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 2 26 1 2 12 171
Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations 0 0 0 263 0 1 6 874
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 1 1 3 34 1 3 14 153
International asset pricing with alternative distributional specifications 0 0 0 11 0 0 2 92
Measuring the Pricing Error of the Arbitrage Pricing Theory 0 1 14 57 5 13 45 200
Measuring the pricing error of the arbitrage pricing theory 0 0 2 502 1 3 11 1,684
Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules 0 0 3 186 0 4 26 480
Tests of Mean-Variance Spanning 1 1 2 37 2 5 11 174
What Determines Expected International Asset Returns? 0 0 0 194 1 3 8 971
What Determines Expected International Asset Returns? 0 0 1 20 1 3 14 237
What determines expected international asset returns ? 0 0 0 0 0 0 3 18
What determines expected international asset returns ? 0 0 0 0 0 0 4 30
Total Working Papers 2 3 27 1,330 12 37 156 5,084
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 14 45 2 8 43 184
A New Variance Bound on the Stochastic Discount Factor 0 0 1 33 0 0 4 216
Analytical GMM Tests: Asset Pricing with Time-Varying Risk Premiums 1 1 2 91 1 1 6 258
Asset-Pricing Tests under Alternative Distributions 0 0 0 24 0 1 9 106
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation 0 1 3 27 0 2 7 125
Bayesian Portfolio Analysis 0 2 3 96 0 3 19 357
Bayesian inference in asset pricing tests 1 2 3 77 1 3 9 204
Cross-Sectional Asset Pricing Tests 2 3 4 96 3 5 15 269
Data-generating process uncertainty: What difference does it make in portfolio decisions? 0 0 1 125 0 2 14 531
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 0 0 7 372 0 1 19 1,157
Fama–MacBeth two-pass regressions: Improving risk premia estimates 0 2 8 54 4 8 47 241
How much stock return predictability can we expect from an asset pricing model? 0 0 3 43 1 1 7 140
Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice under Parameter Uncertainty 0 1 1 28 0 3 13 147
International Stock Return Predictability: What Is the Role of the United States? 0 2 6 56 3 11 32 195
International asset pricing with alternative distributional specifications 0 0 0 45 0 3 4 166
Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange 0 0 0 24 0 0 2 174
Investor Sentiment Aligned: A Powerful Predictor of Stock Returns 1 2 20 91 6 14 74 342
Limited participation and consumption-saving puzzles: A simple explanation and the role of insurance 0 0 5 52 0 1 19 262
Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies 2 4 20 269 4 17 65 891
Measuring the Pricing Error of the Arbitrage Pricing Theory 0 0 0 369 1 2 6 1,481
On the Rate of Convergence of Discrete‐Time Contingent Claims 0 0 1 25 0 0 3 98
Optimal Portfolio Choice with Parameter Uncertainty 2 2 18 185 6 11 60 493
Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy 0 7 28 314 5 27 103 919
Portfolio optimization under asset pricing anomalies 0 0 1 53 0 0 3 169
Robust portfolios: contributions from operations research and finance 3 3 3 6 3 3 12 39
Security factors as linear combinations of economic variables 0 0 0 27 0 0 3 112
Short interest and aggregate stock returns 6 10 39 309 11 28 125 706
Small sample rank tests with applications to asset pricing 0 0 0 22 0 0 3 180
Small sample tests of portfolio efficiency 0 0 2 156 2 6 11 562
Technical analysis: An asset allocation perspective on the use of moving averages 3 9 43 284 7 20 105 910
Temperature-dependent transport and spin accumulation in a quantum wire with Rashba spin-orbit interaction 0 0 0 2 0 0 1 30
Temporary Components of Stock Returns: What Do the Data Tell Us? 1 2 2 67 1 2 7 384
Testing multi-beta asset pricing models 0 0 0 115 0 0 7 484
Tests of Mean-Variance Spanning 0 2 22 202 12 25 101 973
Using Bootstrap to Test Portfolio Efficiency 0 0 0 35 1 1 3 213
Volatility Trading: What Is the Role of the Long-Run Volatility Component? 0 0 1 39 2 3 9 128
What Determines Expected International Asset Returns? 0 0 0 57 2 2 13 426
Total Journal Articles 22 56 261 3,915 78 214 983 14,272


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Stock Returns 16 45 232 1,049 41 118 513 2,157
Total Chapters 16 45 232 1,049 41 118 513 2,157


Statistics updated 2020-11-03