| Uncovering the risk–return relation in the stock market H Guo, RF Whitelaw The Journal of Finance 61 (3), 1433-1463, 2006 | 553 | 2006 |
| Oil price volatility and US macroeconomic activity H Guo, KL Kliesen Review-Federal Reserve Bank of Saint Louis 87 (6), 669, 2005 | 461 | 2005 |
| Variable selection and corporate bankruptcy forecasts S Tian, Y Yu, H Guo Journal of Banking & Finance 52, 89-100, 2015 | 358 | 2015 |
| Average idiosyncratic volatility in G7 countries H Guo, R Savickas The review of financial studies 21 (3), 1259-1296, 2008 | 282 | 2008 |
| On the out‐of‐sample predictability of stock market returns H Guo The Journal of Business 79 (2), 645-670, 2006 | 247 | 2006 |
| Idiosyncratic volatility, stock market volatility, and expected stock returns H Guo, R Savickas Journal of Business & Economic Statistics 24 (1), 43-56, 2006 | 237 | 2006 |
| On the relation between EGARCH idiosyncratic volatility and expected stock returns H Guo, H Kassa, MF Ferguson Journal of Financial and Quantitative Analysis 49 (1), 271-296, 2014 | 117 | 2014 |
| Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns H Guo, R Savickas Journal of Banking & Finance 34 (7), 1637-1649, 2010 | 115 | 2010 |
| Stock market returns, volatility, and future output H Guo Review-Federal Reserve Bank of Saint Louis 84 (5), 75-84, 2002 | 114 | 2002 |
| Stock prices, firm size, and changes in the federal funds rate target H Guo The Quarterly Review of Economics and Finance 44 (4), 487-507, 2004 | 100 | 2004 |
| Investigating the intertemporal risk–return relation in international stock markets with the component GARCH model H Guo, CJ Neely Economics letters 99 (2), 371-374, 2008 | 99 | 2008 |
| Is the value premium a proxy for time-varying investment opportunities? Some time-series evidence H Guo, R Savickas, Z Wang, J Yang Journal of Financial and Quantitative Analysis 44 (1), 133-154, 2009 | 95 | 2009 |
| International transmission of inflation among G-7 countries: A data-determined VAR analysis J Yang, H Guo, Z Wang Journal of Banking & Finance 30 (10), 2681-2700, 2006 | 90 | 2006 |
| Limited stock market participation and asset prices in a dynamic economy H Guo Journal of Financial and Quantitative Analysis 39 (3), 495-516, 2004 | 90 | 2004 |
| Time-varying risk premia and the cross section of stock returns H Guo Journal of Banking & Finance 30 (7), 2087-2107, 2006 | 74 | 2006 |
| A class of discrete transformation survival models with application to default probability prediction AA Ding, S Tian, Y Yu, H Guo Journal of the American Statistical Association 107 (499), 990-1003, 2012 | 56 | 2012 |
| Good jumps, bad jumps, and conditional equity premium H Guo, K Wang, H Zhou SSRN, 2019 | 49 | 2019 |
| Accruals and the conditional equity premium H Guo, X Jiang Journal of Accounting Research 49 (1), 187-221, 2011 | 48 | 2011 |
| A better measure of institutional informed trading H Guo, B Qiu Contemporary Accounting Research 33 (2), 815-850, 2016 | 39 | 2016 |
| A rational pricing explanation for the failure of the CAPM H Guo REVIEW-FEDERAL RESERVE BANK OF SAINT LOUIS 86 (3), 23-34, 2004 | 39 | 2004 |
Jian YangProfessor of Finance, University of Colorado DenverVerified email at ucdenver.edu