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Hui Guo

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Personal Details

First Name: Hui
Middle Name:
Last Name: Guo
Suffix:

RePEc Short-ID: pgu113

Email:
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
Phone:

Affiliation

Department of Finance - Real Estate
College of Business
University of Cincinnati
Location: Cincinnati, Ohio (United States)
Homepage: http://www.business.uc.edu/departments/finance
Email:
Phone: (513) 556-7070
Fax: (513) 556-0979
Postal: 402 Carl H. Lindner Hall, 2925 Campus Green Drive, PO Box 210195, Cincinnati, Ohio 45221-0195
Handle: RePEc:edi:dfrucus (more details at EDIRC)

Works

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Working papers

  1. Hui Guo & Robert Savickas, 2006. "Understanding stock return predictability," Working Papers 2006-019, Federal Reserve Bank of St. Louis.
  2. 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.
  3. 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.
  4. Hui Guo, 2006. "On the risk-return relation in international stock markets," Working Papers 2003-012, Federal Reserve Bank of St. Louis.
  5. Hui Guo & Robert Savickas, 2006. "Aggregate idiosyncratic volatility in G7 countries," Working Papers 2004-027, Federal Reserve Bank of St. Louis.
  6. Long Chen & Hui Guo & Lu Zhang, 2006. "Equity market volatility and expected risk premium," Working Papers 2006-007, Federal Reserve Bank of St. Louis.
  7. Hui Guo & Robert Savickas, 2006. "Idiosyncratic volatility, economic fundamentals, and foreign exchange rates," Working Papers 2005-025, Federal Reserve Bank of St. Louis.
  8. Hui Guo & Jason Higbee, 2006. "Market timing with aggregate and idiosyncratic stock volatilities," Working Papers 2005-073, Federal Reserve Bank of St. Louis.
  9. 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.
  10. 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.
  11. 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.
  12. Hui Guo & Robert Savickas, 2005. "Idiosyncratic volatility, stock market volatility, and expected stock returns," Working Papers 2003-028, Federal Reserve Bank of St. Louis.
  13. Hui Guo & Robert Whitelaw, 2005. "Uncovering the risk-return relation in the stock market," Working Papers 2001-001, Federal Reserve Bank of St. Louis.
  14. Hui Guo, 2005. "Time-varying risk premia and the cross section of stock returns," Working Papers 2002-013, Federal Reserve Bank of St. Louis.
  15. 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.
  16. Hui Guo & Robert Savickas, 2003. "On the cross section of conditionally expected stock returns," Working Papers 2003-043, Federal Reserve Bank of St. Louis.
  17. Hui Guo, 2003. "On the out-of-sample predictability of stock market returns," Working Papers 2002-008, Federal Reserve Bank of St. Louis.
  18. 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.
  19. Hui Guo, 2003. "Limited stock market participation and asset prices in a dynamic economy," Working Papers 2000-031, Federal Reserve Bank of St. Louis.
  20. Hui Guo & Robert Savickas, 2003. "Does idiosyncratic risk matter: another look," Working Papers 2003-025, Federal Reserve Bank of St. Louis.
  21. Hui Guo, 2003. "On the real-time forecasting ability of the consumption-wealth ratio," Working Papers 2003-007, Federal Reserve Bank of St. Louis.
  22. Hui Guo, 2002. "Understanding the risk-return tradeoff in the stock market," Working Papers 2002-001, Federal Reserve Bank of St. Louis.

Articles

  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.
  2. Hui Guo & Xiaowen Jiang, 2011. "Accruals and the Conditional Equity Premium," Journal of Accounting Research, Wiley Blackwell, vol. 49(1), pages 187-221, 03.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  7. Guo, Hui & Savickas, Robert, 2008. "Forecasting foreign exchange rates using idiosyncratic volatility," Journal of Banking & Finance, Elsevier, vol. 32(7), pages 1322-1332, July.
  8. 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.
  9. 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.
  10. 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.
  11. Hui Guo, 2007. "Higher risk does bring higher returns in stock markets worldwide," International Economic Trends, Federal Reserve Bank of St. Louis, issue Aug.
  12. Hui Guo, 2007. "Stock market dispersion and unemployment," National Economic Trends, Federal Reserve Bank of St. Louis, issue Feb.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. Hui Guo, 2006. "Are investors more risk-averse during recessions?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Oct.
  18. Hui Guo, 2006. "The Risk-Return Relation in International Stock Markets," The Financial Review, Eastern Finance Association, vol. 41(4), pages 565-587, November.
  19. 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.
  20. 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.
  21. Hui Guo, 2005. "Foreign exchange rates are predictable!," National Economic Trends, Federal Reserve Bank of St. Louis, issue Aug.
  22. Hui Guo & Kevin L. Kliesen, 2005. "Reading inflation expectations from CPI futures," National Economic Trends, Federal Reserve Bank of St. Louis, issue Feb.
  23. 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.
  24. Hui Guo, 2004. "Volatile firms, stable economy," National Economic Trends, Federal Reserve Bank of St. Louis, issue Mar.
  25. Hui Guo, 2004. "Why do stock prices react to the Fed?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Jul.
  26. 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.
  27. Hui Guo, 2004. "A rational pricing explanation for the failure of CAPM," Review, Federal Reserve Bank of St. Louis, issue May, pages 23-34.
  28. Hui Guo, 2003. "Does stock market volatility forecast returns?," Monetary Trends, Federal Reserve Bank of St. Louis, issue Feb.
  29. Hui Guo, 2003. "The less volatile U.S. economy," National Economic Trends, Federal Reserve Bank of St. Louis, issue Oct.
  30. Hui Guo, 2002. "Expected stock market returns and business investment," National Economic Trends, Federal Reserve Bank of St. Louis, issue Jul.
  31. Hui Guo, 2002. "Stock market returns, volatility, and future output," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 75-86.
  32. Hui Guo, 2002. "Stock market volatility: reading the meter," Monetary Trends, Federal Reserve Bank of St. Louis, issue Mar.
  33. 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.
  34. Hui Guo, 2001. "Stockholding is still highly concentrated," National Economic Trends, Federal Reserve Bank of St. Louis, issue Jun.
  35. Hui Guo, 2001. "A simple model of limited stock market participation," Review, Federal Reserve Bank of St. Louis, issue May, pages 37-47.

NEP Fields

17 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (7) 2005-05-23 2005-09-29 2006-01-01 2006-03-18 2006-03-18 2006-04-29 2006-09-16. Author is listed
  2. NEP-CFN: Corporate Finance (3) 2003-08-24 2006-03-18 2006-04-29
  3. NEP-ETS: Econometric Time Series (5) 2003-10-28 2005-09-29 2006-03-18 2006-03-18 2006-04-29. Author is listed
  4. NEP-FIN: Finance (10) 2002-06-13 2002-06-13 2002-10-18 2003-08-24 2003-10-28 2004-02-29 2005-05-23 2005-05-23 2006-01-01 2006-03-18. Author is listed
  5. NEP-FMK: Financial Markets (13) 2002-06-13 2002-10-18 2003-08-24 2004-02-29 2005-06-14 2005-06-14 2005-09-29 2006-01-01 2006-03-18 2006-03-18 2006-04-29 2006-07-09 2006-09-16. Author is listed
  6. NEP-FOR: Forecasting (2) 2005-09-29 2006-04-29
  7. NEP-IFN: International Finance (1) 2005-06-14
  8. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2006-09-16
  9. NEP-MAC: Macroeconomics (3) 2005-05-23 2005-05-23 2006-09-16
  10. NEP-MON: Monetary Economics (1) 2005-05-23
  11. NEP-RMG: Risk Management (8) 2002-10-18 2003-08-24 2003-10-28 2005-05-23 2006-03-18 2006-03-18 2006-04-29 2006-09-16. Author is listed
  12. NEP-UPT: Utility Models & Prospect Theory (1) 2006-09-16

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