Access Statistics for Hui Guo

Author contact details at EconPapers.

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 2 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 2 11 323
Equity market volatility and expected risk premium 0 0 1 385 0 1 10 1,718
Foreign exchange volatility is priced in equities 0 0 0 169 1 2 10 710
Idiosyncratic volatility, economic fundamentals, and foreign exchange rates 0 0 0 480 0 2 9 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 0 2 10 536
Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model 0 0 0 100 0 1 9 307
Is value premium a proxy for time-varying investment opportunities: some time series evidence 0 0 0 89 1 1 12 567
Limited stock market participation and asset prices in a dynamic economy 0 0 0 214 2 2 19 663
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 1 9 333
On the out-of-sample predictability of stock market returns 0 0 0 219 1 1 16 510
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 7 424
Stock prices, firm size, and changes in the federal funds rate target 0 0 0 137 0 1 11 500
The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries 0 0 0 89 0 0 6 499
Time-varying risk premia and the cross section of stock returns 0 0 0 130 1 1 13 328
Uncovering the Risk-Return Relation in the Stock Market 0 0 0 363 3 3 9 1,144
Uncovering the risk-return relation in the stock market 0 0 0 399 1 2 14 1,010
Understanding stock return predictability 0 0 2 207 1 2 12 617
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 12 28 253 14,286

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 0 1 12 916
A simple model of limited stock market participation 0 0 1 36 1 1 7 116
Accruals and the Conditional Equity Premium 0 0 0 17 1 1 13 101
Are investors more risk-averse during recessions? 0 0 0 32 1 1 11 105
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 1 1 11 111
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 5 128
Forecasting foreign exchange rates using idiosyncratic volatility 0 0 0 62 0 0 10 222
Foreign Exchange Volatility Is Priced in Equities 0 0 0 7 1 3 7 137
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 4 19 460
International transmission of inflation among G-7 countries: A data-determined VAR analysis 0 0 0 50 0 0 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 2 19 206
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 1 2 23 1,066
On the Out-of-Sample Predictability of Stock Market Returns 0 0 2 495 0 1 13 1,304
Reading inflation expectations from CPI futures 0 0 0 106 1 1 5 296
Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns 0 0 0 55 0 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 3 321 2 2 15 1,055
Stock market volatility: reading the meter 0 0 0 44 0 1 3 378
Stock prices, firm size, and changes in the federal funds rate target 0 0 0 66 0 0 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 1 1 26 151
The less volatile U.S. economy 0 0 0 16 0 0 7 80
Time-varying risk premia and the cross section of stock returns 0 0 0 44 0 1 13 169
Uncovering the Risk–Return Relation in the Stock Market 0 0 0 412 0 0 5 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 14 3,112 13 30 346 11,215

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10