Email: xuguo@szu.edu.cn
现任职位: 助理教授
郭旭

郭旭,男,博士毕业于纽约州立大学布法罗分校,经济学博士。现任深圳大学经济学院风险管理与保险系助理教授。

研究领域

资产定价,固定收益分析,机器学习

教育背景

2006-2010 中山大学, 数学与计算科学学院,理学学士

2010-2012 坦帕大学,金融学,理学硕士

2012-2018 纽约州立大学布法罗分校,经济学,经济学博士

职业经历

2018.8-2021.7 湖南大学 经济管理研究中心 助理教授

2021.8至今 深圳大学 风险管理与保险系 助理教授

研究成果

发表论文

1. “Analyst target price revisions and institutional herding.” with Chen Gu, and Chengping Zhang. International Review of Financial Analysis, (2022).

2. “Predictive information in corporate bond yields.” with Hai Lin, Chunchi Wu, and Guofu Zhou. Journal of Financial Markets, (2021).

3. “The information content of the volatility index options trading volume.” with Chen Gu, Alexander Kurov, and Raluca Stan. Journal of Futures Markets, (2021).

4. “Short interest, stock returns and credit ratings.” with Chunchi Wu. Journal of Banking & Finance, (2019).


返修论文

1. “The effect of institutional herding on stock prices: the differentiating role of credit ratings.” with Chen Gu, Allan Zebedee, and Liting Chiu. Minor revision at Journal of Banking & Finance.

2. “Treasury return predictability and investor sentiment.” with Chen Gu, Ruwan Adikaram, Kam C. Chan, and Jing Lu. Conditional accepted at Journal of Financial Research.