College of Business
Opening Minds, Expanding Opportunities.


College of Business
140 7th Avenue South BAY 111
St. Petersburg Florida 33701
Phone: 727-873-4154
Fax: 727-873-4192

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Wei Guan



Wei Guan, Ph.D.

Associate Professor
Finance

Contact Information
Office: COQ 236 B
Phone: 727-873-4945
Fax: 727-873-4192
Email: wguan@usfsp.edu

Education

Ph.D., Finance, University of Oklahoma

M.B.A., Finance, Oklahoma City University

M.S., Mechanical Engineering , Liaoning Technical University (China)

B.S., Mechanical Engineering, Shenyang Polytechnic University (China)

Awards and Recognition

Chancellor's Award for Excellence in Research & Creative Scholarship - 2010
College of Business Research Award - 2008

Recent Publications

Ederington, L. H., & Guan, W. (2010). Longer-term time series volatility forecasts. Journal of Financial and Quantitative Analysis, 45 (4) 1055-1076. Refereed. Discipline Based.

Ederington, L. H., & Guan, W. (2010). How asymmetric is U. S. stock market volatility? Journal of Financial Markets, 13 (2) 225-248. (Lead Article). Refereed. Discipline Based.

Ederington, L. H., & Guan, W. (2010). The bias in time series volatility forecasts. Journal of Futures Markets, 30 (4) 305-323. (Lead Article). Refereed. Discipline Based.

Ederington, L. H., & Guan, W. (Spring 2007). Higher order Greeks. Journal of Derivatives, 14 (3) 7-34. Refereed. Discipline Based.

Ederington, L. H., & Guan, W. (Spring/Summer 2006). Measuring historical volatility. Journal of Applied Finance (formerly Financial Practice and Education), 16 (1), 5-14.

Ederington, L. H., & Guan, W. (Summer 2005). The information frown in option prices. Journal of Banking & Finance, 29 (6) 1429-1457.

 


 


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