Access Statistics for Guofu Zhou

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
A Critique of the Stochastic Discount Factor Methodology 0 0 0 30 2 2 12 208
Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations 0 0 0 265 5 6 17 899
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 0 0 0 38 0 2 8 183
Forecasting the Equity Risk Premium: The Role of Technical Indicators 0 0 0 39 1 5 21 193
International asset pricing with alternative distributional specifications 0 0 0 12 0 0 10 110
Measuring the Pricing Error of the Arbitrage Pricing Theory 1 2 3 87 4 10 28 331
Measuring the pricing error of the arbitrage pricing theory 0 1 1 508 2 3 11 1,718
Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules 0 0 2 195 3 10 22 544
Tests of Mean-Variance Spanning 0 0 1 51 2 5 14 246
What Determines Expected International Asset Returns? 0 0 0 196 2 3 12 991
What Determines Expected International Asset Returns? 0 0 0 21 1 1 4 259
What determines expected international asset returns ? 0 0 0 0 1 1 5 42
What determines expected international asset returns ? 0 0 0 0 0 2 10 35
Total Working Papers 1 3 7 1,442 23 50 174 5,759

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Anomaly: The Cross-Sectional Profitability of Technical Analysis 0 0 1 59 5 8 17 264
A New Variance Bound on the Stochastic Discount Factor 0 0 0 33 0 3 11 236
Analytical GMM Tests: Asset Pricing with Time-Varying Risk Premiums 0 0 0 93 0 1 11 281
Anomalies and the Expected Market Return 5 7 17 143 12 22 78 386
Asset-Pricing Tests under Alternative Distributions 0 0 1 26 1 1 4 129
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation 0 0 1 31 3 4 8 153
Bayesian Portfolio Analysis 0 3 7 128 2 16 36 490
Bayesian inference in asset pricing tests 0 0 0 87 0 3 13 238
Cross-Sectional Asset Pricing Tests 0 0 1 120 3 10 24 357
Data-generating process uncertainty: What difference does it make in portfolio decisions? 0 0 0 128 0 2 8 554
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 0 0 0 383 4 7 26 1,226
Expected return, volume, and mispricing 0 0 2 57 5 9 34 205
Fama–MacBeth two-pass regressions: Improving risk premia estimates 0 0 4 98 4 7 33 408
How much stock return predictability can we expect from an asset pricing model? 0 0 1 56 2 6 15 183
Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice under Parameter Uncertainty 0 0 1 30 2 4 10 185
International Stock Return Predictability: What Is the Role of the United States? 0 2 6 102 2 12 35 342
International asset pricing with alternative distributional specifications 0 0 0 46 1 4 10 186
Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange 0 0 0 32 1 1 2 191
Investor Sentiment Aligned: A Powerful Predictor of Stock Returns 0 0 1 149 5 12 46 644
Limited participation and consumption-saving puzzles: A simple explanation and the role of insurance 0 0 0 64 3 5 10 336
Manager sentiment and stock returns 4 5 11 234 7 15 66 901
Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies 0 1 2 329 9 14 35 1,116
Measuring the Pricing Error of the Arbitrage Pricing Theory 0 0 2 378 2 4 15 1,528
On the Rate of Convergence of Discrete‐Time Contingent Claims 0 0 0 28 2 3 9 115
Optimal Portfolio Choice with Parameter Uncertainty 3 4 17 278 9 21 62 762
Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy 5 12 36 440 21 45 131 1,316
Portfolio optimization under asset pricing anomalies 0 0 0 56 0 1 7 183
Recovering the FOMC risk premium 0 0 0 11 3 8 17 51
Robust portfolios: contributions from operations research and finance 0 1 5 23 2 4 22 109
Security factors as linear combinations of economic variables 0 0 0 27 2 2 5 120
Short interest and aggregate stock returns 0 1 6 436 4 8 34 1,133
Small sample rank tests with applications to asset pricing 0 0 0 24 0 1 10 197
Small sample tests of portfolio efficiency 0 0 1 160 0 0 8 599
Technical analysis: An asset allocation perspective on the use of moving averages 2 4 17 388 5 10 65 1,242
Temperature-dependent transport and spin accumulation in a quantum wire with Rashba spin-orbit interaction 0 0 0 2 2 2 4 35
Temporary Components of Stock Returns: What Do the Data Tell Us? 0 0 0 72 1 2 5 410
Testing multi-beta asset pricing models 0 0 0 116 0 1 4 496
Tests of Mean-Variance Spanning 2 3 6 288 7 14 66 1,348
Time series momentum: Is it there? 0 0 1 55 3 10 35 260
Using Bootstrap to Test Portfolio Efficiency 0 0 1 50 4 10 28 277
Volatility Trading: What Is the Role of the Long-Run Volatility Component? 0 0 0 40 3 4 12 154
What Determines Expected International Asset Returns? 0 0 3 68 5 6 15 464
Total Journal Articles 21 43 151 5,368 146 322 1,086 19,810

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Stock Returns 6 14 50 1,578 16 43 178 3,547
Total Chapters 6 14 50 1,578 16 43 178 3,547

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 2026-05-06