Ming Guo

ShanghaiTech University - School of Entrepreneurship and Management

100 Haike Rd

Pudong Xinqu, Shanghai

China

SCHOLARLY PAPERS

2

DOWNLOADS

372

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

Subjective Model Uncertainty, Variance Risk Premium, and Speculative Trading

Number of pages: 59 Posted: 21 Jul 2014 Last Revised: 29 Jul 2019
Ming Guo and Hao Zhou
ShanghaiTech University - School of Entrepreneurship and Management and Tsinghua University - PBC School of Finance
Downloads 262 (136,389)

Abstract:

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subjective model uncertainty, signal precision or mean, option-implied uncertainty premium, variance risk premium, trading volume

Subjective Model Uncertainty, Variance Risk Premium, and Speculative Trading

Number of pages: 54 Posted: 30 Jun 2013 Last Revised: 29 Jul 2019
Ming Guo and Hao Zhou
ShanghaiTech University - School of Entrepreneurship and Management and Tsinghua University - PBC School of Finance
Downloads 66 (398,535)

Abstract:

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Subjective model uncertainty, signal precision or mean, option-implied uncertainty premium, variance risk premium, trading volume.

Technical Trading with Imperfect Competition

Number of pages: 53 Posted: 26 Oct 2016 Last Revised: 29 Mar 2019
Ming Guo
ShanghaiTech University - School of Entrepreneurship and Management
Downloads 44 (482,484)

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Technical trading, liquidity provision, risk-averse market makers

Technical Trading with Imperfect Competition

ShanghaiTech SEM Working Paper No. 2018-001
Posted: 30 Mar 2018 Last Revised: 29 Mar 2019
Ming Guo
ShanghaiTech University - School of Entrepreneurship and Management

Abstract:

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Technical analysis; market liquidity demand; risk-averse market makers; imperfect competition.