Hui Guo : Citation Profile


Are you Hui Guo?

University of Cincinnati

11

H index

13

i10 index

497

Citations

RESEARCH PRODUCTION:

35

Articles

23

Papers

RESEARCH ACTIVITY:

   11 years (2001 - 2012). See details.
   Cites by year: 45
   Journals where Hui Guo has often published
   Relations with other researchers
   Recent citing documents: 85.    Total self citations: 19 (3.68 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgu113
   Updated: 2019-04-13    RAS profile: 2013-09-18    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Hui Guo.

Is cited by:

cotter, john (9)

Nitschka, Thomas (8)

Santa-Clara, Pedro (7)

Angelidis, Timotheos (6)

Kanas, Angelos (6)

Kanas, Angelos (6)

Kanas, Angelos (6)

Maheu, John (6)

Caporale, Guglielmo Maria (6)

LE, Thai-Ha (5)

Chang, Youngho (5)

Cites to:

Campbell, John (117)

merton, robert (44)

Lettau, Martin (44)

French, Kenneth (44)

Fama, Eugene (34)

Goyal, Amit (22)

Cochrane, John (20)

Santa-Clara, Pedro (18)

Ludvigson, Sydney (17)

Gertler, Mark (16)

Bollerslev, Tim (16)

Main data


Where Hui Guo has published?


Journals with more than one article published# docs
National Economic Trends7
Review5
Monetary Trends4
Journal of Banking & Finance4
Journal of Financial and Quantitative Analysis3

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of St. Louis22

Recent works citing Hui Guo (2018 and 2017)


YearTitle of citing document
2017Managing Energy Price Risk using Futures Contracts: A Comparative Analysis. (2017). Hanly, Jim. In: The Energy Journal. RePEc:aen:journl:ej38-3-hanly.

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2018Out‐of‐sample stock return predictability in emerging markets. (2018). Bahrami, Afsaneh ; Uylangco, Katherine ; Shamsuddin, Abul. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:3:p:727-750.

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2019The information content of the implied volatility term structure on future returns. (2019). Yen, Kuangchieh ; Wang, Yawhuei. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:2:p:380-406.

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2017The Role of U.S. Market on International Risk-Return Tradeoff Relations. (2017). Sun, Licheng ; Najand, Mohammad ; Meng, Liang . In: The Financial Review. RePEc:bla:finrev:v:52:y:2017:i:3:p:499-526.

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2017Is Market Fear Persistent? A Long-Memory Analysis. (2017). Plastun, Alex ; Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6534.

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2018Brexit and Uncertainty in Financial Markets. (2018). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Trani, Tommaso. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6874.

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2018On the Frequency of Price Overreactions. (2018). Plastun, Alex ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7011.

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2017The impact of ECBs conventional and unconventional monetary policies on European banking indexes returns.. (2017). Perdichizzi, Salvatore. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def059.

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2018Brexit and Uncertainty in Financial Markets. (2018). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Trani, Tommaso. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1719.

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2017Does Oil Prices Uncertainty Affect Stock Returns in Russia: A Bivariate Generalized Autoregressive Conditional Heteroskedasticity-in-Mean Approach. (2017). Bass, Alexander. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-04-27.

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2019Oil price volatility and economic growth: Evidence from advanced economies using more than a century’s data. (2019). van Eyden, Renee ; Wohar, Mark E ; Gupta, Rangan ; Difeto, Mamothoana. In: Applied Energy. RePEc:eee:appene:v:233-234:y:2019:i::p:612-621.

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2018Do business cycles, investment-specific technology shocks matter for stock returns?. (2018). Prabheesh, KP ; Vidya, C T. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:511-524.

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2017An intertemporal CAPM with higher-order moments. (2017). Jang, Jeewon ; Kang, Jangkoo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:314-337.

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2018Predicting failure risk using financial ratios: Quantile hazard model approach. (2018). Chen, Cathy W. S. ; Tian, Shaonan ; Dong, Manh Cuong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:204-220.

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2019Time-varying Variance Scaling: Application of the Fractionally Integrated ARMA Model. (2019). Cheng, Lee-Young ; Chang, Hung-Chou. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:1-12.

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2019Does idiosyncratic volatility matter at the global level?. (2019). Umutlu, Mehmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:252-268.

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2019Deep learning models for bankruptcy prediction using textual disclosures. (2019). Mai, Feng ; Lee, Chihoon ; Tian, Shaonan. In: European Journal of Operational Research. RePEc:eee:ejores:v:274:y:2019:i:2:p:743-758.

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2017Customer-base concentration and the transmission of idiosyncratic volatility along the vertical chain. (2017). Mihov, Atanas ; Naranjo, Andy. In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:73-100.

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2018Equity premium predictions with many predictors: A risk-based explanation of the size and value factors. (2018). Stivers, Adam . In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:126-140.

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2018Investment and profitability versus value and momentum: The price of residual risk. (2018). Li, Yuming. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:1-10.

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2018The decomposition of jump risks in individual stock returns. (2018). Xiao, Xiao ; Zhou, Chen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:207-228.

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2017Historical energy price shocks and their changing effects on the economy. (2017). Fouquet, Roger ; van De, Dirk Jan . In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:204-216.

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2017Modelling asymmetric volatility in oil prices under structural breaks. (2017). Ewing, Bradley T ; Malik, Farooq . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:227-233.

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2018What drives natural gas prices in the United States? – A directed acyclic graph approach. (2018). Ji, Qiang ; Geng, Jiang-Bo ; Zhang, Hai-Ying . In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:79-88.

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2018Dynamic and directional network connectedness of crude oil and currencies: Evidence from implied volatility. (2018). Singh, Vipul Kumar ; Kumar, Pawan ; Nishant, Shreyank. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:48-63.

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2018Testing for wavelet based time-frequency relationship between oil prices and US economic activity. (2018). Shah, Nida ; Shahbaz, Muhammad ; sbia, rashid ; Raza, Syed ; Amir-Ud, Rafi. In: Energy. RePEc:eee:energy:v:154:y:2018:i:c:p:571-580.

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2018Idiosyncratic volatility and cash flow volatility: New evidence from S&P 500. (2018). Pae, Yuntaek ; Lee, Namhoon ; Bae, Sung C. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:127-135.

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2018Dynamic trading volume and stock return relation: Does it hold out of sample?. (2018). Wang, Zijun ; Qian, Yan . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:195-210.

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2017Superiority of optimized portfolios to naive diversification: Fact or fiction?. (2017). Zakamulin, Valeriy. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:122-128.

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2018Idiosyncratic volatility, returns, and mispricing: No real anomaly in sight. (2018). Zaremba, Adam ; Bdowska-Sojka, Barbara ; Czapkiewicz, Anna. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:163-167.

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2018Is market fear persistent? A long-memory analysis. (2018). Plastun, Alex ; Caporale, Guglielmo Maria ; Gil-Alana, Luis. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:140-147.

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2018Technical analysis and stock return predictability: An aligned approach. (2018). Lin, QI. In: Journal of Financial Markets. RePEc:eee:finmar:v:38:y:2018:i:c:p:103-123.

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2017Unfolded risk-return trade-offs and links to Macroeconomic Dynamics. (2017). Liu, Xiaochun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:1-19.

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2017The market price of risk of the variance term structure. (2017). Dotsis, George. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:41-52.

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2018Speculation, risk aversion, and risk premiums in the crude oil market. (2018). Li, Bingxin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:64-81.

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2018Covariance forecasting in equity markets. (2018). Symeonidis, Lazaros ; Markellos, Raphael ; Kourtis, Apostolos ; Symitsi, Efthymia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:153-168.

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2018Non-myopic betas. (2018). Vilkov, Grigory ; Malamud, Semyon. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:2:p:357-381.

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2018Asset pricing and ambiguity: Empirical evidence⁎. (2018). Brenner, Menachem ; Izhakian, Yehuda. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:3:p:503-531.

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2017International volatility risk and Chinese stock return predictability. (2017). Jiang, Fuwei ; Chen, Jian ; Tu, Jun ; Liu, Yangshu . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:183-203.

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2018Is earnings management sensitive to discount rates?. (2018). Haga, Jesper ; Wong, Leon ; Tronnes, Per C ; Ittonen, Kim. In: Journal of Accounting Literature. RePEc:eee:joacli:v:41:y:2018:i:c:p:75-88.

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2018Do Chinese internet stock message boards convey firm-specific information?. (2018). Shen, Dehua ; Zhang, Wei ; Li, Xiao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:49:y:2018:i:c:p:1-14.

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2017Market states and the risk-return tradeoff. (2017). Wang, Zijun ; Khan, Moosa M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:314-327.

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2017Can macroeconomic dynamics explain the time variation of risk–return trade-offs in the U.S. financial market?. (2017). Liu, Xiaochun. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:275-293.

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2017Time-varying return-volatility relation in international stock markets. (2017). Jin, Xiaoye. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:157-173.

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2017Financial ratios and bankruptcy predictions: An international evidence. (2017). Tian, Shaonan ; Yu, Yan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:510-526.

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2018Dividend growth and equity premium predictability. (2018). Zhu, Min ; Wang, You-Gan ; Du, KE ; Chen, Rui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:56:y:2018:i:c:p:125-137.

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2017Trend in aggregate idiosyncratic volatility. (2017). Kang, Moonsoo ; Khaksari, Shahriar ; Nam, Kiseok. In: Review of Financial Economics. RePEc:eee:revfin:v:35:y:2017:i:c:p:11-28.

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2017Discount rate or cash flow contagion? Evidence from the recent financial crises. (2017). Jiang, Junhua . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:315-326.

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2017Oil vs. gasoline: The dark side of volatility and taxation. (2017). Chevallier, Julien ; Aboura, Sofiane. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:976-989.

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2018Testing output gap and economic uncertainty as an explicator of stock market returns. (2018). Ahmad, Wasim ; Sharma, Sumit Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:293-306.

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2018Risk adjusted momentum strategies: A comparison between constant and dynamic volatility scaling approaches. (2018). Li, Youwei ; Liu, Jiadong ; Fan, Minyou. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:131-140.

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2018Investor sentiment and the mean-variance relationship: European evidence. (2018). Wang, Wenzhao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:227-239.

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2019Empirical analysis of intertemporal relations between downside risks and expected returns—Evidence from Asian markets. (2019). Chiang, Thomas C. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:264-278.

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2017An examination of the risk-return relation in the Australian housing market. (2017). Lee, Chyi Lin. In: International Journal of Housing Markets and Analysis. RePEc:eme:ijhmap:ijhma-07-2016-0052.

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2017.

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2018Examining the Sources of Excess Return Predictability: Stochastic Volatility or Market Inefficiency?. (2018). Lansing, Kevin ; Ma, Jun ; Leroy, Stephen F. In: Working Paper Series. RePEc:fip:fedfwp:2018-14.

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2018Size, Value and Business Cycle Variables. The Three-Factor Model and Future Economic Growth: Evidence from an Emerging Market. (2018). Ali, Fahad ; Jiang, Yuexiang ; He, Rongrong. In: Economies. RePEc:gam:jecomi:v:6:y:2018:i:1:p:14-:d:134024.

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2018Brexit and Uncertainty in Financial Markets. (2018). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Trani, Tommaso. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:1:p:21-:d:131390.

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2018Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis. (2018). Maheu, John ; Jensen, Mark. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:52-:d:167993.

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2018Where is the Risk Reward? The Impact of Volatility-Based Fund Classification on Performance. (2018). Ewen, Martin. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:80-:d:163391.

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2017Fear connectedness among asset classes. (2017). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felixa, Julian. In: IREA Working Papers. RePEc:ira:wpaper:201703.

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2018“Time connectedness of fear”. (2018). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Fernandez-Perez, Adrian ; Andrada-Felixa, Julian. In: IREA Working Papers. RePEc:ira:wpaper:201818.

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2018The Impact of Unsystematic Risk on Stock Returns in an Emerging Capital Markets (ECM¡¯s) Country: An Empirical Study. (2018). Masry, Mohamed ; el Menshawy, Heba. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:9:y:2018:i:1:p:189-202.

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2017Risks and rewards for momentum and reversal portfolios. (2017). Li, Yuming. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:3:d:10.1007_s11408-017-0293-0.

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2017Has the South African Reserve Bank responded to equity returns since the sub-prime crisis? An asymmetric convergence appraoch. (2017). Phiri, Andrew. In: Working Papers. RePEc:mnd:wpaper:1709.

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2017Will firm quality determine the relationship between stock return and idiosyncratic volatility? A new investigation of idiosyncratic volatility. (2017). Wang, Xiaoli. In: Journal of Asset Management. RePEc:pal:assmgt:v:18:y:2017:i:5:d:10.1057_s41260-017-0044-9.

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2019The Job Search Intensity Supply Curve: How Labor Market Conditions Affect Job Search Effort. (2019). Schwartz, Jeremy. In: Eastern Economic Journal. RePEc:pal:easeco:v:45:y:2019:i:2:d:10.1057_s41302-019-00136-5.

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2017Can Cheap Oil Hurt Net Importers? Evidence from the Philippines. (2017). Brucal, Arlan ; Abrigo, Michael Ralph. In: Philippine Journal of Development. RePEc:phd:pjdevt:pjd_2016_vol__43_no__1c.

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2017Has the South African Reserve Bank responded to equity prices since the sub-prime crisis? An asymmetric convergence approach. (2017). Phiri, Andrew. In: MPRA Paper. RePEc:pra:mprapa:76542.

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2017An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series. (2017). Song, Yong ; Maheu, John. In: MPRA Paper. RePEc:pra:mprapa:79211.

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2017Risk adjusted momentum strategies: a comparison between constant and dynamic volatility scaling approaches. (2017). Li, Youwei ; Liu, Jiadong ; Fan, Minyou. In: MPRA Paper. RePEc:pra:mprapa:83510.

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2018Global Commodity Prices and Global Stock Volatility Shocks. (2018). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: MPRA Paper. RePEc:pra:mprapa:84250.

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2019Getting on and moving up the property ladder: Real hedging in the U.S. housing market before and after the crisis. (2019). Escobari, Diego ; Damianov, Damian S. In: MPRA Paper. RePEc:pra:mprapa:92389.

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2017Volatility Clustering, Leverage Effects and Risk-Return Tradeoff in the Selected Stock Markets in the CEE Countries. (2017). Drachal, Krzysztof. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:3:p:37-53.

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2017Analyzing the impact of oil price volatility on electricity demand: the case of Turkey. (2017). Akarsu, Gulsum. In: Eurasian Economic Review. RePEc:spr:eurase:v:7:y:2017:i:3:d:10.1007_s40822-017-0079-8.

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2018Defining, measuring, and modeling accruals: a guide for researchers. (2018). Larson, Chad R ; Giedt, Jenny Zha ; Sloan, Richard. In: Review of Accounting Studies. RePEc:spr:reaccs:v:23:y:2018:i:3:d:10.1007_s11142-018-9457-z.

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2017Measuring the under-diversification of socially responsible investments. (2017). Pizzutilo, Fabio. In: Applied Economics Letters. RePEc:taf:apeclt:v:24:y:2017:i:14:p:1005-1018.

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2018Fear connectedness among asset classes. (2018). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:39:p:4234-4249.

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2017Semiparametric Estimation of Risk–Return Relationships. (2017). Escanciano, Juan Carlos ; van Keilegom, Ingrid ; VanKeilegom, Ingrid ; Pardo-Fernandez, Juan Carlos . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:1:p:40-52.

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2017Idiosyncratic volatility and stock returns: Indian evidence. (2017). Ansari, Valeed Ahmad ; McMillan, David. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1420998.

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2017AN EQUILIBRIUM AGGREGATE DEMAND AND SUPPLY MODEL TO EXAMINE THE DYNAMIC EFFECT OF OIL PRICE SHOCKS ON OUTPUT AND INFLATION IN IRAN AS AN OIL EXPORTING COUNTRY. (2017). Barkordari, Sajjad ; Fattahi, Maryam . In: Economy of region. RePEc:ura:ecregj:v:1:y:2017:i:3:p:839-846.

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2017LONG MEMORY IN TURKISH STOCK MARKET AND EFFECTS OF CENTRAL BANKS’ ANNOUNCEMENTS. (2017). Erer, Elif. In: Studii Financiare (Financial Studies). RePEc:vls:finstu:v:21:y:2017:i:3:p:6-18.

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2018EVALUATING THE ACCURACY OF TAIL RISK FORECASTS FOR SYSTEMIC RISK MEASUREMENT. (2018). Cavaliere, Giuseppe ; Brownlees, Christian ; Monti, Alice. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:02:n:s2010495218500094.

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Works by Hui Guo:


YearTitleTypeCited
2006Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns In: Journal of Business & Economic Statistics.
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article28
2005Idiosyncratic volatility, stock market volatility, and expected stock returns.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 28
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2009DATA REVISIONS AND OUT-OF-SAMPLE STOCK RETURN PREDICTABILITY In: Economic Inquiry.
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article6
2008Foreign Exchange Volatility Is Priced in Equities In: Financial Management.
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article9
2006Foreign exchange volatility is priced in equities.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 9
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2006The Risk-Return Relation in International Stock Markets In: The Financial Review.
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article9
2006Uncovering the Risk-Return Relation in the Stock Market In: Journal of Finance.
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article137
2005Uncovering the risk-return relation in the stock market.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 137
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2003Uncovering the Risk-Return Relation in the Stock Market.(2003) In: NBER Working Papers.
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This paper has another version. Agregated cites: 137
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2011Accruals and the Conditional Equity Premium In: Journal of Accounting Research.
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article6
2004Limited Stock Market Participation and Asset Prices in a Dynamic Economy In: Journal of Financial and Quantitative Analysis.
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article17
2003Limited stock market participation and asset prices in a dynamic economy.(2003) In: Working Papers.
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2009Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence In: Journal of Financial and Quantitative Analysis.
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article16
2011IPO First-Day Return and Ex Ante Equity Premium In: Journal of Financial and Quantitative Analysis.
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article1
2008Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model In: Economics Letters.
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article18
2006Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model.(2006) In: Working Papers.
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2006International transmission of inflation among G-7 countries: A data-determined VAR analysis In: Journal of Banking & Finance.
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article14
2004International transmission of inflation among G-7 countries: a data-determined VAR analysis.(2004) In: Working Papers.
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This paper has another version. Agregated cites: 14
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