Hui Guo : Citation Profile


Are you Hui Guo?

University of Cincinnati

12

H index

14

i10 index

571

Citations

RESEARCH PRODUCTION:

35

Articles

23

Papers

RESEARCH ACTIVITY:

   11 years (2001 - 2012). See details.
   Cites by year: 51
   Journals where Hui Guo has often published
   Relations with other researchers
   Recent citing documents: 69.    Total self citations: 20 (3.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgu113
   Updated: 2020-11-21    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)

Santa-Clara, Pedro (7)

Angelidis, Timotheos (6)

Kanas, Angelos (6)

Kanas, Angelos (6)

LE, Thai-Ha (6)

Caporale, Guglielmo Maria (6)

Kanas, Angelos (6)

Bollerslev, Tim (5)

Chang, Youngho (5)

Gil-Alana, Luis (5)

Cites to:

Campbell, John (115)

merton, robert (43)

French, Kenneth (42)

Lettau, Martin (40)

Fama, Eugene (32)

Cochrane, John (21)

Stambaugh, Robert (18)

Gertler, Mark (16)

Schwert, G. (15)

Ludvigson, Sydney (15)

Bollerslev, Tim (15)

Main data


Where Hui Guo has published?


Journals with more than one article published# docs
National Economic Trends7
Review5
Journal of Banking & Finance4
Monetary Trends4
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 (2020 and 2019)


YearTitle of citing document
2019Feature Engineering for Mid-Price Prediction with Deep Learning. (2019). Iosifidis, Alexandros ; Gabbouj, Moncef ; Kanniainen, Juho ; Mirone, Giorgio ; Ntakaris, Adamantios. In: Papers. RePEc:arx:papers:1904.05384.

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2020Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences. (2020). Nwogugu, Michael. In: Papers. RePEc:arx:papers:2005.01709.

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2020Can Crude Oil Price be a Predictor of Stock Index Return? Evidence from Vietnamese Stock Market. (2020). Nguyen, Dat Thanh. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:13-21.

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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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2020OIL PRICE AND ECONOMIC GROWTH OF OIL-IMPORTING COUNTRIES: A REVIEW OF INTERNATIONAL LITERATURE. (2020). Odhiambo, Nicholas ; Akinsola, Motunrayo. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:20:y:2020:i:1_9.

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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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2020The effects of futures markets on oil spot price volatility in regional US markets. (2020). Miljkovic, Dragan ; Goetz, Cole. In: Applied Energy. RePEc:eee:appene:v:273:y:2020:i:c:s030626192030800x.

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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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2019Can investors attention on oil markets predict stock returns?. (2019). Feng, Jiabao ; Yin, Libo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:786-800.

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2019Do idiosyncratic skewness and kurtosis really matter?. (2019). Wang, Yan ; Lazrak, Skander ; Cao, Xu ; Ayadi, Mohamed A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940817301754.

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2020The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559.

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2020Risk decomposition, estimation error, and naïve diversification. (2020). Haensly, Paul J. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302165.

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2020Predictability in international stock returns using currency fluctuations and forward rate forecasts. (2020). Yost-Bremm, Chris ; Huang, Emily J ; Han, Xue ; Wang, Jiexin . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303195.

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2020Forecasting stock market returns: New technical indicators and two-step economic constraint method. (2020). Hong, Lianying ; Kang, Jie ; Dong, Xiaodi ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301133.

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2020A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX. (2020). Yun, Jaeho. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519303799.

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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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2019Stock pricing in Latin America: The synchronicity effect. (2019). Lima, Fabiano Guasti ; Figlioli, Bruno. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:1-17.

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2019Balanced predictive regressions. (2019). Ren, Yu ; Yi, Yanping ; Tu, Yundong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:118-142.

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2019OPEC in the news. (2019). Plante, Michael. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:163-172.

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2019Is energy security a driver for economic growth? Evidence from a global sample. (2019). LE, Thai-Ha ; Canh, Nguyen ; Nguyen, Canh Phuc. In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:436-451.

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2019Dynamics of financial development, trade openness, technological innovation and energy intensity: Evidence from Bangladesh. (2019). Pan, Xianyou ; Han, Cuicui ; Uddin, Md Kamal. In: Energy. RePEc:eee:energy:v:171:y:2019:i:c:p:456-464.

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2019Does risk premium help uncover the uncovered interest parity failure?. (2019). Kumar, Satish. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443118302725.

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2020Fundamental and behavioural determinants of stock return volatility in ASEAN-5 countries. (2020). Liu, Jia ; Nasir, Muhammad Ali ; Wu, Junjie ; Thampanya, Natthinee. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300779.

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2019Grabit: Gradient tree-boosted Tobit models for default prediction. (2019). Hirnschall, Christoph ; Sigrist, Fabio. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:102:y:2019:i:c:p:177-192.

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2019Oil price increases and the predictability of equity premium. (2019). Wu, Chongfeng ; Liu, LI ; Pan, Zhiyuan ; Wang, Yudong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:102:y:2019:i:c:p:43-58.

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2019The information content of forward moments. (2019). Taamouti, Abderrahim ; Kagkadis, Anastasios ; Andreou, Panayiotis C ; Philip, Dennis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:527-541.

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2019The impact of uncertainty on the number of businesses. (2019). Ye, Yang ; Ghosal, Vivek. In: Journal of Economics and Business. RePEc:eee:jebusi:v:105:y:2019:i:c:s0148619518302546.

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2020Is there a risk-return trade-off in cryptocurrency markets? The case of Bitcoin. (2020). , Walid. In: Journal of Economics and Business. RePEc:eee:jebusi:v:108:y:2020:i:c:s0148619519302206.

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2019Manager sentiment and stock returns. (2019). Zhou, Guofu ; Martin, Xiumin ; Lee, Joshua ; Jiang, Fuwei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:1:p:126-149.

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2019Volatility and the cross-section of corporate bond returns. (2019). Wu, Chunchi ; Wang, Junbo ; Chung, Kee H. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:2:p:397-417.

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2019Modeling and interpreting regressions with interactions. (2019). Seida, Jim A ; Randolph, David W ; Burks, Jeffrey J. In: Journal of Accounting Literature. RePEc:eee:joacli:v:42:y:2019:i:c:p:61-79.

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2020Employment and energy uncertainty. (2020). Elder, John. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300062.

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2020Stock return predictability from a mixed model perspective. (2020). Zhu, Huan ; Dai, Zhifeng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x1930633x.

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2019Investigating ICAPM with mean-reverting dynamic conditional correlation: Evidence from an emerging stock exchange. (2019). Zakaria, Muhammad ; Iqbal, Khurram ; Rafique, Amir ; Mujtaba, Ghulam. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:514-523.

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2020Do idiosyncratic risk, market risk, and total risk matter during different firm life cycle stages?. (2020). Meran, Syed Ghulam ; Wang, Zhenkun ; Fareed, Zeeshan ; Shahzad, Farrukh. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s037843711931458x.

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2019Volatility information trading in the index options market: An intraday analysis. (2019). Ryu, Doojin ; Kutan, Ali M ; Yang, Heejin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:412-426.

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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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2019Impacts of lagged returns on the risk-return relationship of Chinese aggregate stock market: Evidence from different data frequencies. (2019). Liu, Jingzhen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:243-257.

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2020Empirical investigation of changes in policy uncertainty on stock returns—Evidence from China’s market. (2020). Chiang, Thomas C ; Chen, Xiaoyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s027553191930892x.

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2019Dynamic relationship among environmental regulation, technological innovation and energy efficiency based on large scale provincial panel data in China. (2019). Ai, Bowei ; Pan, Xiongfeng ; Yan, Yaobo ; Li, Changyu. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:144:y:2019:i:c:p:428-435.

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2020Investor Sentiment and the (Discretionary) Accrual-return Relation. (2020). Sun, Bo ; Liu, QI ; Jiang, Jiajun. In: International Finance Discussion Papers. RePEc:fip:fedgif:1300.

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2020Analyst Forecast Dispersion and Market Return Predictability: Does Conditional Equity Premium Play a Role?. (2020). Satchell, Stephen ; Yao, Juan ; Liu, Shuang. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:98-:d:358918.

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2019Premiums for Non-Sustainable and Sustainable Components of Market Volatility: Evidence from the Korean Stock Market. (2019). Kim, Jungmu ; Thu, Thuy Thi. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:18:p:5123-:d:268548.

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2019Taxation of Wealthy Individuals, Inequality Governance and Corporate Social Responsibility. (2019). Lee, Chien-Chiang ; Tsai, Huolien ; Chen, Kuo-Shing. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:7:p:1851-:d:217745.

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2019Market selection with differential financial constraints. (2019). Quiggin, John ; Guerdjikova, A. In: Working Papers. RePEc:gbl:wpaper:2019-01.

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2019Market Selection with Differential Financial Constraints. (2019). Quiggin, John ; Guerdjikova, Ani. In: Working Papers. RePEc:hal:wpaper:hal-02005501.

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2019Estimation with Mixed Data Frequencies: A Bias-Correction Approach. (2019). Linton, Oliver ; Ghosh, Anisha. In: CeMMAP working papers. RePEc:ifs:cemmap:65/19.

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2020Market Participation Willingness and Investor’s Herding Behavior: Evidence from an Emerging Market. (2020). Shen, Dehua ; Wang, Chen ; Xiong, Xiong. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:3:d:10.1007_s10690-020-09302-8.

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2019Risk - Return Relationship: Nigerian Stock Market during Pre and Post 2007-2009 Financial Meltdown. (2019). Abdul, Falilat Ajoke ; Lawal, Azeez Tunbosun ; Nageri, Kamaldeen Ibraheem. In: Academic Journal of Economic Studies. RePEc:khe:scajes:v:5:y:2019:i:2:p:52-62.

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2019In Search of Systematic Risk and the Idiosyncratic Volatility Puzzle in the Corporate Bond Market. (2019). Bai, Jennie ; Wen, Quan ; Bali, Turan G. In: NBER Working Papers. RePEc:nbr:nberwo:25995.

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2019Tree-based machine learning approaches for equity market predictions. (2019). Neugebauer, Ulrich ; Wolff, Dominik. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:4:d:10.1057_s41260-019-00125-5.

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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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2019Revising the Impact of Global Commodity Prices and Global Stock Market Volatility Shocks: Effects across Countries. (2019). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: MPRA Paper. RePEc:pra:mprapa:103035.

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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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2020The relationship between European Brent crude oil price development and the US macroeconomy. (2020). Faseli, Omid. In: International Journal of Research in Business and Social Science (2147-4478). RePEc:rbs:ijbrss:v:9:y:2020:i:1:p:80-87.

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2019.

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2019Idiosyncratic risk and mutual fund performance. (2019). Manita, Riadh ; Boubaker, Sabri ; Vidal, Marta ; Vidal-Garcia, Javier. In: Annals of Operations Research. RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2794-2.

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2020On the pricing of overnight market risk. (2020). Perras, Patrizia ; Wagner, Niklas. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:3:d:10.1007_s00181-019-01714-4.

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2019Is idiosyncratic risk ignored in asset pricing: Sri Lankan evidence?. (2019). Maiti, Moinak. In: Future Business Journal. RePEc:spr:futbus:v:5:y:2019:i:1:d:10.1186_s43093-019-0004-6.

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2019Reducing pharmaceutical reimbursement price risk to lower national health expenditures without lowering R&D incentives. (2019). Wakutsu, Naohiko ; Nakamura, Hiroshi. In: International Journal of Economic Policy Studies. RePEc:spr:ijoeps:v:13:y:2019:i:1:d:10.1007_s42495-018-0002-7.

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2020Is Exchange Rate Volatility Symmetric to Oil Price Volatility? An Investigation for India. (2020). Sabat, Jyotirmayee ; Kathuria, Vinish. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:18:y:2020:i:3:d:10.1007_s40953-020-00212-0.

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2020Revising the impact of global commodity prices and global stock market volatility shocks: effects across countries. (2020). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Working Papers. RePEc:tas:wpaper:34827.

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2019Oil price volatility and real options: 35 years of evidence. (2019). Elder, John. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:12:p:1549-1564.

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2020Bid and ask prices of index put options: Which predicts the underlying stock returns?. (2020). Chen, Jian ; Liu, Yangshu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:9:p:1337-1353.

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2019Endogenous Life‐Cycle Housing Investment and Portfolio Allocation. (2019). Tunc, Cengiz ; Pelletier, Denis. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:51:y:2019:i:4:p:991-1019.

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2019Reinvestigate the Bid–Ask Bounce Effect and Pricing of Idiosyncratic Volatility: The Case of the Australian Market. (2019). Cam, Marie-Anne ; Tan, Monica ; Liu, Bin. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:22:y:2019:i:01:n:s0219091519500048.

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2019Information content of the limit order book for crude oil futures price volatility. (2019). Duong, Huu Nhan ; Tian, Xiao ; Kalev, Petko S. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:584-597.

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2019The effects of petroleum product price regulation on macroeconomic stability in China. (2019). Luo, Junwen ; Wei, Wei ; Wang, Zanxin ; Calderon, Margaret. In: Energy Policy. RePEc:eee:enepol:v:132:y:2019:i:c:p:96-105.

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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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article32
2005Idiosyncratic volatility, stock market volatility, and expected stock returns.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 32
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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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article10
2006Foreign exchange volatility is priced in equities.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 10
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2006The Risk‐Return Relation in International Stock Markets In: The Financial Review.
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article12
2006On the risk-return relation in international stock markets.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 12
paper
2006Uncovering the Risk–Return Relation in the Stock Market In: Journal of Finance.
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article150
2005Uncovering the risk-return relation in the stock market.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 150
paper
2003Uncovering the Risk-Return Relation in the Stock Market.(2003) In: NBER Working Papers.
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2011Accruals and the Conditional Equity Premium In: Journal of Accounting Research.
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article8
2004Limited Stock Market Participation and Asset Prices in a Dynamic Economy In: Journal of Financial and Quantitative Analysis.
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article24
2003Limited stock market participation and asset prices in a dynamic economy.(2003) In: Working Papers.
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paper
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
2006Is value premium a proxy for time-varying investment opportunities: some time series evidence.(2006) In: Working Papers.
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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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article17
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: 17
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2006Time-varying risk premia and the cross section of stock returns In: Journal of Banking & Finance.
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article13
2005Time-varying risk premia and the cross section of stock returns.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 13
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2008Forecasting foreign exchange rates using idiosyncratic volatility In: Journal of Banking & Finance.
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article5
2010Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns In: Journal of Banking & Finance.
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article20
2004Stock prices, firm size, and changes in the federal funds rate target In: The Quarterly Review of Economics and Finance.
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article23
2003Stock prices, firm size, and changes in the federal funds rate target.(2003) In: Working Papers.
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2007Higher risk does bring higher returns in stock markets worldwide In: International Economic Trends.
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2002Stock market volatility: reading the meter In: Monetary Trends.
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article1
2003Does stock market volatility forecast returns? In: Monetary Trends.
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article0
2004Why do stock prices react to the Fed? In: Monetary Trends.
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2006Are investors more risk-averse during recessions? In: Monetary Trends.
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2001Stockholding is still highly concentrated In: National Economic Trends.
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2002Expected stock market returns and business investment In: National Economic Trends.
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2003The less volatile U.S. economy In: National Economic Trends.
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2004Volatile firms, stable economy In: National Economic Trends.
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2005Foreign exchange rates are predictable! In: National Economic Trends.
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2005Reading inflation expectations from CPI futures In: National Economic Trends.
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2007Stock market dispersion and unemployment In: National Economic Trends.
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2001A simple model of limited stock market participation In: Review.
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2002Why are stock market returns correlated with future economic activities? In: Review.
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2002Stock market returns, volatility, and future output In: Review.
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article9
2004A rational pricing explanation for the failure of CAPM In: Review.
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article3
2005Oil price volatility and U.S. macroeconomic activity In: Review.
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article98
2002Understanding the risk-return tradeoff in the stock market In: Working Papers.
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