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Asset-pricing tests under alternative distributions
Zhou, Guofu - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1927-1942
Persistent link: https://www.econbiz.de/10001155917
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Evidence on the characteristics of cross sectional variation in stock returns
Daniel, Kent; Titman, Sheridan - 1996
Persistent link: https://www.econbiz.de/10000592269
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A trend factor : Any economic gains from using information over investment horizons?
Han, Yufeng; Zhou, Guofu; Zhu, Yingzi - In: Journal of financial economics 122 (2016) 2, pp. 352-375
Persistent link: https://www.econbiz.de/10011590910
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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
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Efficiency and the bear : short sales and markets around the world
Bris, Arturo; Goetzmann, William N.; Zhu, Ning N. - 2003
Persistent link: https://www.econbiz.de/10001736561
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Disposition matters : volume, volatility and price impact of a behavioral bias
Goetzmann, William N.; Massa, Massimo - 2003
Persistent link: https://www.econbiz.de/10001738752
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Tests of mean-variance spanning
Kan, Raymond (contributor); Zhou, Guofu (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001681234
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Cross-sectional and time-series determinants of momentum returns
Jegadeesh, Narasimhan; Titman, Sheridan - In: The review of financial studies 15 (2002) 1, pp. 143-157
Persistent link: https://www.econbiz.de/10001639613
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Global real estate markets : cycles and fundamentals
Case, Bradford; Goetzmann, William N.; Rouwenhorst, K. Geert - 2000
Persistent link: https://www.econbiz.de/10001456006
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Dispersion of opinion and stock returns
Goetzmann, William N.; Massa, Massimo - 2005
Persistent link: https://www.econbiz.de/10002589631