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 3 197
Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations 0 0 0 265 1 1 2 883
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 0 0 0 38 2 2 3 177
Forecasting the Equity Risk Premium: The Role of Technical Indicators 0 0 2 39 1 1 15 173
International asset pricing with alternative distributional specifications 0 0 0 12 0 0 4 100
Measuring the Pricing Error of the Arbitrage Pricing Theory 0 1 2 85 0 4 8 307
Measuring the pricing error of the arbitrage pricing theory 0 0 1 507 0 1 4 1,708
Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules 0 0 0 193 3 3 8 525
Tests of Mean-Variance Spanning 0 1 2 51 0 2 10 234
What Determines Expected International Asset Returns? 0 0 0 21 0 0 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 7 1,437 7 15 61 5,600


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 59 0 2 8 249
A New Variance Bound on the Stochastic Discount Factor 0 0 0 33 0 0 2 225
Analytical GMM Tests: Asset Pricing with Time-Varying Risk Premiums 0 0 0 93 0 0 1 270
Anomalies and the Expected Market Return 2 4 21 130 4 12 48 320
Asset-Pricing Tests under Alternative Distributions 0 1 1 26 1 2 3 127
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation 0 0 0 30 0 0 1 145
Bayesian Portfolio Analysis 0 4 6 125 0 5 15 459
Bayesian inference in asset pricing tests 0 0 1 87 0 0 3 225
Cross-Sectional Asset Pricing Tests 0 0 2 119 2 2 5 335
Data-generating process uncertainty: What difference does it make in portfolio decisions? 0 0 1 128 1 1 6 547
Estimating and testing beta pricing models: Alternative methods and their performance in simulations 0 0 0 383 0 0 2 1,200
Expected return, volume, and mispricing 0 0 4 55 1 6 21 177
Fama–MacBeth two-pass regressions: Improving risk premia estimates 0 1 2 95 0 3 9 378
How much stock return predictability can we expect from an asset pricing model? 0 0 1 55 5 5 8 173
Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice under Parameter Uncertainty 0 0 0 29 0 0 2 175
International Stock Return Predictability: What Is the Role of the United States? 0 3 11 99 1 6 28 313
International asset pricing with alternative distributional specifications 0 0 0 46 0 0 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 7 148 0 2 27 600
Limited participation and consumption-saving puzzles: A simple explanation and the role of insurance 0 0 0 64 0 0 6 326
Manager sentiment and stock returns 0 2 17 225 9 22 96 857
Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies 0 0 4 327 4 7 18 1,088
Measuring the Pricing Error of the Arbitrage Pricing Theory 0 0 2 376 0 2 9 1,515
On the Rate of Convergence of Discrete‐Time Contingent Claims 0 0 1 28 0 0 1 106
Optimal Portfolio Choice with Parameter Uncertainty 2 4 16 265 3 6 33 706
Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy 1 3 13 407 7 18 61 1,203
Portfolio optimization under asset pricing anomalies 0 0 0 56 0 0 2 176
Recovering the FOMC risk premium 0 0 1 11 1 3 7 37
Robust portfolios: contributions from operations research and finance 1 1 3 19 1 2 7 89
Security factors as linear combinations of economic variables 0 0 0 27 0 1 3 116
Short interest and aggregate stock returns 3 4 16 434 6 7 54 1,106
Small sample rank tests with applications to asset pricing 0 0 0 24 0 0 1 187
Small sample tests of portfolio efficiency 1 1 2 160 1 1 4 592
Technical analysis: An asset allocation perspective on the use of moving averages 0 3 14 374 3 15 44 1,192
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 2 72 0 0 10 405
Testing multi-beta asset pricing models 0 0 0 116 0 0 1 492
Tests of Mean-Variance Spanning 0 2 12 284 6 20 55 1,302
Time series momentum: Is it there? 0 0 5 54 1 2 22 227
Using Bootstrap to Test Portfolio Efficiency 1 1 3 50 3 3 8 252
Volatility Trading: What Is the Role of the Long-Run Volatility Component? 0 0 1 40 0 0 1 142
What Determines Expected International Asset Returns? 0 1 1 66 1 2 2 451
Total Journal Articles 11 36 172 5,253 61 157 639 18,881


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Stock Returns 2 9 45 1,537 9 30 121 3,399
Total Chapters 2 9 45 1,537 9 30 121 3,399


Statistics updated 2025-08-05