Xu Guo

Shenzhen University - College of Economics

5th Floor, Wenke Building

3688 Nanhai Road

Shenzhen, Guangdong 518060

China

  • Shenzhen University - College of Economics

SCHOLARLY PAPERS

9

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in Total Papers Downloads

3,064

TOTAL CITATIONS

8

Scholarly Papers (9)

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1.

Corporate Bond Models: A New Performance Metric

Number of pages: 56 Posted: 18 Aug 2018 Last Revised: 04 Feb 2025
Xu Guo, Hai Lin, Chunchi Wu and Guofu Zhou
Shenzhen University - College of Economics, Victoria University of Wellington - Te Herenga Waka - School of Economics & Finance, The State University of New York (SUNY) at Buffalo - School of Management and Washington University in St. Louis - John M. Olin Business School
Downloads 824 (64,334)
Citation 3

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2.

Predictive Information in Corporate Bond Yields

Number of pages: 58 Posted: 05 Mar 2021 Last Revised: 07 Sep 2021
Xu Guo, Hai Lin, Chunchi Wu and Guofu Zhou
Shenzhen University - College of Economics, Victoria University of Wellington - Te Herenga Waka - School of Economics & Finance, The State University of New York (SUNY) at Buffalo - School of Management and Washington University in St. Louis - John M. Olin Business School
Downloads 685 (81,641)

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Yield Signals; Moving Averages; Cross-Sectional Predictability; Machine Learning; Corporate Bond Returns

3.

The Information Content of the VIX Options Trading Volume

Journal of Futures Markets, Forthcoming
Number of pages: 37 Posted: 22 Dec 2021 Last Revised: 25 Apr 2023
Chen Gu, Xu Guo, Alexander Kurov and Raluca Stan
Shanghai Business School - Research Center of Finance, Shenzhen University - College of Economics, West Virginia University - College of Business & Economics and University of Minnesota - Duluth
Downloads 445 (139,667)
Citation 1

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VIX options, put-call ratio, information, volatility

4.

Treasury Return Predictability and Investor Sentiment

Journal of Financial Research, Forthcoming
Number of pages: 29 Posted: 21 Aug 2023
Chen Gu, Xu Guo, Ruwan Adikaram, Kam C. Chan and Jing Jerry Lu
Shanghai Business School - Research Center of Finance, Shenzhen University - College of Economics, University of Minnesota - Duluth - Department of Accounting, Western Kentucky University - Department of Accounting and Finance and Chongqing University
Downloads 341 (188,351)

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Treasury; investor sentiment; return predictability; economic value

5.

Prospect Theory and Stock Price Behavior in Retail Trading Booms

Downloads 239 (273,494)

Prospect Theory and Stock Price Behavior in Retail Trading Booms

Number of pages: 60 Posted: 14 Nov 2023
Xu Guo, Junbo Wang, Chunchi Wu and Xiaoling Zhong
Shenzhen University - College of Economics, City University of Hong Kong (CityU) - Department of Economics and Finance, The State University of New York (SUNY) at Buffalo - School of Management and Shenzhen MSU-BIT University
Downloads 122 (492,920)

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Prospect theory, probability weighting, COVID-19 pandemic, retail trading, volatility

Prospect Theory and Stock Price Behavior in Retail Trading Booms

Number of pages: 63 Posted: 12 Apr 2024
Junbo Wang, Xu Guo, Chunchi Wu and Xiaoling Zhong
City University of Hong Kong (CityU) - Department of Economics and Finance, Shenzhen University - College of Economics, The State University of New York (SUNY) at Buffalo - School of Management and Shenzhen MSU-BIT University
Downloads 117 (512,788)

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Prospect theory, probability weighting, COVID-19 pandemic, retail trading, volatility

6.

Institutional Herding and Investor Sentiment

Journal of Financial Markets, 2024, https://doi.org/10.1016/j.finmar.2024.100891
Number of pages: 36 Posted: 07 Mar 2024
Xu Guo, Chen Gu, Chengping Zhang and Shenru Li
Shenzhen University - College of Economics, Shanghai Business School - Research Center of Finance, George Fox University and Macau University of Science and Technology
Downloads 209 (309,911)

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Institutional herding, investor sentiment, stock market, price impact, stabilizing effect

7.

Analyst Target Price Revisions and Institutional Herding

International Review of Financial Analysis, Volume 82, July 2022, 102189
Number of pages: 35 Posted: 29 Jul 2022
Chen Gu, Xu Guo and Chengping Zhang
Shanghai Business School - Research Center of Finance, Shenzhen University - College of Economics and George Fox University
Downloads 173 (370,163)
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Institutional investor; Herding; Analyst target price revision; Price impact

8.

ESG Rating and Short Selling in the Corporate Bond Market

Number of pages: 12 Posted: 09 Sep 2023
Ying Li, Xu Guo, Wei Huang and Xiaomeng Ma
Hunan University, Shenzhen University - College of Economics, University of Hawaii at Manoa - Shidler College of Business and Shenzhen University
Downloads 105 (549,094)
Citation 1

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ESG, Short Selling, corporate bond

9.

Institutional Herding, Credit Rating and Overreaction in Stock Price

Number of pages: 40 Posted: 10 Apr 2024
Chen Gu, Xu Guo and Ann Marie Hibbert
Shanghai Business School - Research Center of Finance, Shenzhen University - College of Economics and West Virginia University - John Chambers College of Business and Economics, Department of Finance
Downloads 43 (890,273)

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Institutional Herding, Credit Rating, Overreaction