Details about Hui Guo

Access statistics for papers by Hui Guo.

Last updated 2007-10-23. Update your information in the RePEc Author Service.

Short-id: pgu113

Working Papers

2006

1. Aggregate idiosyncratic volatility in G7 countries
   Working Papers, Federal Reserve Bank of St. Louis
2. Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market
   Working Papers, Federal Reserve Bank of St. Louis
3. Equity market volatility and expected risk premium
   Working Papers, Federal Reserve Bank of St. Louis
4. Foreign exchange volatility is priced in equities
   Working Papers, Federal Reserve Bank of St. Louis View citations
5. Idiosyncratic volatility, economic fundamentals, and foreign exchange rates
   Working Papers, Federal Reserve Bank of St. Louis View citations
6. Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model
   Working Papers, Federal Reserve Bank of St. Louis
7. Is value premium a proxy for time-varying investment opportunities: some time series evidence
   Working Papers, Federal Reserve Bank of St. Louis View citations
8. Market timing with aggregate and idiosyncratic stock volatilities
   Working Papers, Federal Reserve Bank of St. Louis
9. On the risk-return relation in international stock markets
   Working Papers, Federal Reserve Bank of St. Louis View citations
10. The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries
    Working Papers, Federal Reserve Bank of St. Louis
11. Understanding stock return predictability
    Working Papers, Federal Reserve Bank of St. Louis

2005

12. Idiosyncratic volatility, stock market volatility, and expected stock returns
    Working Papers, Federal Reserve Bank of St. Louis View citations
    See also Journal Article in Journal of Business & Economic Statistics (2006)
13. Time-varying risk premia and the cross section of stock returns
    Working Papers, Federal Reserve Bank of St. Louis View citations
    See also Journal Article in Journal of Banking & Finance (2006)
14. Uncovering the risk-return relation in the stock market
    Working Papers, Federal Reserve Bank of St. Louis View citations
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) View citations
    See also Journal Article in Journal of Finance (2006)

2004

15. International transmission of inflation among G-7 countries: a data-determined VAR analysis
    Working Papers, Federal Reserve Bank of St. Louis View citations
    See also Journal Article in Journal of Banking & Finance (2006)

2003

16. Does idiosyncratic risk matter: another look
    Working Papers, Federal Reserve Bank of St. Louis View citations
17. Limited stock market participation and asset prices in a dynamic economy
    Working Papers, Federal Reserve Bank of St. Louis View citations
18. On the cross section of conditionally expected stock returns
    Working Papers, Federal Reserve Bank of St. Louis
19. On the out-of-sample predictability of stock market returns
    Working Papers, Federal Reserve Bank of St. Louis
    See also Journal Article in Journal of Business (2006)
20. On the real-time forecasting ability of the consumption-wealth ratio
    Working Papers, Federal Reserve Bank of St. Louis View citations
21. Stock prices, firm size, and changes in the federal funds rate target
    Working Papers, Federal Reserve Bank of St. Louis
    See also Journal Article in The Quarterly Review of Economics and Finance (2004)

2002

22. Understanding the risk-return tradeoff in the stock market
    Working Papers, Federal Reserve Bank of St. Louis View citations

Journal Articles

2007

1. Stock market dispersion and unemployment
   National Economic Trends, 2007, (Feb)

2006

2. Are investors more risk-averse during recessions?
   Monetary Trends, 2006, (Oct)
3. Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns
   Journal of Business & Economic Statistics, 2006, 24, 43-56 View citations
   See also Working Paper (2005)
4. International transmission of inflation among G-7 countries: A data-determined VAR analysis
   Journal of Banking & Finance, 2006, 30, (10), 2681-2700
   See also Working Paper (2004)
5. On the Out-of-Sample Predictability of Stock Market Returns
   Journal of Business, 2006, 79, (2), 645-670 View citations
   See also Working Paper (2003)
6. The Risk-Return Relation in International Stock Markets
   The Financial Review, 2006, 41, (4), 565-587
7. Time-varying risk premia and the cross section of stock returns
   Journal of Banking & Finance, 2006, 30, (7), 2087-2107
   See also Working Paper (2005)
8. Uncovering the Risk-Return Relation in the Stock Market
   Journal of Finance, 2006, 61, (3), 1433-1463 View citations
   See also Working Paper (2005)

2005

9. Foreign exchange rates are predictable!
   National Economic Trends, 2005, (Aug)
10. Oil price volatility and U.S. macroeconomic activity
    Review, 2005, (Nov), 669-84 View citations
11. Reading inflation expectations from CPI futures
    National Economic Trends, 2005, (Feb)

2004

12. A rational pricing explanation for the failure of CAPM
    Review, 2004, (May), 23-34 View citations
13. Stock prices, firm size, and changes in the federal funds rate target
    The Quarterly Review of Economics and Finance, 2004, 44, (4), 487-507
    See also Working Paper (2003)
14. Volatile firms, stable economy
    National Economic Trends, 2004, (Mar)
15. Why do stock prices react to the Fed?
    Monetary Trends, 2004, (Jul)

2003

16. Does stock market volatility forecast returns?
    Monetary Trends, 2003, (Feb)
17. The less volatile U.S. economy
    National Economic Trends, 2003, (Oct)

2002

18. Expected stock market returns and business investment
    National Economic Trends, 2002, (Jul)
19. Stock market returns, volatility, and future output
    Review, 2002, (Sep), 75-86
20. Stock market volatility: reading the meter
    Monetary Trends, 2002, (Mar)
21. Why are stock market returns correlated with future economic activities?
    Review, 2002, (Mar.), 19-34 View citations

2001

22. A simple model of limited stock market participation
    The Regional Economist, 2001, (May), 37-47 View citations
23. Stockholding is still highly concentrated
    National Economic Trends, 2001, (Jun)