Haifeng Guo

Durham University Business School

Assistant Professor in Finance

Durham University Business School

Mill Hill Lane

Durham, DH1 3LB

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

419

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Monetary Policy and Corporate Bond Returns

Review of Asset Pricing Studies (forthcoming)
Number of pages: 95 Posted: 26 Mar 2020 Last Revised: 04 Aug 2022
Durham University Business School, Essex Business School and Hanken School of Economics - Department of Finance and Statistics
Downloads 188 (234,494)
Citation 2

Abstract:

Loading...

Corporate Bond Market, Bond Returns, Return Decomposition, Monetary Policy, Bond Premia, Present-Value Relation, Credit Risk

2.

The Fed and the Stock Market: A Tale of Sentiment States

Number of pages: 57 Posted: 23 Jun 2018 Last Revised: 01 Jul 2021
Durham University Business School, University of Glasgow - Adam Smith Business School and Essex Business School
Downloads 154 (277,589)
Citation 1

Abstract:

Loading...

Investor Sentiment, Monetary Policy Surprises, Event Study

3.

How Does Firm-Specific Investor Sentiment Affect the Value of Corporate Cash Holdings

British Journal of Management, Forthcoming
Number of pages: 55 Posted: 09 Feb 2022
Yeqin Zeng, Chao Yin and Haifeng Guo
Durham University Business School, Finance and Economics, University of Edinburgh and Durham University Business School
Downloads 42 (592,490)

Abstract:

Loading...

Firm-specific investor sentiment; Value of cash; Overnight returns; Order imbalance

4.

Flight to Lottery Ahead of FOMC Announcements

Number of pages: 65 Posted: 17 Oct 2022
Durham University Business School, University of Glasgow - Adam Smith Business School, University of Essex and Durham University Business School, Finance and Economics
Downloads 35 (632,031)

Abstract:

Loading...

Pre-FOMC drift, Lottery stocks, Order imbalance, Risk aversion