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Risk and return : some new evidence

Guo, Hui; Whitelaw, Robert - 2001

Persistent link: https://www.econbiz.de/10001580933

Understanding the risk-return tradeoff in the stock market

Guo, Hui (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001969582

Stock prices, firm size, and changes in the federal funds rate target

Guo, Hui (contributor) - 2003 - [Elektronische Ressource],rev

Persistent link: https://www.econbiz.de/10001971174

Time-varying risk premia and the cross section of stock returns

Guo, Hui (contributor) - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001973914

On the real-time forecasting ability of the consumption-wealth ratio

Guo, Hui (contributor) - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001979828

Does stock market volatility forecast returns : the international evidence

Guo, Hui (contributor) - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001979873

Does idiosyncratic risk matter : another look

Guo, Hui (contributor); Savickas, Robert (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001984084

Idiosyncratic volatility, stock market volatility, and expected stock returns

Guo, Hui (contributor); Savickas, Robert (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001985899

Uncovering the risk-return relation in the stock market

Guo, Hui; Whitelaw, Robert F. - 2003

Persistent link: https://www.econbiz.de/10001787128

Aggregate idiosyncratic volatility in G7 countries

Guo, Hui (contributor); Savickas, Robert (contributor) - 2004 - [Elektronische Ressource]

"The paper analyzes aggregate idiosyncratic volatility (IV) in G7 countries using recent data up to 2003. Consistent with Campbell, Lettau, Malkiel, and Xu's (2001) results obtained from U.S. data over the period 1962-97, we find that the equal-weighted IV exhibits a significant upward trend in...

Persistent link: https://www.econbiz.de/10002421350