Hui Guo
Names
Contact
email:
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homepage:
http://homepages.uc.edu/~guohu/
postal address:
Department of Finance and Real Estate
College of Business, University of Cincinnati
418 Carl H. Lindner Hall, PO Box 210195
Cincinnati, Ohio 45221-0195
Affiliations
University of Cincinnati
→ College of Business
→ Department of Finance - Real Estate
website location: Cincinnati, Ohio (United States)
Research profile
author of:
On the real-time forecasting ability of the consumption-wealth ratio by Hui Guo
Oil price volatility and U.S. macroeconomic activity by Hui Guo Kevin L. Kliesen
On the risk-return relation in international stock markets by Hui Guo
Time-varying risk premia and the cross section of stock returns by Hui Guo
Stock prices, firm size, and changes in the federal funds rate target by Guo, Hui
A rational pricing explanation for the failure of CAPM by Hui Guo
Stock market returns, volatility, and future output by Hui Guo
On the cross section of conditionally expected stock returns by Hui Guo Robert Savickas
Stockholding is still highly concentrated by Hui Guo
On the out-of-sample predictability of stock market returns by Hui Guo
Limited stock market participation and asset prices in a dynamic economy by Hui Guo
The less volatile U.S. economy by Hui Guo
Foreign exchange volatility is priced in equities by Hui Guo Jason Higbee Christopher J. Neely
Uncovering the risk-return relation in the stock market by Hui Guo Robert Whitelaw
Idiosyncratic volatility, economic fundamentals, and foreign exchange rates by Hui Guo Robert Savickas
Aggregate idiosyncratic volatility in G7 countries by Hui Guo Robert Savickas
Idiosyncratic volatility, stock market volatility, and expected stock returns by Hui Guo Robert Savickas
International transmission of inflation among G-7 countries: a data-determined VAR analysis by Hui Guo Zijun Wang Jian Yang
Expected stock market returns and business investment by Hui Guo
Does stock market volatility forecast returns? by Hui Guo
Stock market volatility: reading the meter by Hui Guo
Foreign exchange rates are predictable! by Hui Guo
Does idiosyncratic risk matter: another look by Hui Guo Robert Savickas
Stock prices, firm size, and changes in the federal funds rate target by Hui Guo
Why do stock prices react to the Fed? by Hui Guo
Is value premium a proxy for time-varying investment opportunities: some time series evidence by Hui Guo Robert Savickas Zijun Wang Jian Yang
Volatile firms, stable economy by Hui Guo
Reading inflation expectations from CPI futures by Hui Guo Kevin L. Kliesen
Uncovering the Risk-Return Relation in the Stock Market by Hui Guo Robert F. Whitelaw
Why are stock market returns correlated with future economic activities? by Hui Guo
Understanding the risk-return tradeoff in the stock market by Hui Guo
Market timing with aggregate and idiosyncratic stock volatilities by Hui Guo Jason Higbee
Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model by Hui Guo Christopher J. Neely
Equity market volatility and expected risk premium by Long Chen Hui Guo Lu Zhang
Understanding stock return predictability by Hui Guo Robert Savickas
The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries by Hui Guo Robert Savickas
Uncovering the Risk–Return Relation in the Stock Market by HUI GUO ROBERT F. WHITELAW
Time-varying risk premia and the cross section of stock returns by Guo, Hui
International transmission of inflation among G-7 countries: A data-determined VAR analysis by Yang, Jian Guo, Hui Wang, Zijun
Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market by Hui Guo Zijun Wang Jian Yang
The Risk‐Return Relation in International Stock Markets by Hui Guo
Are investors more risk-averse during recessions? by Hui Guo
Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns by Guo, Hui Savickas, Robert
Stock market dispersion and unemployment by Hui Guo
On the Out-of-Sample Predictability of Stock Market Returns by Hui Guo
DATA REVISIONS AND OUT‐OF‐SAMPLE STOCK RETURN PREDICTABILITY by HUI GUO
Higher risk does bring higher returns in stock markets worldwide by Hui Guo
Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model by Guo, Hui Neely, Christopher J.
Limited Stock Market Participation and Asset Prices in a Dynamic Economy by Guo, Hui
Forecasting foreign exchange rates using idiosyncratic volatility by Guo, Hui Savickas, Robert
Average Idiosyncratic Volatility in G7 Countries by Hui Guo Robert Savickas
Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence by Guo, Hui Savickas, Robert Wang, Zijun Yang, Jian
Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns by Guo, Hui Savickas, Robert
Accruals and the Conditional Equity Premium by HUI GUO XIAOWEN JIANG
A Class of Discrete Transformation Survival Models With Application to Default Probability Prediction by A. Adam Ding Shaonan Tian Yan Yu Hui Guo
IPO First-Day Return and Ex Ante Equity Premium by Guo, Hui
Foreign Exchange Volatility Is Priced in Equities by Hui Guo Christopher J. Neely Jason Higbee
A simple model of limited stock market participation by Hui Guo