| Twitter as customer’s eWOM: an empirical study on their impact on firm financial performance J Xun, B Guo Internet Research 27 (5), 1014-1038, 2017 | 71 | 2017 |
| Asymmetric and negative return-volatility relationship: The case of the VKOSPI Q Han, B Guo, D Ryu, RI Webb Investment Analyst Journal 76, 2012 | 55 | 2012 |
| Is the KOSPI 200 Options Market Efficient? Parametric and Nonparametric Tests of the Martingale Restriction B Guo, Q Han, D Ryu Journal of Futures Markets, 2012 | 38 | 2012 |
| The Nelson–Siegel model of the term structure of option implied volatility and volatility components B Guo, Q Han, B Zhao Journal of Futures Markets 34 (8), 788-806, 2014 | 36 | 2014 |
| A tale of two index futures: The intraday price discovery and volatility transmission processes between the China financial futures exchange and the Singapore exchange B Guo, Q Han, M Liu, D Ryu Emerging Markets Finance and Trade 49 (sup4), 197-212, 2013 | 32 | 2013 |
| Sell in May and go away: Evidence from China B Guo, X Luo, Z Zhang Finance Research Letters 11 (4), 362-368, 2014 | 29 | 2014 |
| A note on why doesn't the choice of performance measure matter? B Guo, Y Xiao Finance Research Letters 16, 248-254, 2016 | 20 | 2016 |
| Natural disasters and CSR: Evidence from China Z He, B Guo, Y Shi, Y Zhao Pacific-Basin Finance Journal 73, 101777, 2022 | 14 | 2022 |
| Regime Dependent Liquidity Determinants of Credit Default Swap Spread Changes B Guo, D Newton Journal of Financial Research, 2013 | 14 | 2013 |
| CDS inferred stock volatility B Guo Journal of Futures Markets 36 (8), 745-757, 2016 | 10 | 2016 |
| Firm fundamentals and the cross-section of implied volatility shapes D Chen, B Guo, G Zhou Journal of Financial Markets 63, 100771, 2023 | 7 | 2023 |
| Are there gains from using information over the surface of implied volatilities? B Guo, Q Han, H Lin Journal of Futures Markets 38 (6), 645-672, 2018 | 7 | 2018 |
| Volatility information difference between CDS, options, and the cross section of options returns B Guo, Y Shi, Y Xu Quantitative Finance 20 (12), 2025-2036, 2020 | 4 | 2020 |
| Volatility and jump risk in option returns B Guo, H Lin Journal of Futures Markets 40 (11), 1767-1792, 2020 | 4 | 2020 |
| Sovereign credit spread spillovers in Asia B Guo, Q Han, J Liang, D Ryu, J Yu Sustainability 12 (4), 1472, 2020 | 4 | 2020 |
| How Important is a Non‐Default Factor for CDS Valuation? B Guo, Q Han, J Lee, D Ryu Journal of Futures Markets 35 (11), 1088-1101, 2015 | 4 | 2015 |
| Does the listing of options improve forecasting power? evidence from the Shanghai stock exchange B Guo, Z Wang, S Fan Emerging Markets Finance and Trade 58 (15), 4300-4308, 2022 | 2 | 2022 |
| Are There Gains from Using Information over the Term Structure of Implied Volatilities? B Guo, Q Han, H Lin SSRN working paper, 2016 | 1 | 2016 |
| The information content of CDS implied volatility and associated trading strategies Y Shi, D Chen, B Guo, Y Xu, C Yan International Review of Financial Analysis 83, 102295, 2022 | | 2022 |
| Macro Factors in Corporate Bond Credit and Liquidity Spreads B Guo | | 2018 |
