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Guo, Ming's
Scholarly Papers
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Total Downloads
172 |
Total
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Guo, Ming Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) Ou-Yang, Hui Cheung Kong Graduate School of Business
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Performance, the Sharpe ratio, alpha decay, intertemporal hedging benefit
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Xia, Chun The University of Hong Kong Guo, Ming Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
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15 Mar 12
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Last Revised:
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29 May 12
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57
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liquidity provision, technical trading, return predictability, market efficiency
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Guo, Ming Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) Ou-Yang, Hui Cheung Kong Graduate School of Business
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Strategic trading, fundamental information and non-fundamental information, risk aversion, mean-reverting noise trading, price efficiency
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Records 1 -
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