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Details about Hui Guo

E-mail:
Homepage:http://homepages.uc.edu/~guohu/
Postal address:Department of Finance and Real Estate College of Business, University of Cincinnati 418 Carl H. Lindner Hall, PO Box 210195 Cincinnati, Ohio 45221-0195
Workplace:Department of Finance - Real Estate, College of Business, University of Cincinnati, (more information at EDIRC)

Access statistics for papers by Hui Guo.

Last updated 2013-09-18. Update your information in the RePEc Author Service.

Short-id: pgu113


Jump to Journal Articles

Working Papers

2006

  1. Aggregate idiosyncratic volatility in G7 countries
    Working Papers, Federal Reserve Bank of St. Louis Downloads
  2. Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (1)
  3. Equity market volatility and expected risk premium
    Working Papers, Federal Reserve Bank of St. Louis Downloads
  4. Foreign exchange volatility is priced in equities
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (1)
    See also Journal Article in Financial Management (2008)
  5. Idiosyncratic volatility, economic fundamentals, and foreign exchange rates
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (1)
  6. Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (1)
    See also Journal Article in Economics Letters (2008)
  7. Is value premium a proxy for time-varying investment opportunities: some time series evidence
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (5)
  8. Market timing with aggregate and idiosyncratic stock volatilities
    Working Papers, Federal Reserve Bank of St. Louis Downloads
  9. On the risk-return relation in international stock markets
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (7)
  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 Downloads
  11. Understanding stock return predictability
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (1)

2005

  1. Idiosyncratic volatility, stock market volatility, and expected stock returns
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (4)
    See also Journal Article in Journal of Business & Economic Statistics (2006)
  2. Time-varying risk premia and the cross section of stock returns
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (2)
    See also Journal Article in Journal of Banking & Finance (2006)
  3. Uncovering the risk-return relation in the stock market
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (11)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2003) Downloads View citations (6)

    See also Journal Article in Journal of Finance (2006)

2004

  1. International transmission of inflation among G-7 countries: a data-determined VAR analysis
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (5)
    See also Journal Article in Journal of Banking & Finance (2006)

2003

  1. Does idiosyncratic risk matter: another look
    Working Papers, Federal Reserve Bank of St. Louis Downloads
  2. Limited stock market participation and asset prices in a dynamic economy
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (2)
    See also Journal Article in Journal of Financial and Quantitative Analysis (2004)
  3. On the cross section of conditionally expected stock returns
    Working Papers, Federal Reserve Bank of St. Louis Downloads
  4. On the out-of-sample predictability of stock market returns
    Working Papers, Federal Reserve Bank of St. Louis Downloads
    See also Journal Article in The Journal of Business (2006)
  5. On the real-time forecasting ability of the consumption-wealth ratio
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (3)
  6. Stock prices, firm size, and changes in the federal funds rate target
    Working Papers, Federal Reserve Bank of St. Louis Downloads
    See also Journal Article in The Quarterly Review of Economics and Finance (2004)

2002

  1. Understanding the risk-return tradeoff in the stock market
    Working Papers, Federal Reserve Bank of St. Louis Downloads View citations (2)

Journal Articles

2012

  1. A Class of Discrete Transformation Survival Models With Application to Default Probability Prediction
    Journal of the American Statistical Association, 2012, 107, (499), 990-1003 Downloads View citations (2)

2011

  1. Accruals and the Conditional Equity Premium
    Journal of Accounting Research, 2011, 49, (1), 187-221 Downloads View citations (2)
  2. IPO First-Day Return and Ex Ante Equity Premium
    Journal of Financial and Quantitative Analysis, 2011, 46, (03), 871-905 Downloads View citations (1)

2010

  1. Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns
    Journal of Banking & Finance, 2010, 34, (7), 1637-1649 Downloads View citations (14)

2009

  1. DATA REVISIONS AND OUT-OF-SAMPLE STOCK RETURN PREDICTABILITY
    Economic Inquiry, 2009, 47, (1), 81-97 Downloads View citations (6)
  2. Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence
    Journal of Financial and Quantitative Analysis, 2009, 44, (01), 133-154 Downloads View citations (14)

2008

  1. Average Idiosyncratic Volatility in G7 Countries
    Review of Financial Studies, 2008, 21, (3), 1259-1296 Downloads View citations (25)
  2. Forecasting foreign exchange rates using idiosyncratic volatility
    Journal of Banking & Finance, 2008, 32, (7), 1322-1332 Downloads View citations (5)
  3. Foreign Exchange Volatility Is Priced in Equities
    Financial Management, 2008, 37, (4), 769-790 Downloads View citations (6)
    See also Working Paper (2006)
  4. Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model
    Economics Letters, 2008, 99, (2), 371-374 Downloads View citations (13)
    See also Working Paper (2006)

2007

  1. Higher risk does bring higher returns in stock markets worldwide
    International Economic Trends, 2007, (Aug) Downloads
  2. Stock market dispersion and unemployment
    National Economic Trends, 2007, (Feb) Downloads

2006

  1. Are investors more risk-averse during recessions?
    Monetary Trends, 2006, (Oct) Downloads
  2. Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns
    Journal of Business & Economic Statistics, 2006, 24, 43-56 Downloads View citations (18)
    See also Working Paper (2005)
  3. International transmission of inflation among G-7 countries: A data-determined VAR analysis
    Journal of Banking & Finance, 2006, 30, (10), 2681-2700 Downloads View citations (7)
    See also Working Paper (2004)
  4. On the Out-of-Sample Predictability of Stock Market Returns
    The Journal of Business, 2006, 79, (2), 645-670 Downloads View citations (30)
    See also Working Paper (2003)
  5. The Risk-Return Relation in International Stock Markets
    The Financial Review, 2006, 41, (4), 565-587 Downloads View citations (6)
  6. Time-varying risk premia and the cross section of stock returns
    Journal of Banking & Finance, 2006, 30, (7), 2087-2107 Downloads View citations (8)
    See also Working Paper (2005)
  7. Uncovering the Risk-Return Relation in the Stock Market
    Journal of Finance, 2006, 61, (3), 1433-1463 Downloads View citations (102)
    See also Working Paper (2005)

2005

  1. Foreign exchange rates are predictable!
    National Economic Trends, 2005, (Aug) Downloads
  2. Oil price volatility and U.S. macroeconomic activity
    Review, 2005, (Nov), 669-84 Downloads View citations (64)
  3. Reading inflation expectations from CPI futures
    National Economic Trends, 2005, (Feb) Downloads

2004

  1. A rational pricing explanation for the failure of CAPM
    Review, 2004, (May), 23-34 Downloads View citations (2)
  2. Limited Stock Market Participation and Asset Prices in a Dynamic Economy
    Journal of Financial and Quantitative Analysis, 2004, 39, (03), 495-516 Downloads View citations (20)
    See also Working Paper (2003)
  3. Stock prices, firm size, and changes in the federal funds rate target
    The Quarterly Review of Economics and Finance, 2004, 44, (4), 487-507 Downloads View citations (17)
    See also Working Paper (2003)
  4. Volatile firms, stable economy
    National Economic Trends, 2004, (Mar) Downloads
  5. Why do stock prices react to the Fed?
    Monetary Trends, 2004, (Jul) Downloads View citations (2)

2003

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

2002

  1. Expected stock market returns and business investment
    National Economic Trends, 2002, (Jul) Downloads
  2. Stock market returns, volatility, and future output
    Review, 2002, (Sep), 75-86 Downloads View citations (4)
  3. Stock market volatility: reading the meter
    Monetary Trends, 2002, (Mar) Downloads
  4. Why are stock market returns correlated with future economic activities?
    Review, 2002, (Mar.), 19-34 Downloads View citations (1)

2001

  1. A simple model of limited stock market participation
    Review, 2001, (May), 37-47 Downloads View citations (2)
  2. Stockholding is still highly concentrated
    National Economic Trends, 2001, (Jun) Downloads
 
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