オープン アクセスを義務付けられた論文 - Guofu Zhou詳細
一般には非公開: 2 件
Photothermal dual passively driven liquid crystal smart window
W Meng, Y Gao, X Hu, L Tan, L Li, G Zhou, H Yang, J Wang, L Jiang
ACS Applied Materials & Interfaces 14 (24), 28301-28309, 2022
委任: Chinese Academy of Sciences, National Natural Science Foundation of China
The Chinese bond market: Risk, return, and opportunities
L Fan, F Jiang, G Zhou
Journal of Portfolio Management 41 (5), 110, 2015
委任: National Natural Science Foundation of China
一般公開: 23 件
Manager sentiment and stock returns
F Jiang, J Lee, X Martin, G Zhou
Journal of Financial Economics 132 (1), 126-149, 2019
委任: National Natural Science Foundation of China
Market intraday momentum
L Gao, Y Han, SZ Li, G Zhou
Journal of Financial Economics 129 (2), 394-414, 2018
委任: National Natural Science Foundation of China
Investor attention and stock returns
J Chen, G Tang, J Yao, G Zhou
Journal of Financial and Quantitative Analysis 57 (2), 455-484, 2022
委任: National Natural Science Foundation of China
A trend factor: Any economic gains from using information over investment horizons?
Y Han, G Zhou, Y Zhu
Journal of Financial Economics 122 (2), 352-375, 2016
委任: National Natural Science Foundation of China
Scaled PCA: A new approach to dimension reduction
D Huang, F Jiang, K Li, G Tong, G Zhou
Management Science 68 (3), 1678-1695, 2022
委任: National Natural Science Foundation of China
Forecasting corporate bond returns with a large set of predictors: An iterated combination approach
H Lin, C Wu, G Zhou
Management Science 64 (9), 4218-4238, 2018
委任: National Natural Science Foundation of China
Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard‐to‐value fundamentals
A Detzel, H Liu, J Strauss, G Zhou, Y Zhu
Financial management 50 (1), 107-137, 2021
委任: National Natural Science Foundation of China
Modeling non-normality using multivariate t: implications for asset pricing
R Kan, G Zhou
China Finance Review International 7 (1), 2-32, 2017
委任: Social Sciences and Humanities Research Council, Canada
Optimal portfolio choice with estimation risk: No risk-free asset case
R Kan, X Wang, G Zhou
Management Science 68 (3), 2047-2068, 2022
委任: Social Sciences and Humanities Research Council, Canada
Firm characteristics and Chinese stocks
F Jiang, G Tang, G Zhou
Journal of Management Science and Engineering 3 (4), 259-283, 2018
委任: National Natural Science Foundation of China
Stock return asymmetry: Beyond skewness
L Jiang, K Wu, G Zhou, Y Zhu
Journal of Financial and Quantitative Analysis 55 (2), 357-386, 2020
委任: National Natural Science Foundation of China, AXA Research Fund, France
Asymmetry in stock comovements: An entropy approach
L Jiang, K Wu, G Zhou
Journal of Financial and Quantitative Analysis 53 (4), 1479-1507, 2018
委任: National Natural Science Foundation of China, AXA Research Fund, France
Are bond returns predictable with real-time macro data?
D Huang, F Jiang, K Li, G Tong, G Zhou
Journal of Econometrics 237 (2), 105438, 2023
委任: National Natural Science Foundation of China
Employee sentiment and stock returns
J Chen, G Tang, J Yao, G Zhou
Journal of Economic Dynamics and Control 149, 104636, 2023
委任: National Natural Science Foundation of China
Maximizing the Sharpe ratio: A genetic programming approach
Y Liu, G Zhou, Y Zhu
SSRN Electronic Journal. https://doi. org/10.2139/ssrn 3726609, 2020
委任: National Natural Science Foundation of China
Anomalies enhanced: A portfolio rebalancing approach
Y Han, D Huang, G Zhou
Financial Management 50 (2), 371-424, 2021
委任: National Natural Science Foundation of China
Unspanned global macro risks in bond returns
F Zhao, G Zhou, X Zhu
Management Science 67 (12), 7825-7843, 2021
委任: National Natural Science Foundation of China
Firm fundamentals and the cross-section of implied volatility shapes
D Chen, B Guo, G Zhou
Journal of Financial Markets 63, 100771, 2023
委任: National Natural Science Foundation of China
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