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Guofu Zhou
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Out-of-sample equity premium prediction: Combination forecasts and links to the real economy
DE Rapach, JK Strauss, G Zhou
The Review of Financial Studies 23 (2), 821-862, 2010
17652010
Investor sentiment aligned: A powerful predictor of stock returns
D Huang, F Jiang, J Tu, G Zhou
The Review of Financial Studies 28 (3), 791-837, 2015
11682015
Forecasting the equity risk premium: the role of technical indicators
CJ Neely, DE Rapach, J Tu, G Zhou
Management science 60 (7), 1772-1791, 2014
11462014
Optimal portfolio choice with parameter uncertainty
R Kan, G Zhou
Journal of Financial and Quantitative Analysis 42 (3), 621-656, 2007
8762007
International stock return predictability: What is the role of the United States?
DE Rapach, JK Strauss, G Zhou
The Journal of Finance 68 (4), 1633-1662, 2013
8372013
Forecasting stock returns
D Rapach, G Zhou
Handbook of economic forecasting 2, 328-383, 2013
8312013
Manager sentiment and stock returns
F Jiang, J Lee, X Martin, G Zhou
Journal of Financial Economics 132 (1), 126-149, 2019
6892019
Short interest and aggregate stock returns
DE Rapach, MC Ringgenberg, G Zhou
Journal of Financial Economics 121 (1), 46-65, 2016
6132016
Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies
J Tu, G Zhou
Journal of Financial Economics 99 (1), 204-215, 2011
6022011
Measuring the pricing error of the arbitrage pricing theory
J Geweke, G Zhou
The review of financial studies 9 (2), 557-587, 1996
5911996
Asymmetries in stock returns: Statistical tests and economic evaluation
Y Hong, J Tu, G Zhou
The Review of Financial Studies 20 (5), 1547-1581, 2007
5172007
Technical analysis: An asset allocation perspective on the use of moving averages
Y Zhu, G Zhou
Journal of financial economics 92 (3), 519-544, 2009
4252009
Estimating and testing beta pricing models: Alternative methods and their performance in simulations
J Shanken, G Zhou
Journal of Financial Economics 84 (1), 40-86, 2007
3732007
A new anomaly: The cross-sectional profitability of technical analysis
Y Han, K Yang, G Zhou
Journal of Financial and Quantitative Analysis 48 (5), 1433-1461, 2013
3352013
Robust portfolios: contributions from operations research and finance
FJ Fabozzi, D Huang, G Zhou
Annals of operations research 176, 191-220, 2010
3242010
Tests of mean-variance spanning
R Kan, GF Zhou
AFA 2001 New Orleans Meetings, OLIN Working Paper, 2008
2672008
Market intraday momentum
L Gao, Y Han, SZ Li, G Zhou
Journal of Financial Economics 129 (2), 394-414, 2018
2602018
Measuring investor sentiment
G Zhou
Annual Review of Financial Economics 10 (1), 239-259, 2018
2562018
Asset‐pricing tests under alternative distributions
G Zhou
The Journal of Finance 48 (5), 1927-1942, 1993
2501993
On the rate of convergence of discrete‐time contingent claims
S Heston, G Zhou
Mathematical finance 10 (1), 53-75, 2000
2312000
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