Jiaqi Guo

Birmingham Business School

SCHOLARLY PAPERS

5

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1,104

TOTAL CITATIONS

1

Scholarly Papers (5)

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1.

Replicating Anomalies Using the Aggregate Average Method

University of Miami Business School Research Paper No. 4990134
Number of pages: 49 Posted: 31 Oct 2024 Last Revised: 06 Dec 2024
Jiaqi Guo, George M. Korniotis, Alok Kumar and Peng Li
Birmingham Business School, University of Miami - Department of Finance, University of Miami - Miami Herbert Business School and University of Bath, School of management
Downloads 326 (202,549)
Citation 1

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Asset pricing anomalies, data mining, non-standard errors, p-hacking, two-stage bootstrapping

2.

What Can Explain Momentum? Evidence From Decomposition

Management Science. DOI: https://doi.org/10.1287/mnsc.2021.4135
Number of pages: 66 Posted: 19 Feb 2021 Last Revised: 15 Jun 2022
Jiaqi Guo, Peng Li and Youwei Li
Birmingham Business School, University of Bath, School of management and University of Hull
Downloads 265 (251,954)

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Momentum, Momentum Candidate Variables, Momentum Decomposition, Momentum Crashes

3.

Blinded by Lottery Preferences? Earnings News, Gambling-Motivated Trading, and Informational Efficiency

Number of pages: 77 Posted: 03 Nov 2023 Last Revised: 10 Sep 2024
Vidhi Chhaochharia, Jiaqi Guo, Xing Han and Alok Kumar
University of Miami - Department of Finance, Birmingham Business School, University of Auckland Business School and University of Miami - Miami Herbert Business School
Downloads 257 (259,981)

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Information avoidance, gambling preference, lottery-type stocks, earnings news, informational efficiency.

4.

Salience Theory and Momentum Everywhere

Number of pages: 72 Posted: 17 May 2023 Last Revised: 20 Jul 2024
Jiaqi Guo, Peng Li, Tse-Chun Lin and Jinyu Liu
Birmingham Business School, University of Bath, School of management, The University of Hong Kong - Faculty of Business and Economics and University of International Business and Economics (UIBE) - School of Banking and Finance
Downloads 225 (296,452)

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Salience theory, Return momentum, International markets, Customer momentum, Shared analyst momentum, Industry momentum JEL classification: G02, G11, G12, G14, G15

5.

The Nexus of Overnight Trend and Asset Prices in China

Number of pages: 73 Posted: 19 Feb 2021 Last Revised: 25 Nov 2024
Jiaqi Guo, Xing Han, Kai Li and Youwei Li
Birmingham Business School, University of Auckland Business School, Macquarie Business School, Macquarie University and University of Hull
Downloads 31 (1,045,456)

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Overnight Trend, Investor Clientele, Momentum, Slow Diffusion of Information, Asset Prices