‪Wei Guo‬ - ‪Google Scholar‬

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Co-authors

Jin E. ZhangUniversity of OtagoVerified email at otago.ac.nz
Xinfeng RuanXi'an Jiaotong-Liverpool UniversityVerified email at xjtlu.edu.cn
Sebastian GehrickeUniversity of OtagoVerified email at otago.ac.nz
Wei-Xi Huang清华大学Verified email at tsinghua.edu.cn
Jiexiang HuangPhD, XJTLUVerified email at xjtlu.edu.cn

Wei Guo

Wei Guo

University of Shanghai for Science and Technology

Verified email at usst.edu.cn

Empirical Asset Pricing Derivatives Financial Economics


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
An improved penalty immersed boundary method for multiphase flow simulation WG Wei-Xi Huang International Journal for Numerical Methods in Fluids 88 (9), 447-462, 2018	10	2018
The implied volatility smirk in SPY options W Guo, SA Gehricke, X Ruan, JE Zhang Applied economics 53 (23), 2671-2692, 2021	7	2021
The global foreign direct investment network: evolution and influencing factors B Li, Z Shi, W Guo Kybernetes 53 (3), 841-861, 2024	1	2024
Spx and spy options W Guo University of Otago, 2021	1	2021
Do stocks outperform bank deposits in China? JEZ Jiexiang Huang, Wei Guo Pacific-Basin Finance Journal 64, 101464, 2020	1*	2020
Term spreads of implied volatility smirk and variance risk premium W Guo, X Ruan, SA Gehricke, JE Zhang Journal of Futures Markets 43 (7), 829-857, 2023		2023
The implied volatility smirk and variance risk premium W Guo, X Ruan, SA Gehricke, JE Zhang

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