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 1 4 196
Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations 0 0 0 265 0 0 1 882
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 0 0 0 38 1 1 2 175
Forecasting the Equity Risk Premium: The Role of Technical Indicators 0 1 2 39 0 2 16 172
International asset pricing with alternative distributional specifications 0 0 0 12 0 2 4 100
Measuring the Pricing Error of the Arbitrage Pricing Theory 0 0 2 84 1 2 6 303
Measuring the pricing error of the arbitrage pricing theory 0 0 2 507 0 1 4 1,707
Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules 0 0 1 193 0 3 7 522
Tests of Mean-Variance Spanning 0 1 1 50 0 3 9 232
What Determines Expected International Asset Returns? 0 0 0 21 1 1 3 255
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 25
What determines expected international asset returns ? 0 0 0 0 0 0 0 37
Total Working Papers 0 2 8 1,435 3 16 57 5,585


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 2 58 0 2 7 247
A New Variance Bound on the Stochastic Discount Factor 0 0 0 33 0 1 2 225
Analytical GMM Tests: Asset Pricing with Time-Varying Risk Premiums 0 0 1 93 0 0 2 270
Anomalies and the Expected Market Return 3 4 25 126 5 10 63 308
Asset-Pricing Tests under Alternative Distributions 0 0 0 25 0 1 1 125
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation 0 0 0 30 0 0 2 145
Bayesian Portfolio Analysis 1 1 5 121 2 4 16 454
Bayesian inference in asset pricing tests 0 1 1 87 0 2 3 225
Cross-Sectional Asset Pricing Tests 0 1 2 119 0 1 3 333
Data-generating process uncertainty: What difference does it make in portfolio decisions? 0 0 1 128 0 2 5 546
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 0 0 1 383 0 2 3 1,200
Expected return, volume, and mispricing 0 1 5 55 0 3 24 171
Fama–MacBeth two-pass regressions: Improving risk premia estimates 0 0 2 94 0 0 10 375
How much stock return predictability can we expect from an asset pricing model? 0 0 2 55 0 0 6 168
Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice under Parameter Uncertainty 0 0 0 29 0 0 4 175
International Stock Return Predictability: What Is the Role of the United States? 0 0 13 96 0 1 33 307
International asset pricing with alternative distributional specifications 0 0 0 46 0 1 4 176
Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange 0 0 0 32 0 0 0 189
Investor Sentiment Aligned: A Powerful Predictor of Stock Returns 0 0 11 148 0 4 38 598
Limited participation and consumption-saving puzzles: A simple explanation and the role of insurance 0 0 0 64 0 0 8 326
Manager sentiment and stock returns 1 5 26 223 7 22 104 835
Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies 0 0 5 327 1 1 13 1,081
Measuring the Pricing Error of the Arbitrage Pricing Theory 0 1 2 376 1 3 9 1,513
On the Rate of Convergence of Discrete‐Time Contingent Claims 1 1 1 28 1 1 2 106
Optimal Portfolio Choice with Parameter Uncertainty 0 1 18 261 0 4 44 700
Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy 2 4 17 404 9 17 58 1,185
Portfolio optimization under asset pricing anomalies 0 0 0 56 0 1 2 176
Recovering the FOMC risk premium 0 0 1 11 0 1 5 34
Robust portfolios: contributions from operations research and finance 0 1 2 18 0 3 5 87
Security factors as linear combinations of economic variables 0 0 0 27 0 0 2 115
Short interest and aggregate stock returns 2 2 16 430 5 12 57 1,099
Small sample rank tests with applications to asset pricing 0 0 0 24 0 0 1 187
Small sample tests of portfolio efficiency 0 1 1 159 0 1 3 591
Technical analysis: An asset allocation perspective on the use of moving averages 2 3 20 371 4 9 45 1,177
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 0 3 72 6 6 11 405
Testing multi-beta asset pricing models 0 0 0 116 1 1 1 492
Tests of Mean-Variance Spanning 1 3 10 282 4 9 43 1,282
Time series momentum: Is it there? 0 1 9 54 2 6 30 225
Using Bootstrap to Test Portfolio Efficiency 2 2 2 49 2 3 5 249
Volatility Trading: What Is the Role of the Long-Run Volatility Component? 0 1 1 40 0 1 1 142
What Determines Expected International Asset Returns? 0 0 0 65 0 0 0 449
Total Journal Articles 15 35 205 5,217 50 135 676 18,724


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Stock Returns 4 12 50 1,528 8 25 127 3,369
Total Chapters 4 12 50 1,528 8 25 127 3,369


Statistics updated 2025-05-12