Hongye Guo

The University of Hong Kong - University of Hong Kong

Pokfulam Road

Hong Kong, Hong Kong

China

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 21,433

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Top 21,433

in Total Papers Downloads

4,408

SSRN CITATIONS
Rank 36,951

SSRN RANKINGS

Top 36,951

in Total Papers Citations

22

CROSSREF CITATIONS

4

Scholarly Papers (12)

1.
Downloads 1,274 (29,901)
Citation 12

Feedback and Contagion through Distressed Competition

Journal of Finance
Number of pages: 60 Posted: 05 Feb 2020 Last Revised: 09 Jan 2024
Hui Chen, Winston Wei Dou, Hongye Guo and Yan Ji
Massachusetts Institute of Technology, University of Pennsylvania - The Wharton School, The University of Hong Kong - University of Hong Kong and Hong Kong University of Science & Technology (HKUST)
Downloads 1,267 (29,629)
Citation 5

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Competition-distress feedback loop, Distress spillover, Predatory pricing, Price war, Profitability-leverage puzzle, Collusion.

Feedback and Contagion Through Distressed Competition

NBER Working Paper No. w30841
Number of pages: 61 Posted: 16 Jan 2023 Last Revised: 14 Apr 2023
Hui Chen, Winston Wei Dou, Hongye Guo and Yan Ji
Massachusetts Institute of Technology, University of Pennsylvania - The Wharton School, The University of Hong Kong - University of Hong Kong and Hong Kong University of Science & Technology (HKUST)
Downloads 7 (1,106,206)
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Abstract:

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2.

'Superstitious' Investors

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 80 Posted: 04 Oct 2018 Last Revised: 04 Mar 2024
Hongye Guo and Jessica A. Wachter
The University of Hong Kong - University of Hong Kong and University of Pennsylvania - Finance Department
Downloads 1,149 (34,727)

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Excess volatility, Extrapolative expectations, Rare events, Overconfidence

3.

Earnings Extrapolation And Predictable Stock Market Returns

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 81 Posted: 13 Nov 2019 Last Revised: 17 Feb 2023
Hongye Guo
The University of Hong Kong - University of Hong Kong
Downloads 1,077 (38,115)

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Behavioral Finance, Earnings Announcements, Efficient Market Hypothesis, Extrapolative Beliefs, Stock Returns Autocorrelation

4.
Downloads 260 (216,317)

Macroeconomic Announcement Premium

Number of pages: 35 Posted: 30 Nov 2023
Hengjie Ai, Ravi Bansal and Hongye Guo
University of Wisconsin-Madison, Duke University and NBER and The University of Hong Kong - University of Hong Kong
Downloads 253 (221,202)

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Information, Macroeconomic Announcements, Generalized Risk Sensitivity, FOMC announcements

Macroeconomic Announcement Premium

NBER Working Paper No. w31923
Number of pages: 36 Posted: 04 Dec 2023
Hengjie Ai, Ravi Bansal and Hongye Guo
University of Wisconsin-Madison, Duke University and NBER and The University of Hong Kong - University of Hong Kong
Downloads 7 (1,106,206)
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Identifying Preference for Early Resolution from Asset Prices

Number of pages: 52 Posted: 07 Mar 2023
University of Wisconsin-Madison, Duke University and NBER, The University of Hong Kong - University of Hong Kong and Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business
Downloads 175 (311,482)

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preference for early resolution of uncertainty, generalized risk sensitivity, macroeconomic announcements, volatility

Identifying Preference for Early Resolution from Asset Prices

NBER Working Paper No. w31087
Number of pages: 53 Posted: 03 Apr 2023 Last Revised: 11 Jun 2023
University of Wisconsin-Madison, Duke University and NBER, The University of Hong Kong - University of Hong Kong and Bank of IsraelUniversity of Pennsylvania -- Wharton School of Business
Downloads 15 (1,024,395)
Citation 1
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6.

A Research-Based Development Economics Course for Undergraduates

Number of pages: 35 Posted: 30 Sep 2013
Prakarsh Singh, Hongye Guo and Alvaro Morales
Amherst College - Department of Economics, The University of Hong Kong - University of Hong Kong and Amherst College - Department of Economics
Downloads 134 (388,541)

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teaching development economics, upper-level elective, applied econometrics

7.

Online Appendix for 'Feedback and Contagion through Distressed Competition'

Number of pages: 33 Posted: 27 Jul 2020 Last Revised: 18 Aug 2023
Hui Chen, Winston Wei Dou, Hongye Guo and Yan Ji
Massachusetts Institute of Technology, University of Pennsylvania - The Wharton School, The University of Hong Kong - University of Hong Kong and Hong Kong University of Science & Technology (HKUST)
Downloads 110 (450,987)
Citation 1

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Competition-distress feedback loop, Distress spillover, Predatory pricing, Price war, Profitability-leverage puzzle, Collusion

8.

Online Appendix for "Earnings Extrapolation and Predictable Stock Market Returns"

Number of pages: 17 Posted: 05 Jan 2023 Last Revised: 17 Feb 2023
Hongye Guo
The University of Hong Kong - University of Hong Kong
Downloads 105 (466,268)

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behavioral finance, earnings announcements, efficient market hypothesis, extrapolative beliefs, stock return autocorrelation

9.

Industry Distress Anomaly

Number of pages: 59 Posted: 26 Mar 2024
Hui Chen, Winston Wei Dou, Hongye Guo and Yan Ji
Massachusetts Institute of Technology, University of Pennsylvania - The Wharton School, The University of Hong Kong - University of Hong Kong and Hong Kong University of Science & Technology (HKUST)
Downloads 52 (710,629)

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Stock and Bond Returns, Supergames, Tacit Collusion, Financial Distress Anomaly

10.

A Note on Additional Materials for 'Feedback and Contagion Through Distressed Competition'

Number of pages: 21 Posted: 31 Aug 2023 Last Revised: 22 Feb 2024
Hui Chen, Winston Wei Dou, Hongye Guo and Yan Ji
Massachusetts Institute of Technology, University of Pennsylvania - The Wharton School, The University of Hong Kong - University of Hong Kong and Hong Kong University of Science & Technology (HKUST)
Downloads 24 (901,771)

Abstract:

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Competition-distress feedback loop, Distress spillover, Predatory pricing, Price war, Profitability-leverage puzzle, Collusion

11.

"Superstitious" Investors

NBER Working Paper No. w25603
Number of pages: 62 Posted: 04 Mar 2019 Last Revised: 17 Jun 2023
Hongye Guo and Jessica A. Wachter
The University of Hong Kong - University of Hong Kong and University of Pennsylvania - Finance Department
Downloads 18 (959,968)

Abstract:

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12.

Online Appendix for 'Industry Distress Anomaly'

Number of pages: 19 Posted: 26 Mar 2024
Hui Chen, Winston Wei Dou, Hongye Guo and Yan Ji
Massachusetts Institute of Technology, University of Pennsylvania - The Wharton School, The University of Hong Kong - University of Hong Kong and Hong Kong University of Science & Technology (HKUST)
Downloads 15 (1,000,364)

Abstract:

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Stock and Bond Returns, Supergames, Tacit Collusion, Financial Distress Anomaly