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D-Index & Metrics

Economics and Finance

D-Index
57
Citations
21184
World Ranking
932
National Ranking
586

Overview

Guofu Zhou is affiliated with Washington University in St. Louis in the United States. Their research primarily focuses on the field of Economics, Econometrics, and Finance, with a total of 167 publications in this area.

The main subfields of study for Guofu Zhou include Finance, Economics and Econometrics, Management Science and Operations Research, General Economics, Econometrics and Finance, and Accounting. More specifically, their work covers topics such as Financial Markets and Investment Strategies, Monetary Policy and Economic Impact, Stock Market Forecasting Methods, Market Dynamics and Volatility, Financial Risk and Volatility Modeling, Credit Risk and Financial Regulations, and Stochastic Processes and Financial Applications.

Guofu Zhou has published extensively in prominent journals and venues. Frequent publication venues include:

  • SSRN Electronic Journal
  • Management Science
  • Journal of Financial and Quantitative Analysis
  • Financial Management
  • Journal of Financial Markets

Some of Guofu Zhou's recent papers are:

  • Investor Attention and Stock Returns (2021), Journal of Financial and Quantitative Analysis
  • Scaled PCA: A New Approach to Dimension Reduction (2021), Management Science
  • Anomalies and the Expected Market Return (2021), The Journal of Finance
  • Optimal Portfolio Choice with Estimation Risk: No Risk-Free Asset Case (2021), Management Science
  • Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard-to-value fundamentals (2020), Financial Management

Frequent co-authors who have collaborated with Guofu Zhou include:

  • Yufeng Han
  • David E. Rapach
  • Yingzi Zhu
  • Xiaoxiao Tang
  • Sophia Zhengzi Li

Best Publications

  • Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy

    David E. Rapach;Jack K. Strauss;Guofu Zhou

  • Investor sentiment aligned: : A powerful predictor of stock returns

    Dashan Huang;Fuwei Jiang;Jun Tu;Guofu Zhou

  • Forecasting the Equity Risk Premium: The Role of Technical Indicators

    Christopher J. Neely;David E. Rapach;Jun Tu;Guofu Zhou

  • Measuring the Pricing Error of the Arbitrage Pricing Theory

    John F. Geweke;Guofu Zhou

  • Optimal Portfolio Choice with Parameter Uncertainty

    Raymond Kan;Guofu Zhou

  • International Stock Return Predictability: What Is the Role of the United States?

    David E. Rapach;Jack K. Strauss;Guofu Zhou

  • Forecasting Stock Returns

    David Rapach;Guofu Zhou

  • Manager sentiment and stock returns

    Fuwei Jiang;Joshua Lee;Xiumin Martin;Guofu Zhou

  • Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies ☆

    Jun Tu;Guofu Zhou

  • Short Interest and Aggregate Stock Returns

    David E. Rapach;Matthew C. Ringgenberg;Guofu Zhou

  • Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation

    Yongmiao Hong;Jun Tu;Guofu Zhou

  • Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation

    Yongmiao Hong;Jun Tu;Guofu Zhou

  • Measuring the Pricing Error of the Arbitrage Pricing Theory

    John Geweke;Guofu Zhou

  • International Stock Return Predictability: What is the Role of the United States?

    Unknown

  • Estimating and Testing Beta Pricing Models: Alternative Methods and their Performance in Simulations

    Jay Shanken;Guofu Zhou

  • Technical analysis: An asset allocation perspective on the use of moving averages

    Yingzi Zhu;Guofu Zhou;Guofu Zhou

  • Estimating and testing beta pricing models: Alternative methods and their performance in simulations.

    Jay Shanken;Guofu Zhou

  • Tests of Mean-Variance Spanning

    Raymond Kan;Guofu Zhou

  • Robust portfolios: contributions from operations research and finance

    Frank J. Fabozzi;Dashan Huang;Guofu Zhou

  • Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy

    David E. Rapach;Jack Strauss;Guofu Zhou

  • A New Anomaly: The Cross-Sectional Profitability of Technical Analysis

    Yufeng Han;Ke Yang;Guofu Zhou

  • Asset‐pricing Tests under Alternative Distributions

    Guofu Zhou

  • On the Rate of Convergence of Discrete-Time Contingent Claims

    Steve Heston;Guofu Zhou

  • Bayesian Portfolio Analysis

    Doron Avramov;Guofu Zhou

  • Market intraday momentum

    Leilei Gao;Yufeng Han;Sophia Zhengzi Li;Guofu Zhou;Guofu Zhou

Frequent Co-Authors

David E. Rapach
David E. Rapach Saint Louis University
Jack Strauss
Jack Strauss University of Denver
Campbell R. Harvey
Campbell R. Harvey Duke University
Lei Jiang
Lei Jiang Chinese Academy of Sciences
Christopher J. Neely
Christopher J. Neely Federal Reserve Bank of St. Louis
Jay Shanken
Jay Shanken Emory University
Bruno H. Solnik
Bruno H. Solnik Hong Kong University of Science and Technology
Yongmiao Hong
Yongmiao Hong Cornell University
Mark P. Taylor
Mark P. Taylor Washington University in St. Louis
Jushan Bai
Jushan Bai Columbia University

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