Publications

by members of

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

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. [Downloadable!]
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. [Downloadable!]
3. Hui Guo & Robert Savickas, 2006. "Idiosyncratic volatility, economic fundamentals, and foreign exchange rates," Working Papers 2005-025, Federal Reserve Bank of St. Louis. [Downloadable!]
4. Hui Guo & Robert Savickas, 2006. "Aggregate idiosyncratic volatility in G7 countries," Working Papers 2004-027, Federal Reserve Bank of St. Louis. [Downloadable!]
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. [Downloadable!]
6. Hui Guo & Jason Higbee, 2006. "Market timing with aggregate and idiosyncratic stock volatilities," Working Papers 2005-073, Federal Reserve Bank of St. Louis. [Downloadable!]
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. [Downloadable!]
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. [Downloadable!]
9. Hui Guo & Robert Savickas, 2006. "Understanding stock return predictability," Working Papers 2006-019, Federal Reserve Bank of St. Louis. [Downloadable!]
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. [Downloadable!]
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. [Downloadable!]

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. [Downloadable!]
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. [Downloadable!]
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. [Downloadable!]

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. [Downloadable!]

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. [Downloadable!]
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. [Downloadable!]
3. Hui Guo, 2003. "On the out-of-sample predictability of stock market returns," Working Papers 2002-008, Federal Reserve Bank of St. Louis. [Downloadable!]
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. [Downloadable!]
5. Hui Guo & Robert Savickas, 2003. "Does idiosyncratic risk matter: another look," Working Papers 2003-025, Federal Reserve Bank of St. Louis. [Downloadable!]
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. [Downloadable!]
7. Hui Guo & Robert F. Whitelaw, 2003. "Uncovering the Risk-Return Relation in the Stock Market," NBER Working Papers 9927, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

2002

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

Journal articles

2007

1. Hui Guo, 2007. "Stock market dispersion and unemployment," National Economic Trends, Federal Reserve Bank of St. Louis, issue Feb. [Downloadable!]

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. [Downloadable!] (restricted)
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. [Downloadable!] (restricted)
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. [Downloadable!] (restricted)
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. [Downloadable!] (restricted)
5. Hui Guo, 2006. "Are investors more risk-averse during recessions?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Oct. [Downloadable!]
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. [Downloadable!] (restricted)
7. Hui Guo, 2006. "On the Out-of-Sample Predictability of Stock Market Returns," Journal of Business, University of Chicago Press, vol. 79(2), pages 645-670, March. [Downloadable!]

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. [Downloadable!]
2. Hui Guo, 2005. "Foreign exchange rates are predictable!," National Economic Trends, Federal Reserve Bank of St. Louis, issue Aug. [Downloadable!]
3. Hui Guo & Kevin L. Kliesen, 2005. "Reading inflation expectations from CPI futures," National Economic Trends, Federal Reserve Bank of St. Louis, issue Feb. [Downloadable!]

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. [Downloadable!] (restricted)
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. [Downloadable!]
3. Hui Guo, 2004. "Why do stock prices react to the Fed?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Jul. [Downloadable!]
4. Hui Guo, 2004. "Volatile firms, stable economy," National Economic Trends, Federal Reserve Bank of St. Louis, issue Mar. [Downloadable!]

2003

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

2002

1. Hui Guo, 2002. "Stock market returns, volatility, and future output," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 75-86. [Downloadable!]
2. Hui Guo, 2002. "Expected stock market returns and business investment," National Economic Trends, Federal Reserve Bank of St. Louis, issue Jul. [Downloadable!]
3. Hui Guo, 2002. "Stock market volatility: reading the meter," Monetary Trends, Federal Reserve Bank of St. Louis, issue Mar. [Downloadable!]
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. [Downloadable!]

2001

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

This page was last updated on 2008-9-1.