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~language:"eng"
~person:"Zhou, Guofu"
~subject:"Capital income"
~subject:"United States"
~type_genre:"Article in journal"
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Capital income
United States
Theorie
33
Theory
33
Kapitaleinkommen
30
Portfolio selection
26
Portfolio-Management
26
CAPM
22
Forecasting model
22
Prognoseverfahren
22
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15
Estimation
11
Schätzung
11
Börsenkurs
9
Risikoprämie
9
Risk premium
9
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9
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7
Behavioural finance
7
Capital market returns
7
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4
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Time series analysis
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39
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Zhou, Guofu
Gupta, Rangan
218
Cebula, Richard J.
175
Bahmani-Oskooee, Mohsen
124
Wohar, Mark E.
114
Neumark, David
104
Gil-Alaña, Luis A.
101
Viscusi, W. Kip
99
Zaremba, Adam
99
Uri, Noel Dean
97
Poterba, James M.
95
Gruber, Jonathan
87
Madura, Jeff
83
McMillan, David G.
80
Partridge, Mark D.
80
Glaeser, Edward L.
77
Krueger, Alan B.
77
Apergēs, Nikolaos
75
Narayan, Paresh Kumar
75
Burkhauser, Richard V.
74
Auerbach, Alan J.
73
Payne, James E.
73
Heckman, James J.
72
Caporale, Guglielmo Maria
71
Cutler, David M.
70
Sirmans, Clemon F.
70
Card, David E.
69
Feldstein, Martin S.
69
Jorgenson, Dale Weldeau
69
Mishra, Ashok K.
69
Mixon, Franklin G.
67
Slemrod, Joel
67
Audretsch, David B.
66
Wolff, Edward N.
64
Faff, Robert W.
63
Hassan, M. Kabir
63
Berger, Allen N.
62
Bouri, Elie
62
Goodwin, Barry K.
62
Bali, Turan G.
61
Haltiwanger, John C.
60
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Journal of financial economics
7
Journal of financial and quantitative analysis : JFQA
6
Management science : journal of the Institute for Operations Research and the Management Sciences
5
The review of financial studies
5
Annals of economics and finance
3
The journal of finance : the journal of the American Finance Association
3
Journal of financial markets
2
The journal of portfolio management : a publication of Institutional Investor
2
Annual review of financial economics
1
China finance review international
1
Economics letters
1
Journal of derivatives & hedge funds
1
Journal of econometrics
1
Journal of economic dynamics & control
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ECONIS (ZBW)
39
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39
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1
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
Saved in:
2
Are bond returns predictable with real-time macro data?
Huang, Dashan
;
Jiang, Fuwei
;
Li, Kunpeng
;
Tong, Guoshi
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014471827
Saved in:
3
Employee sentiment and stock returns
Chen, Jian
;
Tang, Guohao
;
Yao, Jiaquan
;
Zhou, Guofu
- In:
Journal of economic dynamics & control
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014285101
Saved in:
4
Anomalies and the expected market return
Xi, Dong
;
Li, Yan
;
Rapach, David E.
;
Zhou, Guofu
- In:
The journal of finance : the journal of the American …
77
(
2022
)
1
,
pp. 639-681
Persistent link: https://www.econbiz.de/10012796524
Saved in:
5
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
Saved in:
6
Investor attention and stock returns
Chen, Jian
;
Tang, Guohao
;
Yao, Jiaquan
;
Zhou, Guofu
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
2
,
pp. 455-484
Persistent link: https://www.econbiz.de/10012805803
Saved in:
7
Predictive information in corporate bond yields
Guo, Xu
;
Lin, Hai
;
Wu, Chunchi
;
Zhou, Guofu
- In:
Journal of financial markets
59
(
2022
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10013346711
Saved in:
8
Unspanned global macro risks in bond returns
Zhao, Feng
;
Zhou, Guofu
;
Zhum, Xiaoneng
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7825-7843
Persistent link: https://www.econbiz.de/10012815767
Saved in:
9
Stock return asymmetry : beyond skewness
Jiang, Lei
;
Wu, Ke
;
Zhou, Guofu
;
Zhu, Yifeng
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
2
,
pp. 357-386
Persistent link: https://www.econbiz.de/10012195585
Saved in:
10
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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