Wei Guan, Ph.D.

Associate Professor
Finance

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

Education

Ph.D., University of Oklahoma, Finance

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

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

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

Recent Publications

Ederington, Louis H. and Wei Guan (2010). "Longer-Term Time Series Volatility Forecasts." Journal of Financial and Quantitative Analysis, Vol. 45 (4) 1055-1076.

Ederington, Louis H. and Wei Guan (2010). "How Asymmetric is U. S. Stock market Volatility?" Journal of Financial Markets, Vol. 13 (2) 225-248. (Lead Article).

Ederington, Louis H. and Wei Guan (2010). "The Bias in Time Series Volatility Forecasts." Journal of Futures Markets, Vol. 30 (4) 305-323. (Lead Article).

Ederington, Louis H. and Wei Guan (Spring 2007). "Higher Order Greeks," Journal of Derivatives, Vol. 14 (3), 7-34.

Ederington, Louis H. and Wei Guan (Spring/Summer 2006). "Measuring Historical Volatility," Journal of Applied Finance (formerly Financial Practice and Education), Vol. 16 (1), 5-14.

Ederington, Louis H. and Wei Guan (Summer 2005). "The Information Frown in Option Prices," Journal of Banking & Finance, Vol. 29 (6), 1429-1457.