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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Public choice"
~isPartOf:"Real estate economics : journal of the American Real Estate and Urban Economics Association"
~language:"eng"
~language:"sqi"
~person:"Hammoudeh, Shawkat"
~person:"Shilling, James D."
~person:"Wu, Chunchi"
~person:"Zhou, Guofu"
~subject:"CAPM"
~subject:"Dynamic equilibrium"
~subject:"EU-Staaten"
~subject:"Kapitaleinkommen"
~subject:"Monetary policy"
~subject:"Rational expectations"
~subject:"United States"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"No longer published / No longer aquired"
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CAPM
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11
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6
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Portfolio-Management
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Hammoudeh, Shawkat
Shilling, James D.
Wu, Chunchi
Zhou, Guofu
Ambrose, Brent William
15
Sirmans, Clemon F.
13
Hommes, Cars H.
12
Li, Kai
12
Titman, Sheridan
12
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10
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9
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7
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7
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7
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7
Lee, Bong-soo
7
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McGough, Bruce
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6
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Peng, Liang
6
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6
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5
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5
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5
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Journal of economic dynamics & control
Journal of financial and quantitative analysis : JFQA
Public choice
Real estate economics : journal of the American Real Estate and Urban Economics Association
International review of economics & finance : IREF
14
The journal of real estate finance and economics
13
Energy economics
11
Journal of financial economics
11
Journal of banking & finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
The journal of finance : the journal of the American Finance Association
6
Applied economics
5
Journal of financial markets
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
The review of financial studies
5
Emerging markets review
4
Journal of empirical finance
4
Journal of international financial markets, institutions & money
4
Pacific-Basin finance journal
4
Review of quantitative finance and accounting
4
The journal of real estate research
4
Advances in Pacific Basin business, economics, and finance
3
Annals of economics and finance
3
Journal of urban economics
3
Review of Pacific Basin financial markets and policies
3
Southern economic journal
3
The journal of business : B
3
The journal of fixed income
3
China finance review international
2
Contemporary economic policy : a journal of Western Economic Association International
2
Economic modelling
2
International review of financial analysis
2
Journal of financial services research : JFSR
2
Journal of housing economics
2
Journal of international money and finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
The energy journal
2
The journal of financial research
2
The journal of portfolio management : a publication of Institutional Investor
2
Advances in Pacific Basin business, economics and finance
1
Advances in financial planning and forecasting
1
Advances in quantitative analysis of finance and accounting : a research annual
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ECONIS (ZBW)
17
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1
Employee sentiment and stock returns
Chen, Jian
;
Tang, Guohao
;
Yao, Jiaquan
;
Zhou, Guofu
- In:
Journal of economic dynamics & control
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014285101
Saved in:
2
Investor attention and stock returns
Chen, Jian
;
Tang, Guohao
;
Yao, Jiaquan
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
2
,
pp. 455-484
Persistent link: https://www.econbiz.de/10012805803
Saved in:
3
Stock return asymmetry : beyond skewness
Jiang, Lei
;
Wu, Ke
;
Zhou, Guofu
;
Zhu, Yifeng
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
2
,
pp. 357-386
Persistent link: https://www.econbiz.de/10012195585
Saved in:
4
Asymmetry in stock comovements : an entropy approach
Jiang, Lei
;
Wu, Ke
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
4
,
pp. 1479-1507
Persistent link: https://www.econbiz.de/10011930502
Saved in:
5
REIT stock price volatility and the effects of leverage
Kawaguchi, Yuichiro
;
Sa-Aadu, Jarjisu
;
Shilling, James D.
- In:
Real estate economics : journal of the American Real …
45
(
2017
)
2
,
pp. 452-477
Persistent link: https://www.econbiz.de/10011685366
Saved in:
6
Upper bounds on return predictability
Huang, Dashan
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
2
,
pp. 401-425
Persistent link: https://www.econbiz.de/10011742049
Saved in:
7
REIT stock market volatility and expected returns
Chung, Richard
;
Fung, Scott
;
Shilling, James D.
; …
- In:
Real estate economics : journal of the American Real …
44
(
2016
)
4
,
pp. 968-995
Persistent link: https://www.econbiz.de/10011603513
Saved in:
8
A new anomaly : the cross-sectional profitability of technical analysis
Han, Yufeng
;
Yang, Ke
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
5
,
pp. 1433-1461
Persistent link: https://www.econbiz.de/10010343641
Saved in:
9
Incorporating economic objectives into Bayesian priors : portfolio choice under parameter uncertainty
Tu, Jun
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
45
(
2010
)
4
,
pp. 959-986
Persistent link: https://www.econbiz.de/10008758064
Saved in:
10
On the portfolio properties of real estate in good times and bad times
Sa-Aadu, Jarjisu
;
Shilling, James D.
;
Tiwari, Ashish
- In:
Real estate economics : journal of the American Real …
38
(
2010
)
3
,
pp. 529-565
Persistent link: https://www.econbiz.de/10008649889
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