[Full Text][Citation analysis]		article3
2020Volatility and jump risk in option returns In: Journal of Futures Markets.
[Full Text][Citation analysis]		article4
2013Non-parametric Tests for the Martingale Restriction: A New Approach In: Working Papers.
[Full Text][Citation analysis]		paper0
2013The Number of State Variables for CDS Pricing In: Working Papers.
[Full Text][Citation analysis]		paper0
2013Asymmetric and negative return-volatility relationship: the case of the VKOSPI In: Working Papers.
[Full Text][Citation analysis]		paper1
2013A 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]		paper10

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