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VIX futures
Zhang, Jin E.; Zhu, Yingzi - In: The journal of futures markets 26 (2006) 6, pp. 521-531
Persistent link: https://www.econbiz.de/10003319527
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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
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Beyond Black-Litterman : letting the data speak
Zhou, Guofu - In: The journal of portfolio management : a publication of … 36 (2009/10) 1, pp. 36-45
Persistent link: https://www.econbiz.de/10003909565
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Bayesian inference in asset pricing tests
Harvey, Campbell R. - In: Journal of financial economics 26 (1990) 2, pp. 221-254
Persistent link: https://www.econbiz.de/10001102506
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Measuring the pricing error of the arbitrage pricing theory
Geweke, John - In: The review of financial studies 9 (1996) 2, pp. 557-587
Persistent link: https://www.econbiz.de/10001202791
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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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Forecasting stock returns
Rapach, David E.; Zhou, Guofu - 2013
Persistent link: https://www.econbiz.de/10011507002
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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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Upper bounds on return predictability
Huang, Dashan; Zhou, Guofu - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 2, pp. 401-425
Persistent link: https://www.econbiz.de/10011742049
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Tests of mean-variance spanning
Kan, Raymond (contributor); Zhou, Guofu (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001681234