James Tengyu Guo

London School of Economics & Political Science, Department of Finance

Ph.D. Candidate in Finance, Graduate Teaching Assistant

London

Great Britain

  • London School of Economics & Political Science, Department of Finance

SCHOLARLY PAPERS

4

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506

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Scholarly Papers (4)

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1.

Decomposing Momentum Spread

Number of pages: 42 Posted: 14 Jun 2019 Last Revised: 16 Sep 2019
James Tengyu Guo
London School of Economics & Political Science, Department of Finance
Downloads 256 (185,011)

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Momentum, Return Spread, Underreaction and Overreaction, Destabilizing Mechanism of Excessive Arbitrage

2.

CoAnomaly: Correlation Risk in Stock Market Anomalies

Asian Finance Association (AsianFA) 2018 Conference
Number of pages: 58 Posted: 27 Jan 2018 Last Revised: 06 Aug 2019
James Tengyu Guo
London School of Economics & Political Science, Department of Finance
Downloads 159 (285,309)

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Stock Market Anomalies, Time-Varying Correlation Risk, Hedging Demand of Sophisticated Investors.

3.

Anomaly Investing: Out-of-Sample Performance and Intertemporal Considerations

Number of pages: 37 Posted: 05 Aug 2019
James Tengyu Guo
London School of Economics & Political Science, Department of Finance
Downloads 78 (470,268)

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Portfolio Strategy, Diversification, Machine Learning, Hedging Demand of Sophisticated Investors

4.

A Dynamic Model of Endogenous Bank Capital Buffer

Number of pages: 41 Posted: 26 Aug 2019
James Tengyu Guo
London School of Economics & Political Science, Department of Finance
Downloads 13 (839,725)

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Banking Regulation, Basel Capital Requirements, Capital Market Frictions, Credit Rationing, Loan Defaults, Relationship Banking