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Hui Guo

26 works· latest 2015· 5 institutionscluster: provisionalORCID 0000-0001-5889-0374

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Citations2,612

Works here26

Most cited in this library

Uncovering the Risk-Return Relation in the Stock Market2001 · 500 citations
Variable selection and corporate bankruptcy forecasts2014 · 276 citations
Average Idiosyncratic Volatility in G7 Countries2007 · 206 citations
Oil Price Volatility and U.S. Macroeconomic Activity2005 · 190 citations
On the Out‐of‐Sample Predictability of Stock Market Returns*2006 · 165 citations

Works

26 shown

A Better Measure of Institutional Informed Trading

Contemporary Accounting Research·2015·2 authors·Open access

28citations

Variable selection and corporate bankruptcy forecasts

Journal of Banking & Finance·2014·3 authors

276citations

Options-implied variance and future stock returns

Journal of Banking & Finance·2014·2 authors

27citations

Good Jumps, Bad Jumps, and Conditional Equity Premium

SSRN Electronic Journal·2014·3 authors·preprint·Open access

30citations

Time‐Varying Risk–Return Trade‐off in the Stock Market

Journal of money credit and banking·2013·3 authors·Open access

37citations

A Class of Discrete Transformation Survival Models With Application to Default Probability Prediction

Journal of the American Statistical Association·2012·4 authors

On the Relation between EGARCH Idiosyncratic Volatility and Expected Stock Returns

Journal of Financial and Quantitative Analysis·2011·3 authors·Open access

99citations

Accruals and the Conditional Equity Premium

Journal of Accounting Research·2010·2 authors·Open access

33citations

Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns

Journal of Banking & Finance·2010·2 authors·Open access

74citations

Is the Value Premium a Proxy for Time-Varying Investment Opportunities? Some Time-Series Evidence

Journal of Financial and Quantitative Analysis·2009·4 authors

53citations

Average Idiosyncratic Volatility in G7 Countries

Review of Financial Studies·2007·2 authors·Open access

206citations

The Risk‐Return Relation in International Stock Markets

Financial Review·2006·1 author

32citations

International transmission of inflation among G-7 countries: A data-determined VAR analysis

Journal of Banking & Finance·2006·3 authors·Open access

54citations

Oil Price Volatility and U.S. Macroeconomic Activity

ICPSR Data Holdings·2006·2 authors·dataset·Open access

114citations

On the Out‐of‐Sample Predictability of Stock Market Returns*

The Journal of Business·2006·1 author

165citations

Is the Value Premium a Proxy for Time-Varying Investment Opportunities: Some Time Series Evidence

SSRN Electronic Journal·2006·4 authors·preprint·Open access

35citations

Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns

Journal of Business and Economic Statistics·2005·2 authors

158citations

Time-varying risk premia and the cross section of stock returns

Journal of Banking & Finance·2005·1 author

52citations

Oil Price Volatility and U.S. Macroeconomic Activity

·2005·2 authors·Open access

190citations

Limited Stock Market Participation and Asset Prices in a Dynamic Economy

Journal of Financial and Quantitative Analysis·2004·1 author

77citations

Stock prices, firm size, and changes in the federal funds rate target

The Quarterly Review of Economics and Finance·2004·1 author

53citations

Limited Stock Market Participation and Asset Prices in a Dynamic Economy

SSRN Electronic Journal·2003·1 author·preprint·Open access

34citations

On the Out-of-Sample Predictability of Stock Market Returns

·2002·1 author·report·Open access

111citations

Stock Market Returns, Volatility, and Future Output

·2002·1 author·Open access

60citations

Uncovering the Risk-Return Relation in the Stock Market

The Journal of Finance·2001·2 authors·Open access

500citations