Hui Guo
Hui Guo
Professor of Finance, University of Cincinnati
Geverifieerd e-mailadres voor uc.edu - Homepage
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Uncovering the risk–return relation in the stock market
H Guo, RF Whitelaw
The Journal of Finance 61 (3), 1433-1463, 2006
4552006
Oil price volatility and US macroeconomic activity
H Guo, KL Kliesen
Review-Federal Reserve Bank of Saint Louis 87 (6), 669, 2005
3322005
Average idiosyncratic volatility in G7 countries
H Guo, R Savickas
The review of financial studies 21 (3), 1259-1296, 2008
2402008
On the out‐of‐sample predictability of stock market returns
H Guo
The Journal of Business 79 (2), 645-670, 2006
2202006
Idiosyncratic volatility, stock market volatility, and expected stock returns
H Guo, R Savickas
Journal of Business & Economic Statistics 24 (1), 43-56, 2006
1852006
Variable selection and corporate bankruptcy forecasts
S Tian, Y Yu, H Guo
Journal of Banking & Finance 52, 89-100, 2015
1512015
Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns
H Guo, R Savickas
Journal of Banking & Finance 34 (7), 1637-1649, 2010
972010
Investigating the intertemporal risk–return relation in international stock markets with the component GARCH model
H Guo, CJ Neely
Economics letters 99 (2), 371-374, 2008
862008
On the relation between EGARCH idiosyncratic volatility and expected stock returns
H Guo, H Kassa, MF Ferguson
Journal of Financial and Quantitative Analysis, 271-296, 2014
842014
Is the value premium a proxy for time-varying investment opportunities? Some time-series evidence
H Guo, R Savickas, Z Wang, J Yang
Journal of Financial and Quantitative Analysis, 133-154, 2009
842009
Stock prices, firm size, and changes in the federal funds rate target
H Guo
The Quarterly Review of Economics and Finance 44 (4), 487-507, 2004
842004
Stock market returns, volatility, and future output
H Guo
Inter-university Consortium for Political and Social Research, 2003
842003
Limited stock market participation and asset prices in a dynamic economy
H Guo
Journal of Financial and Quantitative Analysis, 495-516, 2004
832004
International transmission of inflation among G-7 countries: A data-determined VAR analysis
J Yang, H Guo, Z Wang
Journal of Banking & Finance 30 (10), 2681-2700, 2006
712006
Time-varying risk premia and the cross section of stock returns
H Guo
Journal of Banking & Finance 30 (7), 2087-2107, 2006
652006
Good jumps, bad jumps, and conditional equity premium
H Guo, K Wang, H Zhou
Asian Finance Association (AsianFA) 2014 Conference Paper, PBCSF-NIFR …, 2019
372019
The risk‐return relation in International Stock Markets
H Guo
Financial Review 41 (4), 565-587, 2006
342006
Accruals and the conditional equity premium
H Guo, X Jiang
Journal of Accounting Research 49 (1), 187-221, 2011
332011
A Rational Pricing Explanation for the Failure of the CAPM
H Guo
REVIEW-FEDERAL RESERVE BANK OF SAINT LOUIS 86 (3), 23-34, 2004
332004
A class of discrete transformation survival models with application to default probability prediction
AA Ding, S Tian, Y Yu, H Guo
Journal of the American Statistical Association 107 (499), 990-1003, 2012
262012
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Artikelen 1–20