Details about Hui Guo

E-mail:
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
Workplace:	Department of Finance - Real Estate, College of Business, University of Cincinnati, (more information at EDIRC)

Access statistics for papers by Hui Guo.

Last updated 2013-09-18. Update your information in the RePEc Author Service.

Short-id: pgu113

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Working Papers

2003

Does idiosyncratic risk matter: another look
Working Papers, Federal Reserve Bank of St. Louis View citations (2)
Limited stock market participation and asset prices in a dynamic economy
Working Papers, Federal Reserve Bank of St. Louis View citations (4)
See also Journal Article Limited Stock Market Participation and Asset Prices in a Dynamic Economy, Journal of Financial and Quantitative Analysis, Cambridge University Press (2004) View citations (33) (2004)
On the cross section of conditionally expected stock returns
Working Papers, Federal Reserve Bank of St. Louis
On the out-of-sample predictability of stock market returns
Working Papers, Federal Reserve Bank of St. Louis
See also Journal Article On the Out-of-Sample Predictability of Stock Market Returns, The Journal of Business, University of Chicago Press (2006) View citations (60) (2006)
On the real-time forecasting ability of the consumption-wealth ratio
Working Papers, Federal Reserve Bank of St. Louis View citations (3)
Stock prices, firm size, and changes in the federal funds rate target
Working Papers, Federal Reserve Bank of St. Louis
See also Journal Article Stock prices, firm size, and changes in the federal funds rate target, The Quarterly Review of Economics and Finance, Elsevier (2004) View citations (37) (2004)

2002

Understanding the risk-return tradeoff in the stock market
Working Papers, Federal Reserve Bank of St. Louis View citations (3)

Journal Articles

2012

A Class of Discrete Transformation Survival Models With Application to Default Probability Prediction
Journal of the American Statistical Association, 2012, 107, (499), 990-1003 View citations (14)

2011

Accruals and the Conditional Equity Premium
Journal of Accounting Research, 2011, 49, (1), 187-221 View citations (11)
IPO First-Day Return and Ex Ante Equity Premium
Journal of Financial and Quantitative Analysis, 2011, 46, (3), 871-905 View citations (2)

2010

Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns
Journal of Banking & Finance, 2010, 34, (7), 1637-1649 View citations (26)

2009

DATA REVISIONS AND OUT‐OF‐SAMPLE STOCK RETURN PREDICTABILITY
Economic Inquiry, 2009, 47, (1), 81-97 View citations (7)
Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence
Journal of Financial and Quantitative Analysis, 2009, 44, (1), 133-154 View citations (24)
See also Working Paper Is value premium a proxy for time-varying investment opportunities: some time series evidence, Working Papers (2006) View citations (5) (2006)

2008

Average Idiosyncratic Volatility in G7 Countries
The Review of Financial Studies, 2008, 21, (3), 1259-1296 View citations (62)
Forecasting foreign exchange rates using idiosyncratic volatility
Journal of Banking & Finance, 2008, 32, (7), 1322-1332 View citations (6)
Foreign Exchange Volatility Is Priced in Equities
Financial Management, 2008, 37, (4), 769-790 View citations (10)
See also Working Paper Foreign exchange volatility is priced in equities, Working Papers (2006) View citations (1) (2006)
Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model
Economics Letters, 2008, 99, (2), 371-374 View citations (26)
See also Working Paper Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model, Working Papers (2006) View citations (2) (2006)

2007

Higher risk does bring higher returns in stock markets worldwide
International Economic Trends, 2007, (Aug)
Stock market dispersion and unemployment
National Economic Trends, 2007, (Feb) View citations (1)

2006

Are investors more risk-averse during recessions?
Monetary Trends, 2006, (Oct) View citations (1)
Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns
Journal of Business & Economic Statistics, 2006, 24, 43-56 View citations (45)
See also Working Paper Idiosyncratic volatility, stock market volatility, and expected stock returns, Working Papers (2005) View citations (5) (2005)
International transmission of inflation among G-7 countries: A data-determined VAR analysis
Journal of Banking & Finance, 2006, 30, (10), 2681-2700 View citations (25)
See also Working Paper International transmission of inflation among G-7 countries: a data-determined VAR analysis, Working Papers (2004) View citations (9) (2004)
On the Out-of-Sample Predictability of Stock Market Returns
The Journal of Business, 2006, 79, (2), 645-670 View citations (60)
See also Working Paper On the out-of-sample predictability of stock market returns, Working Papers (2003) (2003)
The Risk‐Return Relation in International Stock Markets
The Financial Review, 2006, 41, (4), 565-587 View citations (12)
See also Working Paper On the risk-return relation in international stock markets, Working Papers (2006) View citations (15) (2006)
Time-varying risk premia and the cross section of stock returns
Journal of Banking & Finance, 2006, 30, (7), 2087-2107 View citations (23)
See also Working Paper Time-varying risk premia and the cross section of stock returns, Working Papers (2005) View citations (2) (2005)
Uncovering the Risk–Return Relation in the Stock Market
Journal of Finance, 2006, 61, (3), 1433-1463 View citations (169)
See also Working Paper Uncovering the risk-return relation in the stock market, Working Papers (2005) View citations (10) (2005)

2005

Foreign exchange rates are predictable!
National Economic Trends, 2005, (Aug)
Oil price volatility and U.S. macroeconomic activity
Review, 2005, 87, (Nov), 669-84 View citations (126)
Reading inflation expectations from CPI futures
National Economic Trends, 2005, (Feb)

2004

A rational pricing explanation for the failure of CAPM
Review, 2004, 86, (May), 23-34 View citations (4)
Limited Stock Market Participation and Asset Prices in a Dynamic Economy
Journal of Financial and Quantitative Analysis, 2004, 39, (3), 495-516 View citations (33)
See also Working Paper Limited stock market participation and asset prices in a dynamic economy, Working Papers (2003) View citations (4) (2003)
Stock prices, firm size, and changes in the federal funds rate target
The Quarterly Review of Economics and Finance, 2004, 44, (4), 487-507 View citations (37)
See also Working Paper Stock prices, firm size, and changes in the federal funds rate target, Working Papers (2003) (2003)
Volatile firms, stable economy
National Economic Trends, 2004, (Mar) View citations (1)
Why do stock prices react to the Fed?
Monetary Trends, 2004, (Jul) View citations (2)

2003

Does stock market volatility forecast returns?
Monetary Trends, 2003, (Feb)
The less volatile U.S. economy
National Economic Trends, 2003, (Oct)

2002

Expected stock market returns and business investment
National Economic Trends, 2002, (Jul)
Stock market returns, volatility, and future output
Review, 2002, 84, (Sep), 75-86 View citations (13)
Stock market volatility: reading the meter
Monetary Trends, 2002, (Mar) View citations (1)
Why are stock market returns correlated with future economic activities?
Review, 2002, 84, (Mar.), 19-34 View citations (2)

2001

A simple model of limited stock market participation
Review, 2001, 83, (May), 37-47 View citations (3)
Stockholding is still highly concentrated
National Economic Trends, 2001, (Jun)