Guofu Zhou
Washington University in St. Louis
H-index: 51
North America-United States
Top articles of Guofu Zhou
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Winners from winners: A tale of risk factors | Management Science | Siddhartha Chib Lingxiao Zhao Guofu Zhou | 2024/1 |
Option Expected Hedging Demand | Available at SSRN | Xiaoxiao Tang Guofu Zhou Zhaoque Chosen Zhou | 2024/2/1 |
Trend factor in China: The role of large individual trading | The Review of Asset Pricing Studies | Yang Liu Guofu Zhou Yingzi Zhu | 2024/1/27 |
Unusual Financial Communication-Evidence from ChatGPT, Earnings Calls, and the Stock Market | Earnings Calls, and the Stock Market (January 15, 2024) | Lars Beckmann Heiner Beckmeyer Ilias Filippou Stefan Menze Guofu Zhou | 2024/1/15 |
No Sparsity in Asset Pricing: Evidence from a Generic Statistical Test | Available at SSRN | Junnan He Lingxiao Zhao Guofu Zhou | 2024/2/18 |
Bottom Up vs Top Down: What Does Firm 10-K Tell Us? | Available at SSRN 4747519 | Landon Ross Jim Horn Mert Pilanci KaiHong Luo Guofu Zhou | 2024 |
Information Transmission from Corporate Bonds to the Aggregate Stock Market | Available at SSRN 4374753 | Sophia Zhengzi Li Peixuan Yuan Guofu Zhou | 2024/2/15 |
Anomalies as New Hedge Fund Factors | Yong Chen Sophia Zhengzi Li Yushan Tang Guofu Zhou | 2023 | |
Empirical Asset Pricing with Probability Forecasts | Available at SSRN | Songrun He Linying Lv Guofu Zhou | 2024/2/6 |
Are bond returns predictable with real-time macro data? | Journal of Econometrics | Dashan Huang Fuwei Jiang Kunpeng Li Guoshi Tong Guofu Zhou | 2023/12/1 |
Anomaly Returns and FOMC | Available at SSRN | Lin Tan Xiaoyan Zhang Guofu Zhou | 2023/3/15 |
ChatGPT, Stock Market Predictability and Links to the Macroeconomy | Available at SSRN 4660148 | Jian Chen Guohao Tang Guofu Zhou Wu Zhu | 2023/7/31 |
Labor Flow Shocks Matter for Asset Pricing | Jian Chen Chunmian Ge Jiaquan Yao Guofu Zhou | 2023 | |
ETFs, anomalies and market efficiency | Available at SSRN 4056260 | Ilias Filippou Songrun He Sophia Zhengzi Li Guofu Zhou | 2023/10/18 |
Optimal Portfolio Choice with Estimation Risk: A Genetic Programming Approach | Available at SSRN | Yang Liu Guofu Zhou | 2023/12/24 |
Unspanned Risk and Risk-Return Tradeoff | Available at SSRN 4344929 | Huacheng Zhang Guofu Zhou | 2023 |
Model Selection via Automated Machine Learning | Available at SSRN 4495010 | Yuhan Cheng Guofu Zhou Yingzi Zhu | 2023/6/29 |
How Accurate Are Survey Forecasts on the Market? | Available at SSRN | Songrun He Jiaen Li Guofu Zhou | 2023/3/15 |
Interpretable factors of firm characteristics | Available at SSRN | Yuxiao Jiao Guofu Zhou Yingzi Zhu | 2023/10/10 |
Expected Index Option Return: What Can We Learn From Macro and Anomalies? | Available at SSRN 4674294 | Heiner Beckmeyer Guoshi Tong Guofu Zhou | 2023/12/23 |
Co-Authors
