academic engagement (representative) |
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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