default author photo

Haifeng Guo

Durham University Business School

Assistant Professor in Finance

Durham University Business School

Mill Hill Lane

Durham, DH1 3LB

United Kingdom

  • Durham University Business School

SCHOLARLY PAPERS

7

DOWNLOADS

1,408

TOTAL CITATIONS
Rank 37,186

SSRN RANKINGS

Top 37,186

in Total Papers Citations

13

Scholarly Papers (7)

Actions:
Email selected abstracts
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
Haifeng Guo, Alexandros Kontonikas and Paulo F. Maio
Durham University Business School, University of Essex and Hanken School of Economics - Department of Finance and Statistics
Downloads 458 (156,627)
Citation 2

Abstract:

Loading...

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

2.

Firm-Specific Investor Sentiment and Productivity

Downloads 288 (265,341)

Firm-Specific Investor Sentiment and Productivity

Number of pages: 60 Posted: 14 Aug 2023
Haifeng Guo, Wenyi Sun and Yeqin Zeng
Durham University Business School, University of Surrey - Surrey Business School and Durham University Business School, Finance and Economics
Downloads 151 (494,078)

Abstract:

Loading...

Firm-specific investor sentiment, Total factor productivity, Overnight returns, Order imbalance, Earnings conference call sentiment

Firm-Specific Investor Sentiment and Productivity

Number of pages: 61 Posted: 11 Jan 2024
Yeqin Zeng, Haifeng Guo and Wenyi Sun
Durham University Business School, Finance and Economics, Durham University Business School and University of Macau
Downloads 137 (538,342)

Abstract:

Loading...

Firm-specific investor sentiment, Total factor productivity, Overnight returns, Order imbalance, Earnings conference call sentiment

3.

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

Number of pages: 57 Posted: 23 Jun 2018 Last Revised: 01 Jul 2021
Haifeng Guo, Chi-Hsiou Daniel Hung and Alexandros Kontonikas
Durham University Business School, University of Glasgow - Adam Smith Business School and University of Essex
Downloads 215 (354,560)
Citation 1

Abstract:

Loading...

Investor Sentiment, Monetary Policy Surprises, Event Study

4.

Flight to Lottery Ahead of FOMC Announcements: Institutional Investors or Retail Investors?

British Journal of Management, forthcoming
Number of pages: 83 Posted: 17 Oct 2022 Last Revised: 19 Jul 2023
Haifeng Guo, Chi-Hsiou Daniel Hung, Alexandros Kontonikas and Yeqin Zeng
Durham University Business School, University of Glasgow - Adam Smith Business School, University of Essex - Essex Business School and Durham University Business School, Finance and Economics
Downloads 135 (540,814)
Citation 1

Abstract:

Loading...

Pre-FOMC drift, Lottery-like stocks, Institutional investors, Retail investors

5.

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 118 (604,538)
Citation 7

Abstract:

Loading...

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

6.

The Impact of Monetary Policy Shocks on Stock Price Crash Risk

Number of pages: 59 Posted: 21 Oct 2024
Shunshun Xu, Haifeng Guo and Yeqin Zeng
Durham University, Durham University Business School and Durham University Business School, Finance and Economics
Downloads 109 (645,052)

Abstract:

Loading...

Monetary policy shocks, Monetary policy exposure, Stock price crash risk.

7.

Investor Sentiment and the Pre-FOMC Announcement Drift

Finance Research Letters, Forthcoming
Number of pages: 11 Posted: 08 Jul 2024
Haifeng Guo, Chi-Hsiou Daniel Hung and Alexandros Kontonikas
Durham University Business School, University of Glasgow - Adam Smith Business School and University of Essex
Downloads 85 (777,583)
Citation 2

Abstract:

Loading...

Investor Sentiment, Pre-FOMC drift, Order Imbalance