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Publications

by members of

Department of Finance - Real Estate
College of Business
University of Cincinnati
Cincinnati, Ohio (United States)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2006

  1. Hui Guo, 2006. "On the risk-return relation in international stock markets," Working Papers 2003-012, Federal Reserve Bank of St. Louis.
  2. Hui Guo & Christopher J. Neely & Jason Higbee, 2006. "Foreign exchange volatility is priced in equities," Working Papers 2004-029, Federal Reserve Bank of St. Louis.
  3. Hui Guo & Robert Savickas, 2006. "Idiosyncratic volatility, economic fundamentals, and foreign exchange rates," Working Papers 2005-025, Federal Reserve Bank of St. Louis.
  4. Hui Guo & Robert Savickas, 2006. "Aggregate idiosyncratic volatility in G7 countries," Working Papers 2004-027, Federal Reserve Bank of St. Louis.
  5. Hui Guo & Robert Savickas & Zijun Wang & Jian Yang, 2006. "Is value premium a proxy for time-varying investment opportunities: some time series evidence," Working Papers 2005-026, Federal Reserve Bank of St. Louis.
  6. Hui Guo & Jason Higbee, 2006. "Market timing with aggregate and idiosyncratic stock volatilities," Working Papers 2005-073, Federal Reserve Bank of St. Louis.
  7. Hui Guo & Christopher J. Neely, 2006. "Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model," Working Papers 2006-006, Federal Reserve Bank of St. Louis.
  8. Long Chen & Hui Guo & Lu Zhang, 2006. "Equity market volatility and expected risk premium," Working Papers 2006-007, Federal Reserve Bank of St. Louis.
  9. Hui Guo & Robert Savickas, 2006. "Understanding stock return predictability," Working Papers 2006-019, Federal Reserve Bank of St. Louis.
  10. Hui Guo & Robert Savickas, 2006. "The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries," Working Papers 2006-036, Federal Reserve Bank of St. Louis.
  11. Hui Guo & Zijun Wang & Jian Yang, 2006. "Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market," Working Papers 2006-047, Federal Reserve Bank of St. Louis.

2005

  1. Hui Guo, 2005. "Time-varying risk premia and the cross section of stock returns," Working Papers 2002-013, Federal Reserve Bank of St. Louis.
  2. Hui Guo & Robert Whitelaw, 2005. "Uncovering the risk-return relation in the stock market," Working Papers 2001-001, Federal Reserve Bank of St. Louis.
  3. Hui Guo & Robert Savickas, 2005. "Idiosyncratic volatility, stock market volatility, and expected stock returns," Working Papers 2003-028, Federal Reserve Bank of St. Louis.

2004

  1. Jian Yang & Hui Guo & Zijun Wang, 2004. "International transmission of inflation among G-7 countries: a data-determined VAR analysis," Working Papers 2004-028, Federal Reserve Bank of St. Louis.

2003

  1. Hui Guo, 2003. "On the real-time forecasting ability of the consumption-wealth ratio," Working Papers 2003-007, Federal Reserve Bank of St. Louis.
  2. Hui Guo & Robert Savickas, 2003. "On the cross section of conditionally expected stock returns," Working Papers 2003-043, Federal Reserve Bank of St. Louis.
  3. Hui Guo, 2003. "On the out-of-sample predictability of stock market returns," Working Papers 2002-008, Federal Reserve Bank of St. Louis.
  4. Hui Guo, 2003. "Limited stock market participation and asset prices in a dynamic economy," Working Papers 2000-031, Federal Reserve Bank of St. Louis.
  5. Hui Guo & Robert Savickas, 2003. "Does idiosyncratic risk matter: another look," Working Papers 2003-025, Federal Reserve Bank of St. Louis.
  6. Hui Guo, 2003. "Stock prices, firm size, and changes in the federal funds rate target," Working Papers 2002-004, Federal Reserve Bank of St. Louis.

2002

  1. Hui Guo, 2002. "Understanding the risk-return tradeoff in the stock market," Working Papers 2002-001, Federal Reserve Bank of St. Louis.

Journal articles

2012

  1. A. Adam Ding & Shaonan Tian & Yan Yu & Hui Guo, 2012. "A Class of Discrete Transformation Survival Models With Application to Default Probability Prediction," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(499), pages 990-1003, September.

2011

  1. Hui Guo & Xiaowen Jiang, 2011. "Accruals and the Conditional Equity Premium," Journal of Accounting Research, Wiley Blackwell, vol. 49(1), pages 187-221, 03.
  2. Guo, Hui, 2011. "IPO First-Day Return and Ex Ante Equity Premium," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(03), pages 871-905, June.

2010

  1. Guo, Hui & Savickas, Robert, 2010. "Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns," Journal of Banking & Finance, Elsevier, vol. 34(7), pages 1637-1649, July.

2009

  1. Hui Guo, 2009. "Data Revisions And Out-Of-Sample Stock Return Predictability," Economic Inquiry, Western Economic Association International, vol. 47(1), pages 81-97, 01.
  2. Guo, Hui & Savickas, Robert & Wang, Zijun & Yang, Jian, 2009. "Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 44(01), pages 133-154, February.

2008

  1. Guo, Hui & Neely, Christopher J., 2008. "Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model," Economics Letters, Elsevier, vol. 99(2), pages 371-374, May.
  2. Guo, Hui & Savickas, Robert, 2008. "Forecasting foreign exchange rates using idiosyncratic volatility," Journal of Banking & Finance, Elsevier, vol. 32(7), pages 1322-1332, July.
  3. Hui Guo & Robert Savickas, 2008. "Average Idiosyncratic Volatility in�G7�Countries," Review of Financial Studies, Society for Financial Studies, vol. 21(3), pages 1259-1296, May.
  4. Hui Guo & Christopher J. Neely & Jason Higbee, 2008. "Foreign Exchange Volatility Is Priced in Equities," Financial Management, Financial Management Association International, vol. 37(4), pages 769-790, December.

2007

  1. Hui Guo, 2007. "Stock market dispersion and unemployment," National Economic Trends, Federal Reserve Bank of St. Louis, issue Feb.
  2. Hui Guo, 2007. "Higher risk does bring higher returns in stock markets worldwide," International Economic Trends, Federal Reserve Bank of St. Louis, issue Aug.

2006

  1. Hui Guo & Robert F. Whitelaw, 2006. "Uncovering the Risk-Return Relation in the Stock Market," Journal of Finance, American Finance Association, vol. 61(3), pages 1433-1463, 06.
  2. Guo, Hui, 2006. "Time-varying risk premia and the cross section of stock returns," Journal of Banking & Finance, Elsevier, vol. 30(7), pages 2087-2107, July.
  3. Yang, Jian & Guo, Hui & Wang, Zijun, 2006. "International transmission of inflation among G-7 countries: A data-determined VAR analysis," Journal of Banking & Finance, Elsevier, vol. 30(10), pages 2681-2700, October.
  4. Hui Guo, 2006. "The Risk-Return Relation in International Stock Markets," The Financial Review, Eastern Finance Association, vol. 41(4), pages 565-587, November.
  5. Hui Guo, 2006. "Are investors more risk-averse during recessions?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Oct.
  6. Guo, Hui & Savickas, Robert, 2006. "Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 43-56, January.
  7. Hui Guo, 2006. "On the Out-of-Sample Predictability of Stock Market Returns," The Journal of Business, University of Chicago Press, vol. 79(2), pages 645-670, March.

2005

  1. Hui Guo & Kevin L. Kliesen, 2005. "Oil price volatility and U.S. macroeconomic activity," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 669-84.
  2. Hui Guo, 2005. "Foreign exchange rates are predictable!," National Economic Trends, Federal Reserve Bank of St. Louis, issue Aug.
  3. Hui Guo & Kevin L. Kliesen, 2005. "Reading inflation expectations from CPI futures," National Economic Trends, Federal Reserve Bank of St. Louis, issue Feb.

2004

  1. Guo, Hui, 2004. "Stock prices, firm size, and changes in the federal funds rate target," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(4), pages 487-507, September.
  2. Hui Guo, 2004. "A rational pricing explanation for the failure of CAPM," Review, Federal Reserve Bank of St. Louis, issue May, pages 23-34.
  3. Hui Guo, 2004. "Why do stock prices react to the Fed?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Jul.
  4. Hui Guo, 2004. "Volatile firms, stable economy," National Economic Trends, Federal Reserve Bank of St. Louis, issue Mar.
  5. Guo, Hui, 2004. "Limited Stock Market Participation and Asset Prices in a Dynamic Economy," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 39(03), pages 495-516, September.

2003

  1. Hui Guo, 2003. "The less volatile U.S. economy," National Economic Trends, Federal Reserve Bank of St. Louis, issue Oct.
  2. Hui Guo, 2003. "Does stock market volatility forecast returns?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Feb.

2002

  1. Hui Guo, 2002. "Stock market returns, volatility, and future output," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 75-86.
  2. Hui Guo, 2002. "Expected stock market returns and business investment," National Economic Trends, Federal Reserve Bank of St. Louis, issue Jul.
  3. Hui Guo, 2002. "Stock market volatility: reading the meter," Monetary Trends, Federal Reserve Bank of St. Louis, issue Mar.
  4. Hui Guo, 2002. "Why are stock market returns correlated with future economic activities?," Review, Federal Reserve Bank of St. Louis, issue Mar., pages 19-34.

2001

  1. Hui Guo, 2001. "Stockholding is still highly concentrated," National Economic Trends, Federal Reserve Bank of St. Louis, issue Jun.
  2. Hui Guo, 2001. "A simple model of limited stock market participation," Review, Federal Reserve Bank of St. Louis, issue May, pages 37-47.