Access Statistics for Hui Guo

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate idiosyncratic volatility in G7 countries 0 0 0 263 0 3 10 485
Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market 0 0 0 68 0 1 9 343
Does idiosyncratic risk matter: another look 0 0 0 101 1 1 11 322
Equity market volatility and expected risk premium 0 0 1 385 1 1 10 1,718
Foreign exchange volatility is priced in equities 0 0 0 169 0 2 9 709
Idiosyncratic volatility, economic fundamentals, and foreign exchange rates 0 0 0 480 1 2 10 1,107
Idiosyncratic volatility, stock market volatility, and expected stock returns 0 1 4 384 0 1 18 1,037
International transmission of inflation among G-7 countries: a data-determined VAR analysis 0 0 0 117 1 2 10 536
Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model 0 0 0 100 0 1 10 307
Is value premium a proxy for time-varying investment opportunities: some time series evidence 0 0 0 89 0 1 11 566
Limited stock market participation and asset prices in a dynamic economy 0 0 0 214 0 0 17 661
Market timing with aggregate and idiosyncratic stock volatilities 0 0 0 124 0 0 8 386
On the cross section of conditionally expected stock returns 0 0 0 98 0 2 11 333
On the out-of-sample predictability of stock market returns 0 0 0 219 0 0 16 509
On the real-time forecasting ability of the consumption-wealth ratio 0 0 0 39 0 0 6 180
On the risk-return relation in international stock markets 0 0 0 134 0 0 8 424
Stock prices, firm size, and changes in the federal funds rate target 0 0 0 137 1 1 14 500
The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries 0 0 0 89 0 0 7 499
Time-varying risk premia and the cross section of stock returns 0 0 0 130 0 1 13 327
Uncovering the Risk-Return Relation in the Stock Market 0 0 0 363 0 0 6 1,141
Uncovering the risk-return relation in the stock market 0 0 0 399 0 2 13 1,009
Understanding stock return predictability 0 0 2 207 0 1 11 616
Understanding the risk-return tradeoff in the stock market 0 0 0 161 0 0 15 559
Total Working Papers 0 1 7 4,470 5 22 253 14,274

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Class of Discrete Transformation Survival Models With Application to Default Probability Prediction 0 0 0 21 0 1 8 89
A rational pricing explanation for the failure of CAPM 0 0 1 239 1 1 12 916
A simple model of limited stock market participation 0 0 1 36 0 1 7 115
Accruals and the Conditional Equity Premium 0 0 0 17 0 0 12 100
Are investors more risk-averse during recessions? 0 0 0 32 0 0 10 104
Average Idiosyncratic Volatility in G7 Countries 0 0 0 32 0 1 10 132
DATA REVISIONS AND OUT‐OF‐SAMPLE STOCK RETURN PREDICTABILITY 0 0 0 18 0 0 10 110
Does stock market volatility forecast returns? 0 0 0 76 0 0 5 203
Expected stock market returns and business investment 0 0 0 15 0 0 6 128
Forecasting foreign exchange rates using idiosyncratic volatility 0 0 0 62 0 0 11 222
Foreign Exchange Volatility Is Priced in Equities 0 0 0 7 0 4 6 136
Foreign exchange rates are predictable! 0 0 0 35 0 0 4 153
Higher risk does bring higher returns in stock markets worldwide 0 0 0 19 0 0 5 84
IPO First-Day Return and Ex Ante Equity Premium 0 0 0 45 0 1 9 163
Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns 0 0 0 143 2 2 18 458
International transmission of inflation among G-7 countries: A data-determined VAR analysis 0 0 0 50 0 1 11 265
Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model 0 0 0 41 0 0 10 159
Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence 0 0 0 50 1 4 19 205
Limited Stock Market Participation and Asset Prices in a Dynamic Economy 0 0 0 18 0 1 7 99
Oil price volatility and U.S. macroeconomic activity 0 0 5 334 0 1 23 1,065
On the Out-of-Sample Predictability of Stock Market Returns 0 0 2 495 1 1 14 1,304
Reading inflation expectations from CPI futures 0 0 0 106 0 0 4 295
Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns 0 0 0 55 1 1 6 294
Stock market dispersion and unemployment 0 0 0 43 0 0 8 143
Stock market returns, volatility, and future output 0 0 4 321 0 0 14 1,053
Stock market volatility: reading the meter 0 0 0 44 1 1 3 378
Stock prices, firm size, and changes in the federal funds rate target 0 0 0 66 0 1 9 195
Stockholding is still highly concentrated 0 0 1 5 0 0 9 75
The Risk‐Return Relation in International Stock Markets 0 0 0 48 0 0 25 150
The less volatile U.S. economy 0 0 0 16 0 1 7 80
Time-varying risk premia and the cross section of stock returns 0 0 0 44 0 1 14 169
Uncovering the Risk–Return Relation in the Stock Market 0 0 1 412 0 1 6 1,474
Volatile firms, stable economy 0 0 0 6 0 0 8 80
Why are stock market returns correlated with future economic activities? 0 0 0 132 0 1 8 500
Why do stock prices react to the Fed? 0 0 1 29 0 1 5 106
Total Journal Articles 0 0 16 3,112 7 27 343 11,202

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Statistics updated 2026-08-07