Ming Guo    Associate Professor、PI
Institute School of Entrepreneurship and Management
Research Area Market Microstructure, Asset Pricing, Financial Engineering
Contact Info. guoming@@shanghaitech.edu.cn
 
  Biography  
Ming Guo is currently an associate professor、PI at the School of Entrepreneurship and Management, ShanghaiTech University. Prior to joining the faculty at ShanghaiTech, he has been an assistant professor of Finance at Beijing University (HSBC School of Business, 2007-2010) and at Shanghai Advanced Institute of Finance (SAIF)(2010-2015). He served as a Quantitative Researcher at Citadel Investment Group from 2005 to 2007. Professor Guo received his Ph.D. in Economics from Duke University in 2005, M.S. in Economics from China Center for Economic Research, Beijing University, in 2000,and B.S. in Mathematics from Beijing University in 1997.
  Research Interests  
Professor Guo’s research focuses on market microstructure, including topics such as informed trading in complex information environments, market manipulation, price volatility, the information content of market prices, market liquidity, transaction costs, and tax. His current research also deals with option pricing and the relations between trading and financial anomalies. He has published in leading finance and economics journals, such as Review of Financial Studies, Journal of Banking and Finance, Journal of Economic Theory. His research has won different awards, such as XiaBest Paper Awards, 2010, China International Conference in Finance and GTA Prize for the excellent paper, 2012,China Finance Review International Conference.
  Selected Publications  

1. “Feedback Trading between Fundamental Information and Nonfundamental Information” (with H. Ou-Yang), Review of Financial Studies, 28, 247-296, 2015.


2. “A unique T+1 Trading Rule in China: Theory and Evidence” (with Z. Li and Z. Tu), Journal of Banking and Finance, 36, 575-283, 2012.


3. “Incentives and Performance in the Presence of Wealth Effects and Endogenous Risk" (with H. Ou-Yang), Journal of Economic Theory, 129, 150-191, 2006.

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