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 1 23 2 3 9 153
Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations 0 1 1 263 1 2 4 865
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 0 2 3 31 0 4 6 132
International asset pricing with alternative distributional specifications 0 0 0 11 0 0 1 88
Measuring the Pricing Error of the Arbitrage Pricing Theory 0 4 16 41 1 8 38 150
Measuring the pricing error of the arbitrage pricing theory 0 1 2 499 0 1 5 1,672
Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules 0 4 5 182 1 6 15 450
Tests of Mean-Variance Spanning 0 2 4 35 0 5 11 158
What Determines Expected International Asset Returns? 0 0 0 194 0 0 1 961
What Determines Expected International Asset Returns? 0 0 1 19 0 0 8 218
What determines expected international asset returns ? 0 0 0 0 0 0 2 14
What determines expected international asset returns ? 0 0 0 0 1 1 5 24
Total Working Papers 0 14 33 1,298 6 30 105 4,885
1 registered items for which data could not be found


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 3 8 31 0 19 31 137
A New Variance Bound on the Stochastic Discount Factor 0 0 0 32 1 1 4 210
Analytical GMM Tests: Asset Pricing with Time-Varying Risk Premiums 0 0 0 89 0 0 1 251
Asset-Pricing Tests under Alternative Distributions 0 0 0 24 2 2 3 96
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation 0 0 1 23 0 1 8 116
Bayesian Portfolio Analysis 0 0 2 93 1 1 8 337
Bayesian inference in asset pricing tests 0 0 1 73 0 0 5 192
Cross-Sectional Asset Pricing Tests 1 2 4 91 1 2 6 252
Data-generating process uncertainty: What difference does it make in portfolio decisions? 0 0 0 124 0 2 6 516
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 0 0 8 361 3 4 33 1,127
Fama–MacBeth two-pass regressions: Improving risk premia estimates 0 0 10 43 2 5 29 183
How much stock return predictability can we expect from an asset pricing model? 0 0 0 40 0 2 4 131
Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice under Parameter Uncertainty 0 0 1 27 1 1 6 133
International Stock Return Predictability: What Is the Role of the United States? 1 3 7 48 1 4 24 158
International asset pricing with alternative distributional specifications 0 0 0 45 0 0 3 160
Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange 0 0 0 24 0 0 5 172
Investor Sentiment Aligned: A Powerful Predictor of Stock Returns 0 2 17 69 1 12 66 263
Limited participation and consumption-saving puzzles: A simple explanation and the role of insurance 0 1 3 47 0 2 7 242
Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies 1 2 20 247 5 13 67 821
Measuring the Pricing Error of the Arbitrage Pricing Theory 0 1 3 369 0 1 6 1,473
On the Rate of Convergence of Discrete‐Time Contingent Claims 0 0 2 24 0 0 4 95
Optimal Portfolio Choice with Parameter Uncertainty 3 6 12 165 8 14 40 424
Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy 0 5 30 283 9 28 86 798
Portfolio optimization under asset pricing anomalies 0 0 2 52 0 0 3 164
Robust portfolios: contributions from operations research and finance 0 0 0 3 1 2 3 26
Security factors as linear combinations of economic variables 0 0 0 27 0 0 0 109
Short interest and aggregate stock returns 2 5 21 267 7 19 75 567
Small sample rank tests with applications to asset pricing 0 0 0 22 0 1 2 176
Small sample tests of portfolio efficiency 0 0 0 154 0 1 3 549
Technical analysis: An asset allocation perspective on the use of moving averages 2 7 32 236 5 17 73 791
Temperature-dependent transport and spin accumulation in a quantum wire with Rashba spin-orbit interaction 0 0 0 2 0 0 0 29
Temporary Components of Stock Returns: What Do the Data Tell Us? 0 0 1 65 0 0 1 377
Testing multi-beta asset pricing models 0 0 0 115 0 0 0 475
Tests of Mean-Variance Spanning 0 5 15 176 7 27 84 848
Using Bootstrap to Test Portfolio Efficiency 0 0 0 35 0 0 3 210
Volatility Trading: What Is the Role of the Long-Run Volatility Component? 0 0 0 38 0 0 14 117
What Determines Expected International Asset Returns? 0 1 5 57 1 2 16 411
Total Journal Articles 10 43 205 3,621 56 183 729 13,136
1 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Stock Returns 9 32 210 785 34 112 465 1,565
Total Chapters 9 32 210 785 34 112 465 1,565


Statistics updated 2019-09-09