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 1 2 24 0 4 15 160
Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations 0 0 1 263 1 4 6 869
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 0 0 3 31 0 8 15 142
International asset pricing with alternative distributional specifications 0 0 0 11 0 1 2 90
Measuring the Pricing Error of the Arbitrage Pricing Theory 3 8 19 49 5 13 43 165
Measuring the pricing error of the arbitrage pricing theory 0 1 3 500 1 3 5 1,675
Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules 0 0 5 183 2 8 21 459
Tests of Mean-Variance Spanning 0 0 3 35 0 3 15 164
What Determines Expected International Asset Returns? 0 0 1 19 1 5 10 224
What Determines Expected International Asset Returns? 0 0 0 194 0 3 4 964
What determines expected international asset returns ? 0 0 0 0 0 2 6 26
What determines expected international asset returns ? 0 0 0 0 0 2 4 16
Total Working Papers 3 10 37 1,309 10 56 146 4,954
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 1 7 32 5 10 40 150
A New Variance Bound on the Stochastic Discount Factor 0 0 0 32 0 2 5 212
Analytical GMM Tests: Asset Pricing with Time-Varying Risk Premiums 0 0 0 89 0 1 3 253
Asset-Pricing Tests under Alternative Distributions 0 0 0 24 1 3 6 99
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation 1 2 2 25 2 3 5 120
Bayesian Portfolio Analysis 0 0 1 93 0 2 8 340
Bayesian inference in asset pricing tests 0 0 2 74 1 3 7 196
Cross-Sectional Asset Pricing Tests 0 1 3 92 0 3 6 255
Data-generating process uncertainty: What difference does it make in portfolio decisions? 0 0 0 124 1 3 7 519
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 0 4 6 367 3 14 37 1,144
Fama–MacBeth two-pass regressions: Improving risk premia estimates 1 4 15 49 4 16 42 204
How much stock return predictability can we expect from an asset pricing model? 0 0 0 40 0 2 6 133
Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice under Parameter Uncertainty 0 0 1 27 2 3 8 136
International Stock Return Predictability: What Is the Role of the United States? 0 1 6 51 2 5 20 166
International asset pricing with alternative distributional specifications 0 0 0 45 0 0 3 162
Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange 0 0 0 24 0 0 4 172
Investor Sentiment Aligned: A Powerful Predictor of Stock Returns 1 5 16 75 11 18 62 284
Limited participation and consumption-saving puzzles: A simple explanation and the role of insurance 2 2 4 49 2 7 11 249
Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies 3 6 19 254 7 17 65 840
Measuring the Pricing Error of the Arbitrage Pricing Theory 0 0 3 369 0 2 9 1,476
On the Rate of Convergence of Discrete‐Time Contingent Claims 0 0 1 24 0 0 1 95
Optimal Portfolio Choice with Parameter Uncertainty 0 4 14 170 3 19 51 447
Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy 1 4 28 288 9 19 96 829
Portfolio optimization under asset pricing anomalies 0 0 2 52 0 2 5 166
Robust portfolios: contributions from operations research and finance 0 0 0 3 1 2 6 29
Security factors as linear combinations of economic variables 0 0 0 27 0 1 1 110
Short interest and aggregate stock returns 4 12 24 280 8 34 92 608
Small sample rank tests with applications to asset pricing 0 0 0 22 0 1 2 177
Small sample tests of portfolio efficiency 0 1 1 155 0 2 6 552
Technical analysis: An asset allocation perspective on the use of moving averages 3 8 39 245 9 22 90 817
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 2 3 379
Testing multi-beta asset pricing models 0 0 0 115 1 4 4 479
Tests of Mean-Variance Spanning 2 5 19 183 5 25 98 884
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 2 5 19 122
What Determines Expected International Asset Returns? 0 0 4 57 0 2 16 414
Total Journal Articles 18 60 218 3,696 79 254 847 13,457


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Stock Returns 17 58 203 859 40 131 476 1,736
Total Chapters 17 58 203 859 40 131 476 1,736


Statistics updated 2020-01-03