Academic Engagement (Representative)
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Publications |
[1]Biao Yi; Shuxin Guo. Common Analyst Links and Predictable Returns: Evidence from China. International Review of Financial Analysis, 2022. [2]Guo Shuxin, Liu Qiang. The Black-scholes-merton Dual Equation. Journal of Derivatives, 2022. [3]Shuxin Guo. Do Futures Lead the Index Under Stress? Evidence from the 2015 Chinese Market Turmoil and Its Aftermath. Review of Quantitative Finance and Accounting, 2021, 56(1). [4]Xuemei Zhou, Qiang Liu, Shuxin Guo. Do Overnight Returns Explain Firm-specific Investor Sentiment in China? International Review of Economics&Finance, 2021, 76: 451-477. [5]Xuemei Zhou, Qiang Liu, Shuxin Guo. The 52-Week High Momentum Strategy and Economic Policy Uncertainty: Evidence from China. Emerging Markets Finance and Trade, 2021, 58(2): 428-440. [6]Yuhan Jiao, Qiang Liu, Shuxin Guo. Pricing Kernel Monotonicity and Term Structure: Evidence from China. Journal of Banking&Finance, 2021, 123: 106037. [7]Qiang Liu, Shuxin Guo. An Excellent Approximation for the M Out of N Day Provision. The North American Journal of Economics and Finance, 2020, 54: 101222. [8]Shuxin Guo, Qiang Liu. Efficient Out-of-sample Pricing of VIX Futures. Journal of Derivatives, 2020, 27(3): 126-139. [9]Shuxin Guo, Qiang Liu. A Simple Accurate Binomial Tree for Pricing Options on Stocks with Known Dollar Dividends. The Journal of Derivatives, 2019, 26(4): 54-70. |
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Projects |
[1]Research on Kernel Monotonicity and Term Structure of Chinese Market Pricing: A New Method Based on Improved Conditional Density Integral CDI. Humanities and Social Sciences Project of the Ministry of Education (Project No.: WQ111021J01001). January 2021-December 2023. Principle Investigator. [2]Research on Foreign Teacher Qualification Certification——Based on A New Perspective of "Data Literacy". Sichuan Provincial Education Department Project (Project No.: 2019S310044). June 2019-December 2021. Principle Investigator. [3]Research on the Pricing Method of Volatility Index Derivatives——A New Perspective Based on Discrete-Time Volatility Models. National Natural Science Foundation of China Youth Science Fund Project (Project No.: 2017G01066). January 2018-December 2020. Principle Investigator. [4]Pricing Derivatives on Volatility Indices: New Approaches Based on Discrete-time Volatility Models. National Natural Science Foundation of China-Young Scholar Grant (Project No.: 71701171). January 2018-December 2020. [5]A Study on the Influence of Equity Incentive Vesting Restrictions on Managerial Short-term Orientation. National Natural Science Foundation of China-Young Scholar Grant (Project No.: 71702153). January 2018-December 2020. Investigator. [6]Volatility Index and Its Futures Pricing: A Study Based on Dynamic Jump Intensity GARCH Model and the Implied Information of Volatility Index. Humanities and Social Sciences Project of the Ministry of Education (Project No.: None). January 2018-December 2019. Investigator. [7]A Recombining Binomial Tree for Pricing Options on Stocks with Known Dollar Dividends. Research Fund for the Central Universities (Project No.: JBK1507112). May 2015-April 2017. Principal Investigator. [8]Monte Carlo In Derivatives Pricing. Key Research Grant from Project 211 (Phase III) of Southwestern University of Finance and Economics. May 2015-April 2017. Investigator. [9]Risk Management of Small Micro-finance Enterprises--Based on Behavioral Finance. Provincial and Ministerial Disciplines Platform Open Subject (Project No.: JR201513). June 2015-June 2017. Investigator. |
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