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 1 1 9 196
Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations 0 0 0 265 0 1 1 882
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 0 0 0 38 0 0 1 174
Forecasting the Equity Risk Premium: The Role of Technical Indicators 0 0 2 38 1 4 20 171
International asset pricing with alternative distributional specifications 0 0 0 12 1 3 3 99
Measuring the Pricing Error of the Arbitrage Pricing Theory 0 0 3 84 0 0 5 301
Measuring the pricing error of the arbitrage pricing theory 0 0 3 507 0 0 4 1,706
Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules 0 0 1 193 2 3 7 521
Tests of Mean-Variance Spanning 0 0 0 49 1 2 9 230
What Determines Expected International Asset Returns? 0 0 0 21 0 1 2 254
What Determines Expected International Asset Returns? 0 0 0 196 0 0 1 979
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 0 0 9 1,433 6 15 62 5,575


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 57 1 2 12 246
A New Variance Bound on the Stochastic Discount Factor 0 0 0 33 0 1 1 224
Analytical GMM Tests: Asset Pricing with Time-Varying Risk Premiums 0 0 1 93 0 1 2 270
Anomalies and the Expected Market Return 1 2 27 123 4 6 69 302
Asset-Pricing Tests under Alternative Distributions 0 0 0 25 1 1 1 125
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation 0 0 0 30 0 1 2 145
Bayesian Portfolio Analysis 0 0 6 120 1 2 25 451
Bayesian inference in asset pricing tests 1 1 1 87 1 1 2 224
Cross-Sectional Asset Pricing Tests 1 2 2 119 1 2 5 333
Data-generating process uncertainty: What difference does it make in portfolio decisions? 0 1 1 128 0 1 3 544
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 0 0 1 383 1 1 2 1,199
Expected return, volume, and mispricing 1 2 7 55 2 9 30 170
Fama–MacBeth two-pass regressions: Improving risk premia estimates 0 1 2 94 0 5 10 375
How much stock return predictability can we expect from an asset pricing model? 0 1 5 55 0 1 9 168
Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice under Parameter Uncertainty 0 0 0 29 0 0 5 175
International Stock Return Predictability: What Is the Role of the United States? 0 1 13 96 1 6 35 307
International asset pricing with alternative distributional specifications 0 0 0 46 0 1 3 175
Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange 0 0 0 32 0 0 1 189
Investor Sentiment Aligned: A Powerful Predictor of Stock Returns 0 2 14 148 3 8 45 597
Limited participation and consumption-saving puzzles: A simple explanation and the role of insurance 0 0 0 64 0 1 12 326
Manager sentiment and stock returns 2 2 30 220 8 23 112 821
Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies 0 2 6 327 0 4 16 1,080
Measuring the Pricing Error of the Arbitrage Pricing Theory 1 1 3 376 2 3 11 1,512
On the Rate of Convergence of Discrete‐Time Contingent Claims 0 0 0 27 0 0 1 105
Optimal Portfolio Choice with Parameter Uncertainty 1 6 19 261 4 13 49 700
Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy 0 0 16 400 5 11 53 1,173
Portfolio optimization under asset pricing anomalies 0 0 0 56 1 1 2 176
Recovering the FOMC risk premium 0 1 1 11 0 2 5 33
Robust portfolios: contributions from operations research and finance 1 1 2 18 2 2 5 86
Security factors as linear combinations of economic variables 0 0 0 27 0 1 2 115
Short interest and aggregate stock returns 0 0 17 428 1 11 59 1,088
Small sample rank tests with applications to asset pricing 0 0 0 24 0 0 1 187
Small sample tests of portfolio efficiency 0 0 1 158 0 0 4 590
Technical analysis: An asset allocation perspective on the use of moving averages 1 4 21 369 5 12 53 1,173
Temperature-dependent transport and spin accumulation in a quantum wire with Rashba spin-orbit interaction 0 0 0 2 0 0 1 31
Temporary Components of Stock Returns: What Do the Data Tell Us? 0 1 4 72 0 3 8 399
Testing multi-beta asset pricing models 0 0 0 116 0 0 1 491
Tests of Mean-Variance Spanning 2 6 10 281 5 18 44 1,278
Time series momentum: Is it there? 0 0 11 53 2 8 34 221
Using Bootstrap to Test Portfolio Efficiency 0 0 1 47 1 1 8 247
Volatility Trading: What Is the Role of the Long-Run Volatility Component? 1 1 1 40 1 1 1 142
What Determines Expected International Asset Returns? 0 0 0 65 0 0 1 449
Total Journal Articles 13 38 224 5,195 53 164 745 18,642


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Stock Returns 6 13 55 1,522 12 35 155 3,356
Total Chapters 6 13 55 1,522 12 35 155 3,356


Statistics updated 2025-03-03