Bin Guo

Nankai University - School of Finance

38 Tongyan Road, Jinnan District

Tianjin, Tianjin 300350

China

SCHOLARLY PAPERS

2

DOWNLOADS

124

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

A Behavioral Look on Short-term Reversal

Number of pages: 57 Posted: 06 Oct 2019 Last Revised: 13 Mar 2020
Bin Guo, Shen Lin and Wei Zhang
Nankai University - School of Finance, PBCSF, Tsinghua University and Tianjin University - College of Management and Economics
Downloads 104 (317,165)

Abstract:

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Prospect theory, mental accounting, quasi-hedonic editing, realized profit, short-term reversal

2.

Time to Build and Bond Risk Premia

Number of pages: 42 Posted: 28 Nov 2020
Bin Guo, Fuzhe Huang and Kai Li
Nankai University - School of Finance, Nankai University and Macquarie Business School, Macquarie University
Downloads 20 (635,292)

Abstract:

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Time to build, CIR model, bond risk premia, path dependence, Non- Markovian asset pricing, stochastic delay differential equations.