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 0 8 467
Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market 0 0 0 66 0 2 8 319
Does idiosyncratic risk matter: another look 0 0 0 101 0 0 2 304
Equity market volatility and expected risk premium 0 1 2 384 0 3 20 1,703
Foreign exchange volatility is priced in equities 0 0 1 169 1 1 12 692
Idiosyncratic volatility, economic fundamentals, and foreign exchange rates 0 0 0 478 0 1 4 1,083
Idiosyncratic volatility, stock market volatility, and expected stock returns 0 0 5 369 0 3 23 985
International transmission of inflation among G-7 countries: a data-determined VAR analysis 0 0 0 116 0 1 5 518
Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model 0 0 0 99 0 1 7 289
Is value premium a proxy for time-varying investment opportunities: some time series evidence 0 0 0 87 1 1 10 544
Limited stock market participation and asset prices in a dynamic economy 0 0 2 213 0 2 9 639
Market timing with aggregate and idiosyncratic stock volatilities 0 0 0 124 0 1 4 373
On the cross section of conditionally expected stock returns 0 0 0 98 0 0 7 319
On the out-of-sample predictability of stock market returns 0 0 2 216 0 1 6 474
On the real-time forecasting ability of the consumption-wealth ratio 0 0 0 39 0 0 4 173
On the risk-return relation in international stock markets 0 0 0 133 0 1 3 409
Stock prices, firm size, and changes in the federal funds rate target 0 0 1 137 0 0 5 476
The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries 0 0 1 88 0 0 5 483
Time-varying risk premia and the cross section of stock returns 0 0 0 130 0 0 9 309
Uncovering the Risk-Return Relation in the Stock Market 0 1 2 360 0 2 10 1,120
Uncovering the risk-return relation in the stock market 0 0 3 398 0 3 14 984
Understanding stock return predictability 0 1 3 201 1 2 10 578
Understanding the risk-return tradeoff in the stock market 0 0 1 159 0 0 6 533
Total Working Papers 0 3 23 4,428 3 25 191 13,774


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 1 1 1 20 1 1 2 73
A rational pricing explanation for the failure of CAPM 0 0 3 236 1 3 12 886
A simple model of limited stock market participation 0 0 5 28 2 2 13 82
Accruals and the Conditional Equity Premium 0 0 2 16 0 0 4 75
Are investors more risk-averse during recessions? 0 0 0 31 0 1 3 87
Average Idiosyncratic Volatility in G7 Countries 0 0 0 31 0 1 4 107
DATA REVISIONS AND OUT‐OF‐SAMPLE STOCK RETURN PREDICTABILITY 0 0 0 18 0 0 4 89
Does stock market volatility forecast returns? 0 0 0 75 0 1 2 189
Expected stock market returns and business investment 0 0 0 15 0 1 3 117
Forecasting foreign exchange rates using idiosyncratic volatility 0 0 1 62 0 0 5 205
Foreign Exchange Volatility Is Priced in Equities 0 0 0 7 1 3 11 81
Foreign exchange rates are predictable! 0 0 0 33 1 2 7 131
Higher risk does bring higher returns in stock markets worldwide 0 0 1 15 0 1 3 65
IPO First-Day Return and Ex Ante Equity Premium 0 0 2 43 0 1 11 137
Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns 0 0 0 140 0 2 4 420
International transmission of inflation among G-7 countries: A data-determined VAR analysis 0 0 1 48 0 0 8 238
Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model 0 0 1 39 0 0 9 136
Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence 0 0 0 47 1 2 8 168
Limited Stock Market Participation and Asset Prices in a Dynamic Economy 0 0 1 18 0 2 7 82
Oil price volatility and U.S. macroeconomic activity 0 1 10 302 1 9 37 909
On the Out-of-Sample Predictability of Stock Market Returns 2 2 6 463 5 6 27 1,223
Reading inflation expectations from CPI futures 0 0 1 105 0 0 3 281
Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns 1 1 3 50 2 3 16 224
Stock market dispersion and unemployment 0 0 2 41 0 3 7 130
Stock market returns, volatility, and future output 1 4 13 299 2 6 37 969
Stock market volatility: reading the meter 0 0 4 43 0 1 7 369
Stock prices, firm size, and changes in the federal funds rate target 0 0 0 60 1 1 6 167
Stockholding is still highly concentrated 0 0 0 3 0 1 4 61
The Risk‐Return Relation in International Stock Markets 0 0 0 48 0 0 1 119
The less volatile U.S. economy 0 0 0 16 0 1 2 70
Time-varying risk premia and the cross section of stock returns 0 0 1 44 0 0 7 141
Uncovering the Risk–Return Relation in the Stock Market 1 2 3 393 2 7 27 1,401
Volatile firms, stable economy 0 0 0 6 0 1 3 71
Why are stock market returns correlated with future economic activities? 0 0 1 129 0 0 2 476
Why do stock prices react to the Fed? 0 0 1 26 0 1 4 89
Total Journal Articles 6 11 63 2,950 20 63 310 10,068


Statistics updated 2020-09-04