2 Jun 2023
Academic & Professional Qualification
- PhD in Finance, The Wharton School, University of Pennsylvania, 2022
- MA in Statistics, The Wharton School, University of Pennsylvania, 2022
- BA in Mathematics and Economics, Amherst College, 2015
Biography
Hongye Guo is an Assistant Professor of Finance at University of Hong Kong. His research interests include empirical asset pricing and behavioral finance. Before his PhD, he worked at Arrowstreet Capital as a quantitative researcher for 2 years.
Research Interest
- Asset Pricing
- Behavioral Finance
Selected Publications
- Macroeconomic Announcement Premium, with Hengjie Ai and Ravi Bansal. Oxford Research Encyclopedia of Economics and Finance, 2024
- “Superstitious” Investors, with Jessica Wachter. Review of Asset Pricing Studies, 2025. (Lead Article, Editor’s Choice)
- Earnings Extrapolation and Predictable Stock Market Returns. Review of Financial Studies, 2025
- Identifying Preference for Early Resolution from Asset Prices, with Hengjie Ai, Ravi Bansal, and Amir Yaron. American Economic Review, 2026
- Feedback and Contagion through Distressed Competition, with Hui Chen, Winston Dou, and Yan Ji. Forthcoming, Journal of Finance
Recent Publications
2Jun