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~person:"Zhou, Guofu"
~subject:"CAPM"
~subject:"Capital income"
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23
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23
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Zhou, Guofu
Campbell, John Y.
68
Diebold, Francis X.
64
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58
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53
Ferson, Wayne E.
52
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50
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49
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47
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47
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41
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39
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39
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38
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37
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35
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35
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34
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33
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31
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31
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31
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30
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29
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29
Li, Kai
29
Vayanos, Dimitri
29
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28
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28
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28
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28
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28
Yaron, Amir
28
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27
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26
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26
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26
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2
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ECONIS (ZBW)
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What determines expected international asset retuns [returns]?
Solnik, Bruno
;
Harvey, Campbell R.
;
Zhou, Guofu
-
1994
Persistent link: https://www.econbiz.de/10000897108
Saved in:
2
Measuring the pricing error of the arbitrage pricing
theory
Geweke, John
;
Zhou, Guofu
-
1995
Persistent link: https://www.econbiz.de/10000909817
Saved in:
3
What determines expected international asset returns?
Harvey, Campbell R.
-
1994
Persistent link: https://www.econbiz.de/10000883653
Saved in:
4
A critique of the stochastic discount factor methodology
Kan, Raymond
;
Zhou, Guofu
- In:
The journal of finance : the journal of the American …
54
(
1999
)
4
,
pp. 1221-1248
Persistent link: https://www.econbiz.de/10001395748
Saved in:
5
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
Saved in:
6
International asset pricing with alternative distributional specifications
Harvey, Campbell R.
- In:
Journal of empirical finance
1
(
1993
)
1
,
pp. 107-131
Persistent link: https://www.econbiz.de/10001146680
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Small sample rank tests with applications to asset pricing
Zhou, Guofu
- In:
Journal of empirical finance
2
(
1995
)
1
,
pp. 71-93
Persistent link: https://www.econbiz.de/10001181811
Saved in:
10
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
Saved in:
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