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Zhou, Guofu's
Scholarly Papers
Click on the title of any column to sort the table by that
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Aggregate Statistics |
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Total
Downloads
19,488 |
Total
Citations
234 |
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1.
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Han, Yufeng
University of Colorado at Denver - Business School Yang, Ke
Washington University in Saint Louis Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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| Posted: |
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12 Aug 10
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Last Revised:
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22 May 12
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5,649
(444)
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5
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Technical Analysis, Moving Average, Anomaly, Market Timing
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2.
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Zhu, Yingzi
Tsinghua University - School of Economics & Management Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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2,796
(1,542)
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1
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Technical analysis, trading rules, asset allocation, predictability, learning
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3.
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Han, Yufeng
University of Colorado at Denver - Business School Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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02 Dec 12
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Last Revised:
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16 Jan 13
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1,445
(4,978)
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Trends, Moving Averages, Predictability, Momentum, Factor Models
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4.
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Rapach, David
Saint Louis University - John Cook School of Business Strauss, Jack
Saint Louis University - Department of Economics Tu, Jun
Singapore Management University Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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| Posted: |
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26 Nov 08
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Last Revised:
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04 Mar 11
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965
(9,779)
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3
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Return predictability, Industries, Macroeconomic fundamentals and risk, Information-flow frictions
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5.
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Tu, Jun
Singapore Management University Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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| Posted: |
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19 Mar 08
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Last Revised:
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25 Jul 08
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878
(11,312)
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1
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Portfolio choice, parameter uncertainty, shrinkage, admissibility
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6.
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Rapach, David
Saint Louis University - John Cook School of Business Strauss, Jack
Saint Louis University - Department of Economics Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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27 Aug 08
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Last Revised:
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10 Apr 09
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869
(11,530)
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36
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portfolio performance between advised and self-directed investors
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7.
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Kan, Raymond
University of Toronto - Rotman School of Management Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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06 Sep 00
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Last Revised:
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14 Mar 08
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841
(12,174)
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25
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8.
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International Stock Return Predictability: What is the Role of the United States?
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Show Abstracts |
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Versions (2)
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Rapach, David
Saint Louis University - John Cook School of Business Strauss, Jack
Saint Louis University - Department of Economics Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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Posted:
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19 Nov 09
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Last Revised:
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23 May 12
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626
(18,771)
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7
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Rapach, David
Saint Louis University - John Cook School of Business Strauss, Jack
Saint Louis University - Department of Economics Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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135
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7
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Out-of-sample equity premium predictability, Predictive regression model, Combination forecast, Information diffusion, Granger causality, Business cycle, Global financial crisis
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Rapach, David
Saint Louis University - John Cook School of Business Strauss, Jack
Saint Louis University - Department of Economics Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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19 Nov 09
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Last Revised:
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23 May 12
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491
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7
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Equity premium, Predictive regression model, Combination forecast, Information diffusion, Granger causality, Business cycle, Global financial crisis
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9.
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Neely, Christopher J.
Federal Reserve Bank of St. Louis - Research Division Rapach, David E.
Seattle University, Albers School of Business and Economics Tu, Jun
Singapore Management University Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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| Posted: |
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11 Mar 10
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Last Revised:
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15 May 13
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596
(20,100)
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6
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equity risk premium predictability, macroeconomic variables, moving-average rules, momentum, volume, out-of-sample forecasts, asset allocation, business cycle
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10.
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Zhou, Guofu
Washington University in St. Louis - Olin School of Business Zhu, Yingzi
Tsinghua University - School of Economics & Management
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| Posted: |
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13 May 09
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Last Revised:
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10 Mar 13
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554
(22,182)
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7
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Long-run Risk, Equity Risk Premium, Predictability, Variance Risk Premium
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11.
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Zhou, Guofu
Washington University in St. Louis - Olin School of Business Zhu, Yingzi
Tsinghua University - School of Economics & Management
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477
(27,065)
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2
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financial crisis, Once-in-a-Century event, drawndown probability
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12.
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Estimating and Testing Beta Pricing Models: Alternative Methods and Their Performance in Simulations
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Shanken, Jay A.
Emory University - Goizueta Business School Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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Posted:
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21 Jan 06
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Last Revised:
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02 Jul 09
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448
(29,398)
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36
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Shanken, Jay A.
Emory University - Goizueta Business School Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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21
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36
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Shanken, Jay A.
Emory University - Goizueta Business School Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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427
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36
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Fama and MacBeth, two-pass procedure, GLS, GMM
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13.
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Tu, Jun
Singapore Management University Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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| Posted: |
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05 Mar 07
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Last Revised:
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04 Feb 09
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420
(31,953)
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5
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Portfolio choice, Parameter uncertainty, Bayesian priors
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14.
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Gormley, Todd A.
University of Pennsylvania - The Wharton School Liu, Hong
Washington University in St. Louis - Olin Business School Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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| Posted: |
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17 Mar 06
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Last Revised:
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20 Oct 12
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399
(34,106)
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3
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limited participation, saving, consumption, insurance
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15.
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Neely, Christopher J.
Federal Reserve Bank of St. Louis - Research Division Rapach, David
Saint Louis University - John Cook School of Business Tu, Jun
Singapore Management University Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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| Posted: |
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21 Mar 11
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Last Revised:
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16 Oct 12
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363
(38,305)
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2
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Equity Risk Premium Predictability, Macroeconomic Variables, Moving-Average Rules, Momentum, Volume, Out-of-Sample Forecasts, Asset Allocation
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16.
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Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Hong, Yongmiao
Cornell University - Department of Economics Zhou, Guofu
Washington University in St. Louis - Olin School of Business Tu, Jun
Singapore Management University
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Posted:
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15 Jan 04
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Last Revised:
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29 Jul 10
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355
(39,375)
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25
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Hong, Yongmiao
Cornell University - Department of Economics Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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0
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Hong, Yongmiao
Cornell University - Department of Economics Zhou, Guofu
Washington University in St. Louis - Olin School of Business Tu, Jun
Singapore Management University
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355
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25
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17.
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Zhou, Guofu
Washington University in St. Louis - Olin School of Business Zhu, Yingzi
Tsinghua University - School of Economics & Management
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| Posted: |
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28 Apr 10
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Last Revised:
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14 Dec 10
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308
(46,644)
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3
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Volatility Trading, Asset Allocation, Long-run Volatility
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18.
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Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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| Posted: |
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25 Sep 09
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Last Revised:
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28 Apr 10
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302
(47,719)
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2
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Predictive Regression, R-squared, Forecasting Stock Return
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19.
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Huang, Dashan
Washington University in St. Louis - Olin Business School Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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| Posted: |
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14 Dec 12
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Last Revised:
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20 Jan 13
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282
(51,698)
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return predictability, mean-reversion, leading economic indicator
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20.
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Goh, Jeremy
Singapore Management University Jiang, Fuwei
Singapore Management University - Lee Kong Chian School of Business Tu, Jun
Singapore Management University Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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| Posted: |
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22 Aug 11
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Last Revised:
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12 Dec 12
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263
(55,913)
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1
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bond risk premium predictability, economic variables, technical analysis, moving-average rules, volume, out-of-sample forecasts, principal components
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21.
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Harvey, Campbell R.
Duke University - Fuqua School of Business Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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209
(71,373)
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17
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Asset pricing, CAPM, Bayesian finance, CAPM tests, market efficiency
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22.
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Kan, Raymond
University of Toronto - Rotman School of Management Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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| Posted: |
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19 Oct 08
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Last Revised:
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07 Feb 09
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176
(84,451)
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1
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long-term investment, median, quantiles
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23.
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Zhou, Guofu
Washington University in St. Louis - Olin School of Business Harvey, Campbell R.
Duke University - Fuqua School of Business
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131
(109,817)
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17
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International asset pricing, CAPM, mean-variance efficiency, alternative distributions, mixtures of normals
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24.
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Preferred-Habitat and Demand Factors in the Term Structure: Evidence from the Chinese Bond Market
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Show Abstracts |
Hide Abstracts |
Versions (3)
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hide multiple versions |
Export Bibliographic Info |
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Fan, Longzhen
Department of Finance, School of Management, Fudan University Li, Canlin
Federal Reserve Board Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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Posted:
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12 Mar 12
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Last Revised:
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02 Apr 13
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96
(138,806)
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Fan, Longzhen
Department of Finance, School of Management, Fudan University Li, Canlin
Federal Reserve Board Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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0
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the preferred-habitat hypothesis, market segmentation, official interest rates, bond demand, affine term structure model
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Fan, Longzhen
Department of Finance, School of Management, Fudan University Li, Canlin
Federal Reserve Board Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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| Posted: |
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02 Oct 12
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Last Revised:
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26 Mar 13
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20
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the preferred-habitat hypothesis, market segmentation, official interest rates, bond demand, affine term structure model
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Fan, Longzhen
Department of Finance, School of Management, Fudan University Li, Canlin
Federal Reserve Board Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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| Posted: |
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12 Mar 12
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Last Revised:
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27 Mar 13
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76
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Preferred-habitat hypothesis, Market segmentation, Ocial interest rates, Bond demand, Affine term structure model
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25.
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Harvey, Campbell R.
Duke University - Fuqua School of Business Zhou, Guofu
Washington University in St. Louis - Olin School of Business Solnik, Bruno
Hong Kong University of Science & Technology (HKUST) - Department of Finance
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40
(219,545)
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29
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26.
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Avramov, Doron
Hebrew University of Jerusalem Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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27.
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Jagannathan, Ravi
Northwestern University - Kellogg School of Management Schaumburg, Ernst
Federal Reserve Banks - Federal Reserve Bank of New York Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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28.
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Zhou, Guofu
Washington University in St. Louis - Olin School of Business Zhu, Yingzi
Tsinghua University - School of Economics & Management
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Investment Theory, CAPM, APT, Pricing Theories, Risk Measurement and Management, Financial Markets
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29.
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Rapach, David E.
Seattle University, Albers School of Business and Economics Strauss, Jack
Saint Louis University - Department of Economics Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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C22, C53, G11, G12
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30.
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Kan, Raymond
University of Toronto - Rotman School of Management Zhou, Guofu
Washington University in St. Louis - Olin School of Business Institute, CFA
CFA Institute
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Investment Theory, Portfolio Theory, Quantitative Tools, Econometric and Statistical Methods, Portfolio Management, Portfolio Construction, Rebalancing, and Implementation, Private Wealth Management, Investment Policy Formulation
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31.
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Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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| Posted: |
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29 Apr 08
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Last Revised:
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01 Jun 09
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Black-Litterman, Bayesian, Mean-variance, Portfolio Choice, Views
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32.
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Geweke, John
University of Technology Sydney - Economics Discipline Group Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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33.
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Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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34.
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Lamoureux, Christopher G.
University of Arizona Zhou, Guofu
Washington University in St. Louis - Olin School of Business
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