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Guofu Zhou

Global rank #1865 97%

Institution: Washington University in St. Louis

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://apps.olin.wustl.edu/faculty/zhou

First Publication: 1990

Most Recent: 2022

RePEc ID: pzh420 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.68 0.00 0.00 3.35
Last 10 Years 0.00 3.35 0.00 0.00 6.70
All Time 0.00 19.61 3.69 0.00 43.90

Publication Statistics

Raw Publications 26
Coauthorship-Adjusted Count 25.41

Publications (26)

Year Article Journal Tier Authors
2022 Anomalies and the Expected Market Return Journal of Finance A 4
2022 Expected return, volume, and mispricing Journal of Financial Economics A 4
2022 Recovering the FOMC risk premium Journal of Financial Economics A 3
2020 Time series momentum: Is it there? Journal of Financial Economics A 4
2019 Manager sentiment and stock returns Journal of Financial Economics A 4
2016 Short interest and aggregate stock returns Journal of Financial Economics A 3
2015 Investor Sentiment Aligned: A Powerful Predictor of Stock Returns The Review of Financial Studies A 4
2013 International Stock Return Predictability: What Is the Role of the United States? Journal of Finance A 3
2013 A New Anomaly: The Cross-Sectional Profitability of Technical Analysis Journal of Financial and Quantitative Analysis B 3
2012 Volatility Trading: What Is the Role of the Long-Run Volatility Component? Journal of Financial and Quantitative Analysis B 2
2011 Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies Journal of Financial Economics A 2
2010 Limited participation and consumption-saving puzzles: A simple explanation and the role of insurance Journal of Financial Economics A 3
2010 Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy The Review of Financial Studies A 3
2010 Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice under Parameter Uncertainty Journal of Financial and Quantitative Analysis B 2
2010 How much stock return predictability can we expect from an asset pricing model? Economics Letters C 1
2009 Technical analysis: An asset allocation perspective on the use of moving averages Journal of Financial Economics A 2
2007 Estimating and testing beta pricing models: Alternative methods and their performance in simulations Journal of Financial Economics A 2
2007 Optimal Portfolio Choice with Parameter Uncertainty Journal of Financial and Quantitative Analysis B 2
2006 Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation The Review of Financial Studies A 3
2004 Data-generating process uncertainty: What difference does it make in portfolio decisions? Journal of Financial Economics A 2
1996 Measuring the Pricing Error of the Arbitrage Pricing Theory. The Review of Financial Studies A 2
1996 Temporary Components of Stock Returns: What Do the Data Tell Us? The Review of Financial Studies A 2
1994 Analytical GMM Tests: Asset Pricing with Time-Varying Risk Premiums. The Review of Financial Studies A 1
1993 Asset-Pricing Tests under Alternative Distributions. Journal of Finance A 1
1991 Small sample tests of portfolio efficiency Journal of Financial Economics A 1
1990 Bayesian inference in asset pricing tests Journal of Financial Economics A 2