Dr Christine Guo
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Overview
Overview
Biography
As an Associate Professor at the Business School of Birkbeck College, University of London, Dr Guo is enthusiastic about her teaching and research in Financial Economics. She publishes in ABACUS, European Journal of Finance, International Review of Financial Analysis, Financial Markets, Institutions and Instruments, and Pacific Basin Finance Journal. She engages and spends time in the fields of market microstructure, asset pricing, stochastic differential equations, behavioural finance, financial market regulations and inflation targeting. One of Dr Guo's co-authored articles, entitled Constructing Asset Pricing Models with Specific Factor Loadings, has received the ABACUS Best Paper Award (https://www.bbk.ac.uk/news/birkbeck-social-scientist-wins-prestigious-abacus-manuscript-award-1) The paper identifies serious deficiencies in the procedures traditionally used by empirical researchers to assess the sensitivity of risky asset returns to commonly employed risk factors. Before joining the University of London, Dr Guo was an Assistant Professor in Economics at the University of Newcastle Upon Tyne.
Dr Guo holds a PhD in Economics from Imperial College London, with an MSc in Economics and Financial Economics and a BSc in Economics and Econometrics from the University of Nottingham, UK.
Dr Guo is available for PhD supervision.
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Research
Research
Research interests
- Econometrics
- Inflation targeting
- Capital asset pricing model
- Stochastic differential equations
- Valuation of equity
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Supervision and teaching
Supervision and teaching
Supervision
PhD students:
Dr Ike Ndu (2019)
Yiteng Chiang (2015-)
Current doctoral researchers
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STELLA ZHIXIN XU
Doctoral alumni since 2013-14
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EDISON CHIANG
Teaching
I am the convenor and lecturer of Financial Management (30 credits) https://www.bbk.ac.uk/courses/modules/bumn/BUMN145S5
Financial Management BUMN145S5 is officially accredited by ACCA.
I also contribute to seminars on Introduction to Accounting.
Teaching modules
- Introduction to Accounting (BUMN131H4)
- Financial Management (BUMN145S5)
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Publications
Publications
Article
- Han, Q. and Zhao, C. and Chen, J. and Guo, Christine (2024) Does asynchronous market update matter? Re-examining the price discovery of stock index and futures in China. Emerging Markets Review ISSN 1566-0141. (In Press)
- Mike, B. and Jing, C. and Guo, Qian and Xiaoxi, L. (2023) Does Smile help detect the UK’s Price Leadership Change after MiFID?. International Review of Economics and Finance 84, pp. 756-769. ISSN 1059-0560.
- Han, Q. and Zhao, C. and Chen, J. and Guo, Qian (2022) Reexamining the impact of closing call auction on market quality: a natural experiment from the Shanghai Stock Exchange. Pacific Basin Finance Journal 74, pp. 101821. ISSN 0927-538X.
- Buckle, M. and Chen, J. and Guo, Qian and Li, X. (2019) The impact of multilateral trading facilities on price discovery: further evidence from the European markets. Financial Markets, Institutions and Instruments 28 (4), pp. 321-343. ISSN 0963-8008.
- Buckle, M. and Chen, J. and Guo, Qian and Li, X. (2018) The impact of multilateral trading facilities on price discovery. Financial Markets, Institutions & Instruments 27 (4), pp. 145-165. ISSN 0963-8008.
- Yu, Ellen Pei-yi and Guo, Qian and Luu, B.V. (2018) Environmental, social and governance transparency and firm value. Business Strategy and the Environment 27 (7), pp. 987-1004. ISSN 1099-0836.
- Buckle, M. and Chen, J. and Guo, Qian and Tong, C. (2017) Do ETFs lead the price moves? Evidence from the major US markets. International Review of Financial Analysis 58, pp. 91-103. ISSN 1057-5219.
- Guo, Qian and Rhys, H. and Song, X. and Tippett, M. (2014) The Friedman rule and inflation targeting. The European Journal of Finance 22 (14), pp. 1414-1434. ISSN 1351-847X.
- Davidson, I. and Guo, Qian and Song, X. and Tippett, M. (2012) Constructing asset pricing models with specific factor loadings. Abacus 48 (2), pp. 199-213. ISSN 0001-3072.
- Hall, S.G. and Guo, Qian (2012) Spatial panel data analysis with feasible GLS techniques: an application to the Chinese real exchange rate. Economic Modelling 29 (1), pp. 41-47. ISSN 0264-9993.
- Davidson, I.R. and Guo, Qian and Xiaojing, Song and Tippett, M. (2012) The construction of asset pricing models with specific factor loadings. Abacus 48 (2), pp. 199-213. ISSN 0001-3072.
- Guo, Qian (2010) The Balassa–Samuelson model of purchasing power parity and Chinese exchange rates. China Economic Review 21 (2), pp. 334-345. ISSN 1043-951X.
Conference Item
- Yu, Ellen Pei-yi and Guo, Qian and Luu, B.V. (2018) ESG transparency and firm value. 45rd Academy of International Business (UK & Ireland Chapter) Conference, Birmingham, 12th -15th April, 2018., 2018, Birmingham, UK