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1
Recovering the FOMC risk premium
Liu, Hong
;
Tang, Xiaoxiao
;
Zhou, Guofu
- In:
Journal of financial economics
145
(
2022
)
1
,
pp. 45-68
Persistent link: https://www.econbiz.de/10013473704
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2
Recovering implied volatility
Kadan, Ohad
;
Liu, Fang
;
Tang, Xiaoxiao
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 255-282
Persistent link: https://www.econbiz.de/10014469958
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3
Measuring investor sentiment
Zhou, Guofu
- In:
Annual review of financial economics
10
(
2018
),
pp. 239-259
Persistent link: https://www.econbiz.de/10011959822
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4
Shrinking factor dimension : a reduced-rank approach
He, Ai
;
Huang, Dashan
;
Li, Jiaen
;
Zhou, Guofu
- In:
Management science : journal of the Institute for …
69
(
2023
)
9
,
pp. 5501-5522
Persistent link: https://www.econbiz.de/10014392938
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5
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
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6
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
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7
Forecasting corporate bond returns with a large set of predictors : an iterated combination approach
Lin, Hai
;
Wu, Chunchi
;
Zhou, Guofu
- In:
Management science : journal of the Institute for …
64
(
2018
)
9
,
pp. 4218-4238
Persistent link: https://www.econbiz.de/10011921514
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8
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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9
Fama-MacBeth two-pass regressions : improving risk premia estimates
Bai, Jushan
;
Zhou, Guofu
- In:
Finance research letters
15
(
2015
),
pp. 31-40
Persistent link: https://www.econbiz.de/10011552938
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10
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
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