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~person:"Zhou, Guofu"
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Capital income
79
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79
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Zhou, Guofu
Gupta, Rangan
166
Zaremba, Adam
161
Caporale, Guglielmo Maria
150
Bekaert, Geert
113
Campbell, John Y.
111
Bali, Turan G.
103
Harvey, Campbell R.
99
McMillan, David G.
99
Diebold, Francis X.
95
Hasan, Iftekhar
94
Bollerslev, Tim
81
Titman, Sheridan
81
Zhang, Lu
81
Stambaugh, Robert F.
79
Faff, Robert W.
78
Timmermann, Allan
77
Cakici, Nusret
74
Stulz, René M.
74
Narayan, Paresh Kumar
72
Jagannathan, Ravi
69
Ang, Andrew
68
Guidolin, Massimo
68
Subrahmanyam, Avanidhar
68
McAleer, Michael
66
Wohar, Mark E.
66
Low, Linda
64
Pierdzioch, Christian
64
Toh Mun Heng
60
Goetzmann, William N.
58
Plastun, Alex
57
Bouri, Elie
56
Gil-Alaña, Luis A.
56
Chan, Kam C.
55
Brooks, Robert
54
Ferson, Wayne E.
54
Gounopoulos, Dimitrios
54
Zhang, Wei
53
Poterba, James M.
52
Schiereck, Dirk
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1
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Journal of financial economics
6
Management science : journal of the Institute for Operations Research and the Management Sciences
5
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3
Journal of financial and quantitative analysis : JFQA
3
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2
The journal of finance : the journal of the American Finance Association
2
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2
27th Australasian Finance and Banking Conference 2014 Paper
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American Finance Association 2022 Annual Meeting
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ECONIS (ZBW)
79
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1
Modeling non-normality using multivariate t : implications for asset pricing
Kan, Raymond
;
Zhou, Guofu
- In:
China finance review international
7
(
2017
)
1
,
pp. 2-32
Persistent link: https://www.econbiz.de/10011797735
Saved in:
2
What determines expected international asset retuns [returns]?
Solnik, Bruno
;
Harvey, Campbell R.
;
Zhou, Guofu
-
1994
Persistent link: https://www.econbiz.de/10000897108
Saved in:
3
What determines expected international asset returns?
Harvey, Campbell R.
-
1994
Persistent link: https://www.econbiz.de/10000883653
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Manager sentiment and stock returns
Jiang, Fuwei
;
Lee, Joshua
;
Martin, Xiumin
;
Zhou, Guofu
- In:
Journal of financial economics
132
(
2019
)
1
,
pp. 126-149
Persistent link: https://www.econbiz.de/10012134791
Saved in:
7
Market intraday momentum
Gao, Lei
;
Han, Yufeng
;
Li, Sophia Zhengzi
;
Zhou, Guofu
- In:
Journal of financial economics
129
(
2018
)
2
,
pp. 394-414
Persistent link: https://www.econbiz.de/10011982249
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
Saved in:
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