Hui Guo

Finance · with Savickas · 2002–2006

A researcher in the Science corpus: 4 papers; trusts 30 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Hui Guo trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Martin Lettau
  2. John Y. Campbell
  3. Amit Goyal
  4. R. C. Merton
  5. Eugene F. Fama
  6. Todd E. Clark
  7. A. Inoue
  8. Y. Amihud
  9. Sydney C. Ludvigson
  10. Torben G. Andersen

Who trusts Hui Guo overall

  1. Fuwei Jiang
  2. Dashan Huang
  3. Guofu Zhou
  4. R. Savickas
  5. Joshua A. Lee
  6. Sydney C. Ludvigson
  7. David E. Rapach
  8. M. Gronwald
  9. Jun Tu
  10. Todd E. Clark

Papers from Hui Guo's perspective

Ordered by how strongly the researchers Hui Guo trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Consumption, aggregate wealth and expected stock returns
  2. In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (Social Science Research Network)
  3. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  4. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  5. The Cross‐Section of Expected Stock Returns
  6. Tests of Equal Forecast Accuracy and Encompassing for Nested Models
  7. Determining the Number of Factors in Approximate Factor Models
  8. Common risk factors in the returns on stocks and bonds
  9. MODELING AND FORECASTING REALIZED VOLATILITY
  10. Idiosyncratic Risk Matters

Their papers