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Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence
Guo, Hui; Savickas, Robert; Wang, Zijun; Yang, Jian - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 1, pp. 133-154
Persistent link: https://www.econbiz.de/10008255609
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Is the value premium a proxy for time-varying investment opportunities ? : some time-series evidence
Guo, Hui; Savickas, Robert; Wang, Zijun; Yang, Jian - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 1, pp. 133-154
Persistent link: https://www.econbiz.de/10003854572
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Limited stock market participation and asset prices in a dynamic economy
Guo, Hui - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 3, pp. 495-516
Persistent link: https://www.econbiz.de/10002233830
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IPO first-day return and ex ante equity premium
Guo, Hui - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 3, pp. 871-905
Persistent link: https://www.econbiz.de/10009384961
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On Inferring the Direction of Option Trades
Savickas, Robert; Wilson, Arthur J. - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 4, pp. 881
Persistent link: https://www.econbiz.de/10006693967
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On inferring the direction of option trades
Savickas, Robert; Wilson, Arthur J. - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 4, pp. 881-902
Persistent link: https://www.econbiz.de/10001859328
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Limited Stock Market Participation and Asset Prices in a Dynamic Economy
Guo, Hui - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 3, pp. 495-516
Persistent link: https://www.econbiz.de/10006692929
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IPO First-Day Return and Ex Ante Equity Premium
Guo, Hui - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 3, pp. 871-871
Persistent link: https://www.econbiz.de/10009253682
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On the relation between EGARCH idiosyncratic volatility and expected stock returns
Guo, Hui; Kassa, Haimanot; Ferguson, Michael F. - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 1, pp. 271-296
Persistent link: https://www.econbiz.de/10010408532
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Time-varying beta and the value premium
Guo, Hui; Wu, Chaojiang; Yu, Yan - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1551-1576
Persistent link: https://www.econbiz.de/10011928397