Dr Christine Guo
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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-)
Doctoral alumni since 2013-14
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EDISON CHIANG
Teaching
I contribute to the teaching of Financial Management (30 credit undergraduate module) and Financial Modeling (15 credit postgraduate module).
Teaching modules
- Quantitative Methods for Finance (BUMN071H7)
- Financial Management (level 5) (BUMN145S5)
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Publications
Publications
Article
- 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