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 2 3 7 482
Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market 0 0 0 68 1 1 8 342
Does idiosyncratic risk matter: another look 0 0 0 101 3 5 12 321
Equity market volatility and expected risk premium 0 1 1 385 1 3 9 1,717
Foreign exchange volatility is priced in equities 0 0 0 169 2 4 8 707
Idiosyncratic volatility, economic fundamentals, and foreign exchange rates 0 0 0 480 1 2 8 1,105
Idiosyncratic volatility, stock market volatility, and expected stock returns 0 1 3 383 4 10 19 1,036
International transmission of inflation among G-7 countries: a data-determined VAR analysis 0 0 0 117 2 3 8 534
Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model 0 0 0 100 0 0 9 306
Is value premium a proxy for time-varying investment opportunities: some time series evidence 0 0 0 89 1 2 10 565
Limited stock market participation and asset prices in a dynamic economy 0 0 0 214 3 10 17 661
Market timing with aggregate and idiosyncratic stock volatilities 0 0 0 124 1 2 8 386
On the cross section of conditionally expected stock returns 0 0 0 98 3 4 9 331
On the out-of-sample predictability of stock market returns 0 0 0 219 1 1 16 509
On the real-time forecasting ability of the consumption-wealth ratio 0 0 0 39 1 2 6 180
On the risk-return relation in international stock markets 0 0 0 134 2 3 8 424
Stock prices, firm size, and changes in the federal funds rate target 0 0 0 137 4 6 13 499
The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries 0 0 0 89 1 2 7 499
Time-varying risk premia and the cross section of stock returns 0 0 0 130 4 4 12 326
Uncovering the Risk-Return Relation in the Stock Market 0 0 0 363 1 2 8 1,141
Uncovering the risk-return relation in the stock market 0 0 0 399 1 2 11 1,007
Understanding stock return predictability 0 1 2 207 1 3 10 615
Understanding the risk-return tradeoff in the stock market 0 0 0 161 4 10 15 559
Total Working Papers 0 3 6 4,469 44 84 238 14,252

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 3 3 7 88
A rational pricing explanation for the failure of CAPM 0 0 1 239 0 2 12 915
A simple model of limited stock market participation 0 1 1 36 1 3 6 114
Accruals and the Conditional Equity Premium 0 0 0 17 2 2 12 100
Are investors more risk-averse during recessions? 0 0 0 32 2 3 10 104
Average Idiosyncratic Volatility in G7 Countries 0 0 0 32 1 4 9 131
DATA REVISIONS AND OUT‐OF‐SAMPLE STOCK RETURN PREDICTABILITY 0 0 0 18 1 3 13 110
Does stock market volatility forecast returns? 0 0 0 76 1 1 5 203
Expected stock market returns and business investment 0 0 0 15 2 3 6 128
Forecasting foreign exchange rates using idiosyncratic volatility 0 0 0 62 3 6 11 222
Foreign Exchange Volatility Is Priced in Equities 0 0 0 7 1 1 2 132
Foreign exchange rates are predictable! 0 0 0 35 1 2 4 153
Higher risk does bring higher returns in stock markets worldwide 0 0 0 19 2 3 5 84
IPO First-Day Return and Ex Ante Equity Premium 0 0 0 45 2 3 8 162
Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns 0 0 0 143 1 2 16 456
International transmission of inflation among G-7 countries: A data-determined VAR analysis 0 0 0 50 4 7 11 264
Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model 0 0 0 41 2 2 11 159
Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence 0 0 0 50 1 1 15 201
Limited Stock Market Participation and Asset Prices in a Dynamic Economy 0 0 0 18 0 2 8 98
Oil price volatility and U.S. macroeconomic activity 2 3 7 334 3 8 25 1,064
On the Out-of-Sample Predictability of Stock Market Returns 1 1 4 495 3 4 17 1,303
Reading inflation expectations from CPI futures 0 0 0 106 1 2 4 295
Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns 0 0 0 55 2 2 5 293
Stock market dispersion and unemployment 0 0 0 43 4 5 8 143
Stock market returns, volatility, and future output 0 1 4 321 2 4 20 1,053
Stock market volatility: reading the meter 0 0 0 44 1 2 2 377
Stock prices, firm size, and changes in the federal funds rate target 0 0 0 66 1 2 8 194
Stockholding is still highly concentrated 0 0 1 5 1 3 9 75
The Risk‐Return Relation in International Stock Markets 0 0 0 48 2 2 25 150
The less volatile U.S. economy 0 0 0 16 1 2 6 79
Time-varying risk premia and the cross section of stock returns 0 0 0 44 2 2 14 168
Uncovering the Risk–Return Relation in the Stock Market 0 0 1 412 0 0 6 1,473
Volatile firms, stable economy 0 0 0 6 1 4 8 80
Why are stock market returns correlated with future economic activities? 0 0 0 132 2 2 7 499
Why do stock prices react to the Fed? 0 0 1 29 1 1 4 105
Total Journal Articles 3 6 20 3,112 57 98 339 11,175

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Statistics updated 2026-05-06