biao guo
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Identifer
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Affiliations
-
Renmin University of China
/ School of Finance
Research profile
author of:
- Regime-Dependent Liquidity Determinants Of Credit Default Swap Spread Changes (RePEc:bla:jfnres:v:36:y:2013:i:2:p:279-298)
by Biao Guo & David Newton - The information content of CDS implied volatility and associated trading strategies (RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002502)
by Shi, Yukun & Chen, Ding & Guo, Biao & Xu, Yaofei & Yan, Cheng - Sell in May and Go Away: Evidence from China (RePEc:eee:finlet:v:11:y:2014:i:4:p:362-368)
by Guo, Biao & Luo, Xingguo & Zhang, Ziding - A note on why doesn't the choice of performance measure matter? (RePEc:eee:finlet:v:16:y:2016:i:c:p:248-254)
by Guo, Biao & Xiao, Yugu - Firm fundamentals and the cross-section of implied volatility shapes (RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000611)
by Chen, Ding & Guo, Biao & Zhou, Guofu - Natural disasters and CSR: Evidence from China (RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000725)
by He, Zhongda & Guo, Biao & Shi, Yukun & Zhao, Yang - Sovereign Credit Spread Spillovers in Asia (RePEc:gam:jsusta:v:12:y:2020:i:4:p:1472-:d:321357)
by Biao Guo & Qian Han & Jufang Liang & Doojin Ryu & Jinyoung Yu - A Tale of Two Index Futures: The Intraday Price Discovery and Volatility Transmission Processes Between the China Financial Futures Exchange and the Singapore Exchange (RePEc:mes:emfitr:v:49:y:2013:i:s4:p:197-212)
by Biao Guo & Qian Han & Maonan Liu & Doojin Ryu - Does the Listing of Options Improve Forecasting Power? Evidence from the Shanghai Stock Exchange (RePEc:mes:emfitr:v:58:y:2022:i:15:p:4300-4308)
by Biao Guo & Zhen Wang & Shuyu Fan - Volatility information difference between CDS, options, and the cross section of options returns (RePEc:taf:quantf:v:20:y:2020:i:12:p:2025-2036)
by Biao Guo & Yukun Shi & Yaofei Xu - Forecasting the Term Structure of Implied Volatilities (RePEc:vuw:vuwecf:20148)
by Guo, Biao & Han, Qian & Lin, Hai - Unknown item RePEc:vuw:vuwecf:6189 (paper)
- Is the KOSPI 200 Options Market Efficient? Parametric and Nonparametric Tests of the Martingale Restriction (RePEc:wly:jfutmk:v:33:y:2013:i:7:p:629-652)
by Biao Guo & Qian Han & Doojin Ryu - The Nelson–Siegel Model of the Term Structure of Option Implied Volatility and Volatility Components (RePEc:wly:jfutmk:v:34:y:2014:i:8:p:788-806)
by Biao Guo & Qian Han & Bin Zhao - How Important is a Non‐Default Factor for CDS Valuation? (RePEc:wly:jfutmk:v:35:y:2015:i:11:p:1088-1101)
by Biao Guo & Qian Han & Jaeram Lee & Doojin Ryu - CDS Inferred Stock Volatility (RePEc:wly:jfutmk:v:36:y:2016:i:8:p:745-757)
by Biao Guo - Are there gains from using information over the surface of implied volatilities? (RePEc:wly:jfutmk:v:38:y:2018:i:6:p:645-672)
by Biao Guo & Qian Han & Hai Lin - Volatility and jump risk in option returns (RePEc:wly:jfutmk:v:40:y:2020:i:11:p:1767-1792)
by Biao Guo & Hai Lin - Non-parametric Tests for the Martingale Restriction: A New Approach (RePEc:wyi:wpaper:002034)
by Biao Guo & Qian Han & Doojin Ryu - The Number of State Variables for CDS Pricing (RePEc:wyi:wpaper:002044)
by Biao Guo & Qian Han & Doojin Ryu - Asymmetric and negative return-volatility relationship: the case of the VKOSPI (RePEc:wyi:wpaper:002046)
by Biao Guo & Qian Han & Doojin Ryu & Robert I. Webb - A Tale of Two Index Futures: The Intraday Price Discovery Process between the China Financial Futures Exchange and the Singapore Exchange (RePEc:wyi:wpaper:002049)
by Biao Guo & Qian Han & Maonan Liu & Doojin Ryu