Guofu Zhou | Academic Influence

Guofu Zhou's AcademicInfluence.com Rankings

Guofu Zhou

Economics

#3171

World Rank

#3594

Historical Rank

Behavioral Economics

#41

World Rank

#41

Historical Rank

economics Degrees

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Economics

Guofu Zhou's Degrees

PhD Economics University of California, Berkeley
Masters Economics University of California, Berkeley
Bachelors Economics Peking University

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Why Is Guofu Zhou Influential?

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According to Wikipedia, Guofu Zhou is an American economist, currently the Frederick Bierman and James E. Spears Professor of Finance at Olin Business School, Washington University in St. Louis.

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Guofu Zhou's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009) (1194)
Forecasting the Equity Risk Premium: The Role of Technical Indicators (2011) (714)
Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014) (628)
Optimal Portfolio Choice with Parameter Uncertainty (2007) (581)
International Stock Return Predictability: What is the Role of the United States? (2010) (474)
Measuring the pricing error of the arbitrage pricing theory (1996) (445)
Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation (2003) (402)
Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies ☆ (2011) (400)
Short Interest and Aggregate Stock Returns (2016) (312)
Technical analysis: An asset allocation perspective on the use of moving averages (2009) (266)
Estimating and Testing Beta Pricing Models: Alternative Methods and Their Performance in Simulations (2006) (261)
Manager Sentiment and Stock Returns (2017) (259)
Forecasting Stock Returns (2023) (257)
Robust portfolios: contributions from operations research and finance (2010) (237)
Tests of Mean-Variance Spanning (2008) (214)
Asset‐pricing Tests under Alternative Distributions (1993) (180)
A New Anomaly: The Cross-Sectional Profitability of Technical Analysis (2011) (170)
On the Rate of Convergence of Discrete‐Time Contingent Claims (2000) (170)
International Asset Pricing with Alternative Distributional Specifications (1992) (130)
Data-generating process uncertainty: What difference does it make in portfolio decisions? (2004) (124)
What Determines Expected International Asset Returns? (1994) (121)
Market intraday momentum (2018) (120)
Bayesian Portfolio Analysis (2010) (119)
A Trend Factor: Any Economic Gains from Using Information over Investment Horizons? (2016) (117)
Bayesian Inference in Asset Pricing Tests (1990) (107)
Misspecification-robust inference in linear asset pricing models with irrelevant risk factors (103)
A critique of the stochastic discount factor methodology (1999) (87)
Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice under Parameter Uncertainty (2008) (82)
Measuring Investor Sentiment (2017) (82)
Forecasting Corporate Bond Returns with a Large Set of Predictors: An Iterated Combination Approach (2017) (76)
Small sample tests of portfolio efficiency (1991) (71)
Time-Series Momentum: Is It There? (2019) (63)
Analytical GMM Tests: Asset Pricing with Time-Varying Risk Premiums (1994) (60)
Scaled PCA: A New Approach to Dimension Reduction (2019) (55)
Temporary Components of Stock Returns: What Do the Data Tell Us? (1996) (54)
Limited Participation and Consumption-Saving Puzzles: A Simple Explanation (2007) (51)
How Much Stock Return Predictability Can We Expect From an Asset Pricing Model (2010) (49)
Testing multi-beta asset pricing models (1999) (49)
Cross-Sectional Asset Pricing Tests (2010) (47)
Predicting Market Components Out of Sample: Asset Allocation Implications (2011) (46)
Industry Return Predictability: A Machine Learning Approach (2019) (45)
Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard‐to‐value fundamentals (2020) (43)
Small sample rank tests with applications to asset pricing (1995) (42)
Limited Participation and Consumption-Saving Puzzles: A Simple Explanation and the Role of Insurance (2009) (40)
Investor Attention and Stock Returns (2020) (40)
Forecasting Government Bond Risk Premia Using Technical Indicators (2013) (39)
Macroeconomic Volatilities and Long-Run Risks of Asset Prices (2014) (38)
Industry Interdependencies and Cross-Industry Return Predictability (2015) (38)
Using Bootstrap to Test Portfolio Efficiency (2006) (33)
Volatility-Managed Portfolio: Does It Really Work? (2019) (33)
Forecasting Stock Returns in Good and Bad Times: The Role of Market States (2017) (31)
Upper Bounds on Return Predictability (2015) (31)
Security factors as linear combinations of economic variables (1999) (31)
A Long-run Risks Model with Long-and Short-run Volatilities : Explaining Predictability and Volatility Risk Premium (2009) (28)
Modeling non-normality using multivariate t: implications for asset pricing (2017) (28)
Beyond Black–Litterman: Letting the Data Speak (2008) (28)
Asymmetry in Stock Comovements: An Entropy Approach (2017) (28)
Firm Characteristics and Chinese Stocks (2018) (27)
Out-of-Sample Industry Return Predictability: Evidence from A Large Number of Predictors (2011) (26)
Anomalies and the Expected Market Return (2020) (25)
What Firm Characteristics Drive US Stock Returns? (2018) (25)
Fama-MacBeth Two-Pass Regressions: Improving Risk Premia Estimates (2015) (25)
Optimal estimation for economic gains: portfolio choice with parameter uncertainty (1992) (25)
Firm Characteristics and Expected Stock Returns (2019) (24)
Time-Series and Cross-Sectional Stock Return Forecasting: New Machine Learning Methods (2019) (24)
A New Variance Bound on the Stochastic Discount Factor (2006) (24)
On the Fundamental Law of Active Portfolio Management (2008) (22)
Stock Return Asymmetry: Beyond Skewness (2018) (22)
Volatility Trading: What Is the Role of the Long-Run Volatility Component? (2010) (21)
Taming Momentum Crashes: A Simple Stop-Loss Strategy (2016) (21)
Hansen-Jagannathan Distance: Geometry and Exact Distribution (2002) (19)
Optimal Portfolio Selection with and without Risk-Free Asset (2016) (18)
Shrinking Factor Dimension: A Reduced-Rank Approach (2019) (17)
An Equilibrium Model of Moving-average Predictability and Time-series Momentum (2013) (16)
On the Value of Portfolio Optimization in the Presence of Estimation Risk: the Case with and without Risk-free Asset (2016) (16)
Optimal Portfolio Choice with Estimation Risk: No Risk-free Asset Case (2018) (16)
Bitcoin: Predictability and Profitability via Technical Analysis (2018) (15)
Strategy diversification: Combining momentum and carry strategies within a foreign exchange portfolio (2013) (14)
Out-of-Sample Equity Premium Prediction: Fundamental vs. Technical Analysis (2010) (14)
Are Bond Returns Predictable with Real-Time Macro Data? (2020) (14)
The Chinese Bond Market: Risk, Return, and Opportunities (2014) (14)
Asymmetric Correlation of Stock Returns : Statistical Tests and Economic Evaluation (2003) (13)
On the Explanatory Power of Asset Pricing Models Across and Within Portfolios (1999) (13)
On the Fundamental Law of Active Portfolio Management: How to Make Conditional Investments Unconditionally Optimal (2008) (12)
Expected Return, Volume, and Mispricing (2019) (12)
Which Hedge Fund Styles Hedge Against Bad Times? (2015) (12)
Sentiment Across Asset Markets (2018) (12)
How Predictable are Components of the Aggregate Market Portfolio (2009) (11)
Portfolio optimization under asset pricing anomalies (2006) (10)
Being Naive about Naive Diversification: Can Investment Theory be Consistently Useful (2008) (10)
Bitcoin: Learning and Predictability via Technical Analysis (2018) (10)
A Theory of Technical Trading Using Moving Averages (2014) (9)
Asset Pricing: Time-Series Predictability (2021) (8)
Expected Stock Returns and Firm Characteristics: E-LASSO, Assessment, and Implications (2021) (8)
Sparse Macro Factors (2019) (8)
Asymmetry in Stock Returns : An Entropy Measure ∗ (2014) (7)
Exchange Rate Prediction with Machine Learning and a Smart Carry Portfolio (2020) (7)
Asset allocation: can technical analysis add value? (2012) (7)
Unspanned Global Macro Risks in Bond Returns (2016) (7)
Out-of-Sample Equity Premium Prediction : Consistently Beating the Historical Average (2008) (7)
Employee Sentiment and Stock Returns (2020) (6)
The Supply and Demand Factor in the Bond Market: Implications for Bond Risk and Return (2013) (6)
Forecasting Corporate Bond Returns: An Iterated Combination Approach (2016) (6)
Out-of-Sample Equity Premium Prediction: Economic Fundamentals Vs. Moving-Average Rules (2010) (6)
Anomalies Enhanced: A Portfolio Rebalancing Approach (2019) (5)
Twin Momentum: Fundamental Trends Matter (2019) (5)
Maximizing the Sharpe Ratio: A Genetic Programming Approach (2020) (5)
The Long-run Risks Model: What Differences Can an Extra Volatility Factor Make? (2013) (5)
Lottery Preference and Anomalies (2020) (5)
Corporate Activities and the Market Risk Premium (2017) (5)
Trend Factor in China: The Role of Large Individual Trading (2020) (5)
Investor Sentiment and the Cross-Section of Corporate Bond Returns (2019) (5)
Fundamental Extrapolation and Stock Returns (2020) (4)
Intraday Momentum: The First Half-Hour Return Predicts the Last Half-Hour Return (2015) (4)
Technical Analysis and Theory of Finance (2007) (4)
Forecasting Stock Returns During Good and Bad Times (2014) (4)
Does Momentum Exist in Bonds of Different Ratings (2017) (4)
Recovering the FOMC Risk Premium (2020) (3)
Is the Recent Financial Crisis Really a “Once-in-a-Century” Event? (2010) (3)
Portfolio Insurance , Underdiversification , and Idiosyncratic Risks (2008) (3)
Learning and Predictability via Technical Analysis: Evidence from Bitcoin and Stocks with Hard-to-Value Fundamentals (2020) (3)
ESG and the Market Return (2020) (3)
Exchange Rate Prediction with Machine Learning and a Smart Carry Trade Portfolio (2020) (3)
Misvaluation of New Trademarks (2019) (3)
Predictive Information in Corporate Bond Yields (2021) (3)
A dynamic trust evaluation mechanism based on affective intensity computing (2016) (3)
Time‐series and Cross‐sectional Stock Return Forecasting: New Machine Learning Methods (2020) (3)
Mispricing and Anomalies: An Exogenous Shock to Short Selling from the Dividend Tax Law Change* (2020) (2)
An Economic Specification Test of Asset Pricing Models with A Large Number of Assets (2020) (2)
An Information Factor: Can Informed Traders Make Abnormal Profits? (2018) (2)
Asset Pricing: Cross-section Predictability (2022) (2)
Cost Behavior and Stock Returns (2017) (2)
Extracting Information from the Corporate Yield Curve: A Machine Learning Approach (2020) (2)
Why is the Recent Financial Crisis a ''Once-In-A-Century' Event? (2009) (2)
Technical Analysis in the Stock Market: A Review (2021) (2)
Cost Growth and Stock Returns (2014) (2)
Appendix to 'Short Interest and Aggregate Stock Returns' (2016) (2)
Extracting Information from Corporate Bond Yields: A Machine Learning Approach (2020) (2)
Winners from Winners: A Tale of Risk Factors (2020) (2)
Anomalies Enhanced: A Dynamic Trading Strategy (2017) (2)
ALGORITHMS FOR ESTIMATION OF POSSIBLY NONSTATIONARY VECTOR TIME SERIES (1992) (1)
Momentum, Reversal, and the Firm Fundamental Cycle (2018) (1)
Preferred-Habitat and Demand Factors in the Term Structure: Evidence from the Chinese Bond Market (2013) (1)
Firm Fundamentals and the Cross Section of Implied Volatility Shapes (2020) (1)
General Principles of Asset Pricing (2012) (1)
Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange (2000) (1)
Volume and Return: The Role of Mispricing (2018) (1)
Cross-Sectional Predictability of Corporate Bond Returns (2019) (1)
A trust evaluation model with elimination of uncertain recommendation (2013) (1)
Being Naive about Naive Diversiflcation: How to Improve the 1=N rule? (2008) (1)
What Will the Likely Range of My Wealth Be? (2009) (1)
“What Will the Likely Range of My Wealth Be?”: Author Response (2010) (1)
The Supply Factor in the Bond Market: Implications for Bond Risk and Return (2013) (1)
Model comparison using the Hansen-Jagannathan distance Working (1)
How Much Stock Return Predictability Can We Expect From an Asset Pricing Model? (2010) (1)
Stock Return Asymmetry: Beyond Skewness — CORRIGENDUM (2020) (1)
Volume and Return: Fuel of Mispricing (2019) (1)
Stock Option Predictability for the Cross-Section (2021) (1)
Failure of Factor Models in Explaining Individual Stock Returns: Evidence from a Predictability Test (2018) (1)
Anomalies Enhanced: The Value of Higher Frequency Information (2015) (1)
Option Characteristics as Cross-Sectional Predictors (2021) (0)
Anomalies as New Hedge Fund Factors: A Machine Learning Approach (2023) (0)
Seeing is Believing: Annual Report 'Graphicity' and Stock Returns Predictability (2020) (0)
Institutional Knowledge at Singapore Management University Institutional Knowledge at Singapore Management University Forecasting Bond Risk Premia Using Technical Analysis Forecasting Bond Risk Premia Using Technical Analysis (2020) (0)
How Accurate Are Survey Forecasts on the Market? (2023) (0)
The Chinese Warrant Bubble: A Fundamental Analysis (2016) (0)
A Model-based Commodity Risk Measure on Commodity and Stock Market Returns (2022) (0)
Principal Portfolios: The Multi-Signal Case (2022) (0)
Heterogeneous Response: An Extension of the Fama-MacBeth Regression (2022) (0)
An Information Factor: What Are Skilled Investors Buying and Selling? (2019) (0)
Tests of Asset Pricing Models with A Large Number of Assets (2020) (0)
Time-to-Build Effects and the Term Structure (1995) (0)
Corporate Bond Moments and Predictability of Equity Returns (2023) (0)
New Factors Wanted: Evidence of Profitability from Pricing Residuals (2020) (0)
ETFs, Anomalies and Market Efficiency (2022) (0)
Technical Analysis and the Real Economy : Is there a Link ? (2013) (0)
Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA (2020) (0)
Risk-based Momentum of Corporate Bonds (2023) (0)
Anomaly Returns and FOMC (2023) (0)
International Corporate Bond Market: Uncovering Risks Using Machine Learning (2022) (0)
A New Option Momentum: Compensation for Risk (2023) (0)
Earnings Announcements: Ex-Ante Risk Premia (2023) (0)
Aggregate Labor Flow: A Leading Economic Indicator (2022) (0)
Predicting the Equity Premium: The Advantages of Combination Forecasts (2008) (0)
Why Naive 1/N Diversification Is Not So Naive, and How to Beat It? (2021) (0)
Finding Risk-Factors ... Without Using Old Data∗ (2021) (0)
Iterated Combination Forecast and Treasury Bond Predictability (2018) (0)
Betting Against the Crowd: Option Trading and Market Risk Premium (2022) (0)
Does Compensation Matter? Evidence from CD&A Disclosures (2021) (0)
ALGORITHMS FOR ESTIMATION OF POSSIBLY NONSTATIONARY First (2002) (0)
Unspanned Risk and Risk-Return Tradeoff (2023) (0)
Hide in the Herd: Macroeconomic Uncertainty and Analyst Forecasts Dispersion (2023) (0)
Market Risk Premium Expectation: Combining Option Theory with Traditional Predictors (2022) (0)
Technical Trading : A Trend Factor Yufeng Han (2014) (0)
Investor Sentiment and Asset Returns: Actions Speak Louder than Words (2022) (0)
What Likely Range of My Wealth Will Be? (2009) (0)

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