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Market timing with aggregate and idiosyncratic stock volatilities
Guo, Hui (contributor); Higbee, Jason (contributor) - 2005 - rev.
Persistent link: https://www.econbiz.de/10003344908
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Frontiers in monetary policy research : proceedings of the Thirty-First Annual Economic Policy Conference of the Federal Reserve Bank of St.Louis
Gavin, William T. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003507821
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Is value premium a proxy for time-varying investment opportunities : some time series evidence
Guo, Hui (contributor) - 2005
"Campbell and Vuolteenaho (2004) and Brennan, Wang, and Xia (2004) recently argue that the value premium co-moves with investment opportunities and thus reflects rational pricing. This paper extends their analysis by showing that the ICAPM interpretation of the value premium also sheds light on...
Persistent link: https://www.econbiz.de/10002995301
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Does stock market volatility forecast returns : the international evidence
Guo, Hui (contributor) - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001979873
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On the cross of conditionally expected stock returns
Guo, Hui (contributor); Savickas, Robert (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986896
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Tests of an international capital asset pricing model with stocks and government bonds and regime switching prices of risk and intercepts
Fearnley, Tom A. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001864770
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Performance of telecom-oriented mutual funds in Europe and the US
Aadach, Lahcen - 2003
Persistent link: https://www.econbiz.de/10001832957
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Understanding the risk-return tradeoff in the stock market
Guo, Hui (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001969582
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Time-varying risk premia and the cross section of stock returns
Guo, Hui (contributor) - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001973914