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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

Expected return, volume, and mispricing

Han, Yufeng; Huang, Dashan; Huang, Dayong; Zhou, Guofu - In: Journal of financial economics 143 (2022) 3, pp. 1295-1315

Persistent link: https://www.econbiz.de/10013402177

Decision fatigue and heuristic analyst forecasts

Hirshleifer, David; Levi, Yaron; Lourie, Ben; Teoh, … - In: Journal of financial economics 133 (2019) 1, pp. 83-98

Persistent link: https://www.econbiz.de/10012164066

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

Optimal portfolio selection with and without risk-free asset

Kan, Raymond; Wang, Xiaolu; Zhou, Guofu - 2016 - Current version: March, 2016

Persistent link: https://www.econbiz.de/10011442786

On the value of portfolio optimization in the presence of estimation risk : the case with and without risk-free asset

Kan, Raymond; Wang, Xiaolu; Zhou, Guofu - 2016 - Current version: August, 2016

For the popular mean-variance portfolio choice problem in the case without a risk-free asset, we develop a new portfolio strategy to mitigate estimation risk. We show that in both calibrations and real datasets, optimally combining the sample global minimum variance portfolio with a sample...

Persistent link: https://www.econbiz.de/10011547611

Accruals, cash flows, and aggregate stock returns

Hirshleifer, David; Hou, Kewei; Teoh, Siew Hong - In: Journal of financial economics 91 (2009) 3, pp. 389-406

Persistent link: https://www.econbiz.de/10003833648

Shared analyst coverage : unifying momentum spillover effects

Ali, Usman; Hirshleifer, David - In: Journal of financial economics 136 (2020) 3, pp. 649-675

Persistent link: https://www.econbiz.de/10012545703

Mood beta and seasonalities in stock returns

Hirshleifer, David; Jiang, Danling; Meng, Yuting - In: Journal of financial economics 137 (2020) 1, pp. 272-295

Persistent link: https://www.econbiz.de/10012631338

Short interest and aggregate stock returns

Rapach, David E.; Ringgenberg, Matthew C.; Zhou, Guofu - In: Journal of financial economics 121 (2016) 1, pp. 46-65

Persistent link: https://www.econbiz.de/10011590566