About Me
I am an assistant professor at the Paula and Gregory Chow Institute for Studies in Economics at Xiamen University. I obtained my Ph.D. in statistics from Iowa State University. Prior to Iowa State, I received my bachelor’s in statistics from the Department of Statistics from Fudan University in China.
In my research, I strive to help foster an understanding of the financial world from the data and statistical perspective. I incorporate quantitative analysis of financial data with advanced statistical tools in economic models. I examine economic asset pricing models through the behavior of the most basic economic unit, firms. I also exploit the conditional distributional information of asset returns by aggregating quantiles that locally characterize the motion of returns. I also develop methods that answer questions in causal inference when the treatment assignment is nonignorable.
For more information, please get in touch with me at: glma [at] xmu [dot] edu [dot] cn
News
Publications
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Fundamental Anomalies
Erica X.N. Li, Guoliang Ma, Shujing Wang, Cindy Yu.
Management Science, forthcoming.
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Optimal Policy Mechanism Design for Cross-Sector and Multi-Stage Pollution Control with a Bilevel Model: Application to SO2 Emission in China
Xu Li, Zimeng Liu, Qing Xu, Zhongyi Jiang, Ma Guoliang
Environmental Modeling & Assessment 22, 243-255, 2017.
Working papers
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Predicting Individual Stock Crashes: Machine Learning with Bayesian Optimization
Zihao Chen, Haitao Li Guoliang Ma, Cindy Yu.
Journal of Banking & Finance, Revise and resubmit
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Cross-Sectional Analysis of Conditional Stock Returns: Quantile Regression with Machine Learning
Haitao Li, Guoliang Ma, Cindy Yu -
A Semiparametric Causal Estimator with Nonignorability
Guoliang Ma, Cindy Yu, Zhonglei Wang -
The Global Change in the Corporate Production Function
Erica X.N. Li Guoliang Ma, Dan Su.
Teaching
At Xiamen UniversitySchedules & Office Hours
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