郭雳 - 复旦大学 - 经济学院

个人简介

Welcome to Li Guo's (郭雳) site. I am an Assistant Professor of Finance at the School of Economics of Fudan University in Shanghai and a researcher at Shanghai Institute of International Finance and Economics. I obtained my Ph.D. from Lee Kong Chian School of Business of Singapore Management University (SMU). Education Ph.D., Finance, Singapore Management University M.Sc., Economics, Nanyang Technological University B.Sc., Finance, Zhejiang University HONORS AND AWARDS 2021 PwC 3535 Finance Forum Best Paper Award Nomination 2021 National Natural Science Foundation of China (NSFC) 2020 上海市浦江人才计划 2019 Hillcrest Behavioral Finance Award (Honorable Mention) 2019 上海市晨光计划 Best Paper Award at WRDS Advanced Research Scholar Program, 2019 Best Paper Award Nomination at EFMA Annual Meeting, 2019 Multidisciplinary Doctoral Fellowship, Singapore Management University, 2018 – 2019 Graduate Full Scholarship (Ph.D. Program), Ministry of Education, Singapore, 2014 – 2018 The Semi-finalist, the Financial Management Association 2018 Best Paper Award 26th SFM The Research Paper Award, 2018 Best Young Scholar Paper Award in 2017 Frontiers of Business Research in China International Symposium, 2017 2nd Class National Athlete of Table Tennis, China, 2007

研究领域

资产定价，金融科技，行为金融学，文本挖掘，社会网络分析，机器学习等

近期论文

查看导师新发文章（温馨提示：请注意重名现象，建议点开原文通过作者单位确认）

Selected Publications Security Analysts and Capital Market Anomalies (with Weikai Li and K.C. John Wei) Journal of Financial Economics, Vol 137, 204-230 (2020) The Research Paper Award at 26th Theories and Practices of Securities and Financial Markets The Semi-finalist, the Financial Management Association 2018 Best Paper Award The 2019 Hillcrest Behavioral Finance Award (Honorable Mention) A Time-Varying Network for Cryptocurrencies (with Yubo Tao and Wolfgang Karl H?rdle) Journal of Business and Economic Statistics, forthcoming Working Papers News Co-Occurrence, Attention Spillover and Return Predictability (with Lin Peng, Yubo Tao and Jun Tu) Revise & Resubmit, Review of Financial Studies The Best Young Scholar Paper Award for Frontier of Business Research in China 2017 Sentiment, Limited Attention and Mispricing (with Xinrui Duan, Weikai Li and Jun Tu) The Best Paper Award Nomination at EFMA 2019 Media-based Inter-Industry Network and Information Transmission (with Weikai Li and Jun Tu) The Best Paper Award at WRDS Advanced Research Scholar Program 2019 Cross-cryptocurrency Return Predictability (with Bo Sang, Jun Tu and Yu Wang) Crypto-specific Lexicon, Sentiment Projection and Return Predictability of Cryptocurrency (with Cathy Yi-Hsuan Chen and Thomas Renault) A Composite Risk Index and Cryptocurrency Market Return Predictability (with Shiyi Chen, Yu Wang and Hongbao Yu) Other Publications Media Connection and Return Comovement (with Zilin Chen and Jun Tu) Journal of Economic Dynamics and Control?, Vol 130, 1-18 (2021) Cryptocurrency: A New Investment Opportunities (with David Lee Kuo Chuen and Yu Wang) Journal of Alternative Investments?, Vol 20(3), 16-40 (2018) (Leading article; Google citation: 430) Textual Analysis and Machine Leaning: Crack Unstructured Data in Finance andAccounting (with Feng Shi and Jun Tu) Journal of Finance and Data Science, Vol 2(3), 153-170 (2016) Risk Analysis of Cryptocurrency as An Alternative Asset Class (with Xiangjun Li) In Wolfgang Karl H?rdle, Cathy Yi-Hsuan Chen and Ludger Overbeck (Eds.), Applied Quantitative Finance, 3rd Edition (Chapter 16), Springer-Verlag Berlin Heidelberg (2016) (Most Downloaded Chapter) Evaluating the Potential of Alternative Cryptocurrencies (with David Lee Kuo Chuen, Chong Eu Bobby Ong and Teik Ming Lee) In David Lee Kuo Chuen, Handbook of Digital Currency –Bitcoin, Innovation, Financial Instruments, and Big Data, 1st Edition (Chapter 5), Elsevier (2014) Selected Media Coverage CFA Digest: Cryptocurrency: A New Investment Opportunity Alpha Architect: Do Analysts Exploit Factor Anomalies when recommending stocks? “分析师将价格推向何方?”《清华金融评论》 2020 年第 7 期 Are Sell-side Analysts' Recommendation Useful? CFA Society Singapore (Nov 20, 2018)