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Security factors as linear combinations of economic variables
Zhou, Guofu - In: Journal of financial markets 2 (1999) 3, pp. 403-432
Persistent link: https://www.econbiz.de/10001426717
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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
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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
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Small sample tests of portfolio efficiency
Zhou, Guofu - In: Journal of financial economics 30 (1991) 1, pp. 165-191
Persistent link: https://www.econbiz.de/10001121692
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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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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
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Testing multi-beta asset pricing models
Velu, Raja P.; Zhou, Guofu - In: Journal of empirical finance 6 (1999) 3, pp. 219-241
Persistent link: https://www.econbiz.de/10001426357
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A Bayesian analysis of time series with applications to stationarity and causality
Zhou, Guofu - 1990
Persistent link: https://www.econbiz.de/10000842334
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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
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Measuring the pricing error of the arbitrage pricing theory
Geweke, John; Zhou, Guofu - 1995
Persistent link: https://www.econbiz.de/10000909817