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 0 0 11 209
Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations 0 0 0 265 2 2 17 901
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 0 0 0 38 0 0 5 183
Forecasting the Equity Risk Premium: The Role of Technical Indicators 0 0 1 40 13 17 41 217
International asset pricing with alternative distributional specifications 0 0 0 12 2 2 13 114
Measuring the Pricing Error of the Arbitrage Pricing Theory 0 0 3 88 2 3 28 336
Measuring the pricing error of the arbitrage pricing theory 0 0 1 508 1 2 15 1,723
Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules 0 1 2 196 13 21 44 570
Tests of Mean-Variance Spanning 0 1 1 52 1 4 15 253
What Determines Expected International Asset Returns? 0 0 0 196 0 1 17 996
What Determines Expected International Asset Returns? 0 0 0 21 1 2 6 261
What determines expected international asset returns ? 0 0 0 0 2 2 8 45
What determines expected international asset returns ? 0 0 0 0 1 1 11 36
Total Working Papers 0 2 8 1,446 38 57 231 5,844

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 2 2 4 63 15 37 57 309
A New Variance Bound on the Stochastic Discount Factor 0 0 0 33 2 2 11 238
Analytical GMM Tests: Asset Pricing with Time-Varying Risk Premiums 0 0 0 93 2 3 9 284
Anomalies and the Expected Market Return 1 2 16 148 7 16 86 418
Asset-Pricing Tests under Alternative Distributions 0 0 0 26 2 4 6 133
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation 0 0 2 32 3 7 16 161
Bayesian Portfolio Analysis 1 1 6 131 3 4 36 497
Bayesian inference in asset pricing tests 0 0 0 87 1 2 16 241
Cross-Sectional Asset Pricing Tests 0 0 0 120 5 8 26 368
Data-generating process uncertainty: What difference does it make in portfolio decisions? 0 0 0 128 1 2 11 559
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 0 0 0 383 2 2 24 1,228
Expected return, volume, and mispricing 0 1 4 60 3 5 38 223
Fama–MacBeth two-pass regressions: Improving risk premia estimates 1 1 3 100 3 5 32 418
How much stock return predictability can we expect from an asset pricing model? 0 0 0 56 7 9 17 193
Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice under Parameter Uncertainty 0 0 0 30 0 0 10 186
International Stock Return Predictability: What Is the Role of the United States? 1 3 6 105 18 33 70 388
International asset pricing with alternative distributional specifications 0 0 1 47 0 0 12 188
Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange 0 0 0 32 6 7 9 198
Investor Sentiment Aligned: A Powerful Predictor of Stock Returns 1 1 4 152 9 13 58 662
Limited participation and consumption-saving puzzles: A simple explanation and the role of insurance 0 1 1 65 4 6 16 343
Manager sentiment and stock returns 0 2 9 237 2 16 61 930
Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies 2 3 6 334 13 21 66 1,159
Measuring the Pricing Error of the Arbitrage Pricing Theory 0 1 2 379 2 4 19 1,536
On the Rate of Convergence of Discrete‐Time Contingent Claims 0 1 1 29 2 4 12 120
Optimal Portfolio Choice with Parameter Uncertainty 9 19 38 306 27 54 116 831
Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy 4 8 42 454 42 87 218 1,445
Portfolio optimization under asset pricing anomalies 0 0 0 56 2 2 9 185
Recovering the FOMC risk premium 0 0 1 12 1 4 27 66
Robust portfolios: contributions from operations research and finance 1 2 5 26 4 8 24 121
Security factors as linear combinations of economic variables 0 0 0 27 2 2 7 123
Short interest and aggregate stock returns 1 3 7 442 29 59 97 1,208
Small sample rank tests with applications to asset pricing 0 0 0 24 0 1 10 199
Small sample tests of portfolio efficiency 0 0 0 160 0 0 6 600
Technical analysis: An asset allocation perspective on the use of moving averages 2 10 21 400 13 43 95 1,300
Temperature-dependent transport and spin accumulation in a quantum wire with Rashba spin-orbit interaction 0 0 0 2 3 4 8 40
Temporary Components of Stock Returns: What Do the Data Tell Us? 0 0 0 72 3 3 9 415
Testing multi-beta asset pricing models 0 0 0 116 5 5 11 503
Tests of Mean-Variance Spanning 2 5 16 301 10 21 86 1,400
Time series momentum: Is it there? 0 2 5 59 10 107 205 436
Using Bootstrap to Test Portfolio Efficiency 0 0 0 50 2 3 25 281
Volatility Trading: What Is the Role of the Long-Run Volatility Component? 0 0 0 40 0 0 10 154
What Determines Expected International Asset Returns? 0 0 0 68 4 6 16 471
Total Journal Articles 28 68 200 5,485 269 619 1,697 20,758

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Stock Returns 6 13 48 1,598 11 33 173 3,612
Total Chapters 6 13 48 1,598 11 33 173 3,612

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Statistics updated 2026-11-12