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Forecasting the equity risk premium : the role of technical indicators
Neely, Christopher J.; Rapach, David E.; Tu, Jun; Zhou, … - In: Management science : journal of the Institute for … 60 (2014) 7, pp. 1772-1791
Persistent link: https://www.econbiz.de/10010399441
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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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Time series momentum : is it there?
Huang, Dashan; Li, Jiangyuan; Wang, Liyao; Zhou, Guofu - In: Journal of financial economics 135 (2020) 3, pp. 774-794
Persistent link: https://www.econbiz.de/10012543228
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Winners from winners : a tale of risk factors
Chib, Siddhartha; Zhao, Lingxiao; Zhou, Guofu - In: Management science : journal of the Institute for … 70 (2024) 1, pp. 396-414
Persistent link: https://www.econbiz.de/10014470017