Zihan Guo

University of Oxford - Mathematical Institute

Radcliffe Observatory, Andrew Wiles Building

Woodstock Rd

Oxford, Oxfordshire OX2 6GG

United Kingdom

  • University of Oxford - Mathematical Institute

SCHOLARLY PAPERS

2

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615

TOTAL CITATIONS

1

Scholarly Papers (2)

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1.

Are Cryptocurrencies Priced in the Cross-section? A Portfolio Approach

Université Paris-Dauphine Research Paper No. 3571998, Finance Research Letters, vol. 71, 106437.
Number of pages: 30 Posted: 05 May 2020 Last Revised: 22 Nov 2024
Vincent K. Assamoi, Adelphe Ekponon and Zihan Guo
Université Paris Dauphine, University of Ottawa - Telfer School of Management and University of Oxford - Mathematical Institute
Downloads 444 (134,120)
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Asset pricing, cryptocurrency, portfolio sorting, macroeconomic uncertainty

2.

Are Cryptocurrencies Exposed to Factor Risk?

Number of pages: 61 Posted: 03 Nov 2023 Last Revised: 16 Feb 2024
Guilda Akbari, Adelphe Ekponon and Zihan Guo
University of Ottawa - Telfer School of Management, University of Ottawa - Telfer School of Management and University of Oxford - Mathematical Institute
Downloads 171 (355,518)

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Asset pricing, factor risk, cryptocurrency, time-series tests, cross-sectional analysis