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Asymmetries in stock returns : statistical tests and economic evaluation
Hong, Yongmiao; Tu, Jun; Zhou, Guofu - In: The review of financial studies 20 (2007) 5, pp. 1547-1581
Persistent link: https://www.econbiz.de/10003621186
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Out-of-sample equity premium prediction : combination forecasts and links to the real economy
Rapach, David E.; Strauss, Jack; Zhou, Guofu - In: The review of financial studies 23 (2010) 2, pp. 821-862
Persistent link: https://www.econbiz.de/10003943103
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Investor sentiment aligned : a powerful predictor of stock returns
Huang, Dashan; Jiang, Fuwei; Tu, Jun; Zhou, Guofu - In: The review of financial studies 28 (2015) 3, pp. 791-837
Persistent link: https://www.econbiz.de/10011337560
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Temporary components of stock returns : what do the data tell us?
Lamoureux, Christopher G. - In: The review of financial studies 9 (1996) 4, pp. 1033-1059
Persistent link: https://www.econbiz.de/10001212394
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Measuring the Pricing Error of the Arbitrage Pricing Theory
Geweke, John; Zhou, Guofu - In: The review of financial studies 9 (1996) 2, pp. 557-588
Persistent link: https://www.econbiz.de/10007327518
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Temporary Components of Stock Returns: What Do the Data Tell Us?
Lamoureux, Christopher G.; Zhou, Guofu - In: The review of financial studies 9 (1996) 4, pp. 1033-1060
Persistent link: https://www.econbiz.de/10007320847
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Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy
Rapach, David E.; Strauss, Jack K.; Zhou, Guofu - In: The review of financial studies 23 (2010) 2, pp. 821-821
Persistent link: https://www.econbiz.de/10008370234
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Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation
Hong, Yongmiao; Tu, Jun; Zhou, Guofu - In: The review of financial studies 20 (2007) 5, pp. 1547-1582
Persistent link: https://www.econbiz.de/10007873212
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Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy
Rapach, David E.; Strauss, Jack K.; Zhou, Guofu - In: The review of financial studies 23 (2013) 2, pp. 821-820
Persistent link: https://www.econbiz.de/10010113704
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Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation
Hong, Yongmiao; Tu, Jun; Zhou, Guofu - In: The review of financial studies 20 (2013) 5, pp. 1547-1546
Persistent link: https://www.econbiz.de/10010113741