Personal profile
Research Interests
Financial Markets, Asset Pricing, Risk Management
Experience
2011 ~ present Associate Professor, National Chaio-Tung University, Taiwan
Education/Academic qualification
PhD, International Business (Finance), National Taiwan University
External positions
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Collaborations and top research areas from the last five years
Projects
- 15 Finished
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股票每日價格限制市場之系統性與個別性風險定價
Guo, J.-H. (PI)
1/08/22 → 31/07/23
Project: Government Ministry › Other Government Ministry Institute
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股票每日價格限制市場之系統性與個別性風險定價
Guo, J.-H. (PI)
1/08/21 → 31/07/22
Project: Government Ministry › Other Government Ministry Institute
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Investor Sentiment, Option Bubble, and Early Exercise
Guo, J.-H. (PI)
1/08/20 → 31/07/21
Project: Government Ministry › Other Government Ministry Institute
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Investor Sentiment, Option Bubble, and Early Exercise
Guo, J.-H. (PI)
1/08/19 → 31/07/20
Project: Government Ministry › Other Government Ministry Institute
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Discrete Dividends, Price Limits, and Early Exercise Premium: Theory and Empirical Evidence
Guo, J.-H. (PI)
1/08/18 → 31/07/19
Project: Government Ministry › Other Government Ministry Institute
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A generalization of option pricing to price-limit markets
Guo, J.-H. & Chang, L. F., Jul 2020, In: Review of Derivatives Research.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
Repeated Richardson extrapolation and static hedging of barrier options under the CEV model
Guo, J. H. & Chang, L. F., Jun 2020, In: Journal of Futures Markets. p. 974-988 15 p.Research output: Contribution to journal › Article › peer-review
3 Scopus citations -
Limit hits and informationally-related stocks
Guo, J.-H., Chang, L. F. & Hung, M. W., Jun 2017, In: Journal of Financial Markets. 34, p. 31-47 17 p.Research output: Contribution to journal › Article › peer-review
5 Scopus citations -
A Generalization of the Recursive Integration Method for the Analytic Valuation of American Options
Chang, L. F., Guo, J.-H. & Hung, M. W., 1 Sep 2016, In: Journal of Futures Markets. 36, 9, p. 887-901 15 p.Research output: Contribution to journal › Article › peer-review
2 Scopus citations -
Implementation problems and solutions in stochastic volatility models of the heston type
Guo, J.-H. & Hung, M. W., 1 Jan 2015, Handbook of Financial Econometrics and Statistics. Springer New York, p. 2303-2315 13 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review