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Guo, Hui'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
8,880 |
Total
Citations
349 |
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1.
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Savickas, Robert
George Washington University - School of Business - Department of Finance
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774
(13,790)
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41
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Idiosyncratic stock volatility, stock market volatility, consumption-wealth ratio,stock return predictability, out-of-sample forecast, stock market timing strategies, and portfolio choices
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2.
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Savickas, Robert
George Washington University - School of Business - Department of Finance
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737
(14,788)
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Stock Return Predictability, Average Idiosyncratic Variance, Stock Market Variance, Discount-Rate Shock, Cash-Flow Shock, CAPM, and ICAPM
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3.
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Higbee, Jason
Federal Reserve Bank of St. Louis - Research Division
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476
(27,136)
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1
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Stock return predictability, Market timing, Stock market volatility, Idiosyncratic volatility
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4.
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Kassa, Haim
University of Cincinnati - Department of Finance and Real Estate Ferguson, Michael F.
University of Cincinnati - Department of Finance - Real Estate
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18 Aug 10
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Last Revised:
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15 Mar 12
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449
(29,314)
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34
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EGARCH, idiosyncratic volatility, cross-section of stock returns
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5.
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Savickas, Robert
George Washington University - School of Business - Department of Finance
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25 May 06
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Last Revised:
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09 Apr 10
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447
(29,482)
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6
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Stock return predictability, Average idiosyncratic variance, Stock market variance, Cross-section of stock returns, Value premium, CAPM
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6.
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Chen, Long
Cheung Kong Graduate School of Business Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Zhang, Lu
Ohio State University - Fisher College of Business
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431
(30,885)
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Expected return, equity market volatility, systematic risk, yield spreads
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7.
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate
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390
(35,068)
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5
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Risk-Return Tradeoff, Hedge Component of Excess Returns
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8.
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate
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346
(40,628)
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31
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Stock Return Predictability, Portfolio Choice
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9.
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Savickas, Robert
George Washington University - School of Business - Department of Finance
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331
(42,872)
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1
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Exchange rate predictability, average idiosyncratic volatility, monetary model
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10.
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Wang, Zijun
Texas A&M University Savickas, Robert
George Washington University - School of Business - Department of Finance Yang, Jian
University of Colorado Denver - The Business School
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331
(42,872)
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18
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CAPM, ICAPM, Fama and French Three Factors, Stock Market Return Predictability, Realized Volatility, and GARCH, Value Premium
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11.
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Average Idiosyncratic Volatility in G7 Countries
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Savickas, Robert
George Washington University - School of Business - Department of Finance
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Posted:
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08 Nov 04
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Last Revised:
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29 Jul 10
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288
(50,428)
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35
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Savickas, Robert
George Washington University - School of Business - Department of Finance
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0
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G1
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Savickas, Robert
George Washington University - School of Business - Department of Finance
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288
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35
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Idiosyncratic Volatility, Stock Market Volatility, Value Premium, Stock Return Predictability, ICAPM, Unit Root, Deterministic Trend, Granger Causality
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12.
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate
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285
(51,061)
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1
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IPO, Equity Premium, Stock Return Predictability, Risk-Return Relation
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13.
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Options-Implied Variance and Future Stock Returns
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Qiu, Buhui
Erasmus University - Rotterdam School of Management
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Posted:
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21 Mar 11
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Last Revised:
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25 Mar 12
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272
(54,034)
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Qiu, Buhui
Erasmus University - Rotterdam School of Management
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| Posted: |
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20 Aug 11
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Last Revised:
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25 Mar 12
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143
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stock return predictability, implied variance, realized variance, CAPM, and ICAPM
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Qiu, Buhui
Erasmus University - Rotterdam School of Management
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| Posted: |
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21 Mar 11
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Last Revised:
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25 Mar 12
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129
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stock return predictability, implied variance, realized variance, CAPM and ICAPM
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14.
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate
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260
(56,626)
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20
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limited stock market participation, borrowing constraints, uninsurable income risk, equity premium puzzle, excess volatility, stock return predictability, risk-return tradeoff in stock market, leverage effect, volatility feedback effect.
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15.
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate
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259
(56,848)
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15
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Stock Return Predictability, Time-varying Investment Opportunities, Asset Pricing, and Cross Section of Stock Returns
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16.
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Qiu, Buhui
Erasmus University - Rotterdam School of Management
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08 Nov 09
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Last Revised:
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15 Mar 12
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213
(70,002)
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17.
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate
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213
(70,002)
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8
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monetary transmission, credit market imperfection, changes in federal funds rate target
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18.
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Uncovering the Risk-Return Relation in the Stock Market
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Show Abstracts |
Hide Abstracts |
Versions (4)
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hide multiple versions |
Export Bibliographic Info |
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Whitelaw, Robert
New York University
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Posted:
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25 Aug 03
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Last Revised:
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04 Nov 10
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211
(70,658)
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72
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Whitelaw, Robert
New York University
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29
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72
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Whitelaw, Robert
New York University
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50
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72
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Whitelaw, Robert
New York University
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97
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72
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Whitelaw, Robert
New York University
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35
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72
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19.
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Neely, Christopher J.
Federal Reserve Bank of St. Louis - Research Division
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196
(76,177)
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3
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Exchange rate, option, implied volatility, realized volatility, asset pricing
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20.
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Savickas, Robert
George Washington University - School of Business - Department of Finance
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193
(77,344)
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Stock Return Predictability, Cross Section of Stock Returns, Size Premium, Value Premium, and Momentum Profit
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21.
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Mortal, Sandra
University of Memphis Savickas, Robert
George Washington University - School of Business - Department of Finance Wood, Robert
University of Memphis - Fogelman College of Business and Economics
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| Posted: |
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24 Jan 10
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Last Revised:
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31 Mar 11
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164
(90,200)
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liquidity, stock return predictability, and conditional equity premium
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22.
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Neely, Christopher J.
Federal Reserve Bank of St. Louis - Research Division Higbee, Jason
Federal Reserve Bank of St. Louis - Research Division
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164
(90,200)
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2
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exchange rate, option, implied volatility, realized volatility, asset pricing
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23.
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Jiang, Xiaowen
Wayne State University - School of Business Administration
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| Posted: |
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13 Sep 08
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Last Revised:
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26 Jan 10
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162
(91,193)
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6
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Accruals, Conditional equity premium, Asset pricing
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24.
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Neely, Christopher J.
Federal Reserve Bank of St. Louis - Research Division
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152
(96,606)
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3
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GARCH-in-mean, Component GARCH, Risk-return relation, International stock market returns
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25.
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Savickas, Robert
George Washington University - School of Business - Department of Finance
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151
(97,184)
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exchange rate predictability, average idiosyncratic volatility, monetary model, bootstrap, data mining
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26.
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Wang, Zijun
Texas A&M University Yang, Jian
University of Colorado Denver - The Business School
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| Posted: |
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08 Aug 06
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Last Revised:
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29 Oct 12
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150
(97,773)
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3
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Habit Formation, Time-Varying Risk Aversion, Countercyclical Sharpe Ratio, Limited Stock Market Participation, Illiquidity Premium, ICAPM, Conditional CAPM, Nonparametric and Semiparametric Models
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27.
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Bai, Qing
University of Cincinnati - Department of Finance - Real Estate Guo, Hui
University of Cincinnati - Department of Finance - Real Estate
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| Posted: |
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19 Aug 10
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Last Revised:
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16 Mar 11
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136
(106,353)
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Value premium, stock split, present-value relation, and stock return predictability
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28.
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Neely, Christopher J.
Federal Reserve Bank of St. Louis - Research Division Higbee, Jason
Federal Reserve Bank of St. Louis - Research Division
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124
(114,792)
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2
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exchange rate, option, implied volatility, realized volatility, asset pricing
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29.
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Wang, Zijun
Texas A&M University Savickas, Robert
George Washington University - School of Business - Department of Finance Yang, Jian
University of Colorado Denver - The Business School
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119
(118,614)
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17
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ICAPM, value premium, stock return predictability, realized variance, and GARCH
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30.
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Risk and Return: Some New Evidence
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Show Abstracts |
Hide Abstracts |
Versions (3)
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hide multiple versions |
Export Bibliographic Info |
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Whitelaw, Robert
New York University
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Posted:
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04 Nov 08
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Last Revised:
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16 Feb 09
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103
(132,239)
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7
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Whitelaw, Robert
New York University
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53
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7
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Whitelaw, Robert
New York University
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26
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7
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Whitelaw, Robert
New York University
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24
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7
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31.
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Yang, Jian
University of Colorado Denver - The Business School Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Wang, Zijun
Texas A&M University
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101
(134,051)
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4
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Inflation transmission, directed acyclic graphs, forecast error variance decomposition, recursive estimation, impulse responses
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32.
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Jiang, Xiaowen
Wayne State University - School of Business Administration
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| Posted: |
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24 Jan 10
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Last Revised:
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19 Oct 10
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90
(144,965)
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6
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Accruals, Earnings, Stock Return Predictability, Market Efficiency
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33.
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate
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75
(162,342)
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1
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Capital market integration, stock return predictability, out-of-sample forecasts
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34.
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate Qiu, Buhui
Erasmus University - Rotterdam School of Management
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59
(185,059)
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PC_NII, Informed Trading, Earnings Surprises, Stock Returns
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35.
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The Risk-Return Relation in International Stock Markets
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Show Abstracts |
Hide Abstracts |
Versions (2)
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hide multiple versions |
Export Bibliographic Info |
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate
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Posted:
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16 Aug 06
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Last Revised:
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29 Dec 06
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25
(257,721)
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7
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate
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25
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7
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate
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0
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capital market integration, stock return predictability, out-of-sample forecasts
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36.
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Guo, Hui
University of Cincinnati - Department of Finance - Real Estate
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3
(330,630)
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