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 29 0 0 2 182
Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations 0 0 0 265 0 0 0 881
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 0 0 0 38 0 0 1 173
Forecasting the Equity Risk Premium: The Role of Technical Indicators 2 2 3 36 2 4 5 149
International asset pricing with alternative distributional specifications 0 0 1 12 0 0 1 96
Measuring the Pricing Error of the Arbitrage Pricing Theory 0 0 5 80 1 1 16 291
Measuring the pricing error of the arbitrage pricing theory 0 0 0 504 0 1 3 1,701
Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules 0 0 1 192 0 1 5 514
Tests of Mean-Variance Spanning 0 1 3 49 4 6 16 219
What Determines Expected International Asset Returns? 0 0 0 21 0 0 4 252
What Determines Expected International Asset Returns? 0 0 0 196 0 0 0 978
What determines expected international asset returns ? 0 0 0 0 0 0 0 37
What determines expected international asset returns ? 0 0 0 0 0 0 0 25
Total Working Papers 2 3 13 1,422 7 13 53 5,498


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 5 56 0 2 15 233
A New Variance Bound on the Stochastic Discount Factor 0 0 0 33 2 2 3 222
Analytical GMM Tests: Asset Pricing with Time-Varying Risk Premiums 0 0 0 92 0 0 0 267
Anomalies and the Expected Market Return 2 10 37 87 10 24 99 210
Asset-Pricing Tests under Alternative Distributions 0 0 0 25 0 0 2 120
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation 0 0 1 30 0 0 4 143
Bayesian Portfolio Analysis 0 1 5 111 3 4 16 414
Bayesian inference in asset pricing tests 0 0 1 85 0 1 3 221
Cross-Sectional Asset Pricing Tests 0 0 4 116 0 2 8 325
Data-generating process uncertainty: What difference does it make in portfolio decisions? 0 0 1 127 0 0 1 541
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 0 0 1 382 0 2 6 1,197
Expected return, volume, and mispricing 0 1 14 41 3 11 59 126
Fama–MacBeth two-pass regressions: Improving risk premia estimates 0 2 4 91 0 4 18 362
How much stock return predictability can we expect from an asset pricing model? 0 0 2 50 0 2 7 159
Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice under Parameter Uncertainty 0 0 0 29 0 0 3 169
International Stock Return Predictability: What Is the Role of the United States? 1 2 6 78 3 9 18 263
International asset pricing with alternative distributional specifications 0 0 1 46 0 0 1 171
Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange 0 0 3 29 1 1 6 185
Investor Sentiment Aligned: A Powerful Predictor of Stock Returns 1 3 15 128 5 12 44 538
Limited participation and consumption-saving puzzles: A simple explanation and the role of insurance 1 1 4 63 2 4 10 308
Manager sentiment and stock returns 1 5 24 182 12 24 110 677
Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies 1 1 7 318 2 3 32 1,056
Measuring the Pricing Error of the Arbitrage Pricing Theory 0 0 2 373 1 1 9 1,501
On the Rate of Convergence of Discrete‐Time Contingent Claims 0 0 1 27 0 0 1 103
Optimal Portfolio Choice with Parameter Uncertainty 4 5 18 236 4 10 36 636
Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy 3 9 30 381 8 15 61 1,106
Portfolio optimization under asset pricing anomalies 0 0 1 56 0 0 1 174
Recovering the FOMC risk premium 0 0 4 6 0 0 14 24
Robust portfolios: contributions from operations research and finance 0 2 3 15 2 10 15 76
Security factors as linear combinations of economic variables 0 0 0 27 0 0 0 113
Short interest and aggregate stock returns 2 3 13 405 8 13 49 1,011
Small sample rank tests with applications to asset pricing 0 0 1 24 0 0 1 186
Small sample tests of portfolio efficiency 0 0 0 157 0 0 0 586
Technical analysis: An asset allocation perspective on the use of moving averages 1 3 11 342 6 13 40 1,102
Temperature-dependent transport and spin accumulation in a quantum wire with Rashba spin-orbit interaction 0 0 0 2 0 0 0 30
Temporary Components of Stock Returns: What Do the Data Tell Us? 0 0 0 67 0 0 1 390
Testing multi-beta asset pricing models 0 0 1 116 0 0 1 489
Tests of Mean-Variance Spanning 1 1 3 270 1 4 19 1,230
Time series momentum: Is it there? 1 6 14 39 4 30 56 176
Using Bootstrap to Test Portfolio Efficiency 2 2 3 45 2 3 4 235
Volatility Trading: What Is the Role of the Long-Run Volatility Component? 0 0 0 39 0 0 1 141
What Determines Expected International Asset Returns? 1 1 2 65 1 2 3 446
Total Journal Articles 22 58 242 4,891 80 208 777 17,662


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Stock Returns 6 17 119 1,442 20 63 293 3,142
Total Chapters 6 17 119 1,442 20 63 293 3,142


Statistics updated 2023-11-05