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 1 23 0 1 8 150
Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations 1 1 1 263 1 1 4 864
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 1 1 3 30 2 2 5 130
International asset pricing with alternative distributional specifications 0 0 0 11 0 0 2 88
Measuring the Pricing Error of the Arbitrage Pricing Theory 2 3 15 39 4 9 42 146
Measuring the pricing error of the arbitrage pricing theory 1 1 2 499 1 1 7 1,672
Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules 2 2 4 180 3 5 14 447
Tests of Mean-Variance Spanning 0 1 2 33 3 4 10 156
What Determines Expected International Asset Returns? 0 0 0 194 0 0 2 961
What Determines Expected International Asset Returns? 0 0 1 19 0 2 10 218
What determines expected international asset returns ? 0 0 0 0 0 0 6 23
What determines expected international asset returns ? 0 0 0 0 0 0 3 14
Total Working Papers 7 10 29 1,291 14 25 113 4,869
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 Critique of the Stochastic Discount Factor Methodology 0 0 3 62 0 0 4 223
A New Anomaly: The Cross-Sectional Profitability of Technical Analysis 2 3 9 30 13 17 29 131
A New Variance Bound on the Stochastic Discount Factor 0 0 0 32 0 0 3 209
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 0 0 1 94
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation 0 0 1 23 1 1 8 116
Bayesian Portfolio Analysis 0 0 3 93 0 1 9 336
Bayesian inference in asset pricing tests 0 1 1 73 0 2 5 192
Cross-Sectional Asset Pricing Tests 0 0 4 89 0 0 10 250
Data-generating process uncertainty: What difference does it make in portfolio decisions? 0 0 0 124 1 1 7 515
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 0 0 11 361 0 3 35 1,123
Fama–MacBeth two-pass regressions: Improving risk premia estimates 0 5 11 43 1 9 34 179
How much stock return predictability can we expect from an asset pricing model? 0 0 0 40 1 3 4 130
Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice under Parameter Uncertainty 0 1 2 27 0 2 7 132
International Stock Return Predictability: What Is the Role of the United States? 0 0 8 45 0 2 30 154
International asset pricing with alternative distributional specifications 0 0 0 45 0 1 3 160
Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange 0 0 0 24 0 1 6 172
Investor Sentiment Aligned: A Powerful Predictor of Stock Returns 1 4 19 68 5 20 69 256
Limited participation and consumption-saving puzzles: A simple explanation and the role of insurance 1 2 3 47 2 3 9 242
Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies 0 8 22 245 5 31 67 813
Measuring the Pricing Error of the Arbitrage Pricing Theory 0 0 2 368 0 0 6 1,472
On the Rate of Convergence of Discrete-Time Contingent Claims 0 1 2 24 0 1 5 95
Optimal Portfolio Choice with Parameter Uncertainty 0 2 10 159 2 7 37 412
Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy 3 11 34 281 9 28 80 779
Portfolio optimization under asset pricing anomalies 0 2 2 52 0 3 3 164
Robust portfolios: contributions from operations research and finance 0 0 0 3 1 1 2 25
Security factors as linear combinations of economic variables 0 0 0 27 0 0 0 109
Short interest and aggregate stock returns 2 3 21 264 8 21 74 556
Small sample rank tests with applications to asset pricing 0 0 0 22 1 1 2 176
Small sample tests of portfolio efficiency 0 0 0 154 0 2 2 548
Technical analysis: An asset allocation perspective on the use of moving averages 0 20 25 229 5 45 73 779
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 3 5 14 174 9 23 76 830
Using Bootstrap to Test Portfolio Efficiency 0 0 0 35 0 1 4 210
Volatility Trading: What Is the Role of the Long-Run Volatility Component? 0 0 0 38 0 13 16 117
What Determines Expected International Asset Returns? 1 3 5 57 1 3 16 410
Total Journal Articles 13 71 213 3,653 65 246 738 13,241


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Stock Returns 9 49 222 762 42 127 459 1,495
Total Chapters 9 49 222 762 42 127 459 1,495


Statistics updated 2019-07-03