Guofu Zhou, : rechercher sur Z-Library

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1

Market intraday momentum

Gao, Lei, Han, Yufeng, Zhengzi Li, Sophia, Zhou, Guofu

Journal:

Journal of Financial Economics

Année:

2018

Langue:

english

Fichier:

PDF, 3.15 MB

english, 2018

2

Measuring Investor Sentiment

Journal:

Annual Review of Financial Economics

Année:

2018

Langue:

english

Fichier:

PDF, 358 KB

english, 2018

3

Time series momentum: Is it there?

Huang, Dashan, Li, Jiangyuan, Wang, Liyao, Zhou, Guofu

Journal:

Journal of Financial Economics

Année:

2019

Langue:

english

Fichier:

PDF, 3.79 MB

english, 2019

4

Bitcoin: Predictability and Profitability via Technical Analysis

Detzel, Andrew L., Liu, Hong, Strauss, Jack, Zhou, Guofu, Zhu, Yingzi

Journal:

SSRN Electronic Journal

Année:

2018

Langue:

english

Fichier:

PDF, 1.56 MB

english, 2018

5

Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies

Jun Tu, Guofu Zhou

Journal:

Journal of Financial Economics

Année:

2011

Langue:

english

Fichier:

PDF, 360 KB

english, 2011

6

Forecasting the Equity Risk Premium: The Role of Technical Indicators

Neely, Christopher J., Rapach, David E., Tu, Jun, Zhou, Guofu

Journal:

Management Science

Année:

2014

Langue:

english

Fichier:

PDF, 463 KB

english, 2014

7

Taming Momentum Crashes: A Simple Stop-Loss Strategy

Han, Yufeng, Zhou, Guofu

Journal:

SSRN Electronic Journal

Année:

2014

Langue:

english

Fichier:

PDF, 486 KB

english, 2014

8

Studies on the critical temperature of thermal explosion for 3-Nitro-1,2,4-triazol-5-one (NTO) and its salts

Xie Yi, Hu Rongzu, Yang Chaoqing, Feng Guofu, Zhou Jihua

Journal:

Propellants, Explosives, Pyrotechnics

Année:

1992

Langue:

english

Fichier:

PDF, 408 KB

english, 1992

9

A New Anomaly: The Cross-Sectional Profitability of Technical Analysis

Han, Yufeng, Yang, Ke, Zhou, Guofu

Journal:

Journal of Financial and Quantitative Analysis

Année:

2013

Langue:

english

Fichier:

PDF, 173 KB

english, 2013

10

Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy

David E. Rapach, Jack K. Strauss and Guofu Zhou

Journal:

Review of Financial Studies

Année:

2010

Langue:

english

Fichier:

PDF, 3.24 MB

english, 2010

11

Manager Sentiment and Stock Returns

Jiang, Fuwei, Lee, Joshua, Martin, Xiumin, Zhou, Guofu

Journal:

Journal of Financial Economics

Année:

2018

Langue:

english

Fichier:

PDF, 3.00 MB

english, 2018

12

Technical analysis: An asset allocation perspective on the use of moving averages

Yingzi Zhu, Guofu Zhou

Journal:

Journal of Financial Economics

Année:

2009

Langue:

english

Fichier:

PDF, 599 KB

english, 2009

13

Short interest and aggregate stock returns

Rapach, David E., Ringgenberg, Matthew C., Zhou, Guofu

Journal:

Journal of Financial Economics

Année:

2016

Langue:

english

Fichier:

PDF, 788 KB

english, 2016

14

A trend factor: Any economic gains from using information over investment horizons?

Han, Yufeng, Zhou, Guofu, Zhu, Yingzi

Journal:

Journal of Financial Economics

Année:

2016

Langue:

english

Fichier:

PDF, 3.18 MB

english, 2016

15

Time-Series and Cross-Sectional Stock Return Forecasting: New Machine Learning Methods

Rapach, David, Zhou, Guofu

Journal:

SSRN Electronic Journal

Année:

2019

Langue:

english

Fichier:

PDF, 793 KB

english, 2019

16

International Stock Return Predictability: What Is the Role of the United States?

RAPACH, DAVID E., STRAUSS, JACK K., ZHOU, GUOFU

Journal:

The Journal of Finance

Année:

2013

Langue:

english

Fichier:

PDF, 495 KB

english, 2013

17

On the Fundamental Law of Active Portfolio Management

Journal:

The Journal of Portfolio Management

Année:

2008

Langue:

english

Fichier:

PDF, 90 KB

english, 2008

18

[IEEE International Conference on Information Acquisition, 2004. - Hefei, China (June 21-25,2004)] International Conference on Information Acquisition, 2004. Proceedings. - An investigation of digital filter technology on ABS wheel speed signal

Guofu Liu,, Qi Zhang,, Yueke Wang,, Tingting Zhou,

Année:

2004

Langue:

english

Fichier:

PDF, 598 KB

english, 2004

19

Optimal Portfolio Choice with Parameter Uncertainty

Kan, Raymond, Zhou, Guofu

Journal:

Journal of Financial and Quantitative Analysis

Année:

2007

Langue:

english

Fichier:

PDF, 352 KB

english, 2007

20

Fama–MacBeth two-pass regressions: Improving risk premia estimates

Bai, Jushan, Zhou, Guofu

Journal:

Finance Research Letters

Année:

2015

Langue:

english

Fichier:

PDF, 378 KB

english, 2015

21

Beyond Black–Litterman: Letting the Data Speak

Journal:

The Journal of Portfolio Management

Année:

2009

Langue:

english

Fichier:

PDF, 267 KB

english, 2009

22

Self-control mediates the relationship between personality trait and impulsivity

Mao, Tianxin, Pan, Weigang, Zhu, Yingying, Yang, Jian, Dong, Qiaoling, Zhou, Guofu

Journal:

Personality and Individual Differences

Année:

2018

Langue:

english

Fichier:

PDF, 247 KB

english, 2018

23

Cell thickness dependence of electrically tunable infrared reflectors based on polymer stabilized cholesteric liquid crystals; 厚度依赖的聚合物稳定胆甾相液晶的电控红外反射器件;

Hu, Xiaowen, de Haan, Laurens T., Khandelwal, Hitesh, Schenning, Albertus P. H. J., Nian, Li, Zhou, Guofu

Journal:

Science China Materials

Année:

2018

Langue:

english

Fichier:

PDF, 1.03 MB

english, 2018

24

Improving Electrophoretic Particle Motion Control in Electrophoretic Displays by Eliminating the Fringing Effect via Driving Waveform Design

Shen, Shitao, Gong, Yingxin, Jin, Mingliang, Yan, Zhibin, Xu, Chang, Yi, Zichuan, Zhou, Guofu, Shui, Lingling

Journal:

Année:

2018

Langue:

english

Fichier:

PDF, 2.08 MB

english, 2018

25

Monolithic Perovskite/Silicon-Heterojunction Tandem Solar Cells with Open-Circuit Voltage of over 1.8 V

Hou, Fuhua, Yan, Lingling, Shi, Biao, Chen, Junfan, Zhu, Shijie, Ren, Qianshang, An, Shichong, Zhou, Zhongxin, Ren, Huizhi, Wei, Changchun, Huang, Qian, Hou, Guofu, Chen, Xinliang, Li, Yuelong, Ding,

Journal:

ACS Applied Energy Materials

Année:

2019

Langue:

english

Fichier:

PDF, 2.07 MB

english, 2019

26

Stock Return Asymmetry: Beyond Skewness

Jiang, Lei, Wu, Ke, Zhou, Guofu, Zhu, Yifeng

Journal:

Journal of Financial and Quantitative Analysis

Année:

2019

Langue:

english

Fichier:

PDF, 453 KB

english, 2019

27

On the Rate of Convergence of Discrete-Time Contingent Claims

Steve Heston, Guofu Zhou

Journal:

Mathematical Finance

Année:

2000

Langue:

english

Fichier:

PDF, 241 KB

english, 2000

28

Estimating and testing beta pricing models: Alternative methods and their performance in simulations

Jay Shanken, Guofu Zhou

Journal:

Journal of Financial Economics

Année:

2007

Langue:

english

Fichier:

PDF, 415 KB

english, 2007

29

Trend Factor: A New Determinant of Cross-Section Stock Returns

Han, Yufeng, Zhou, Guofu

Journal:

SSRN Electronic Journal

Année:

2012

Langue:

english

Fichier:

PDF, 401 KB

english, 2012

30

Twin Momentum

Huang, Dashan, Zhang, Huacheng, Zhou, Guofu

Journal:

SSRN Electronic Journal

Année:

2017

Langue:

english

Fichier:

PDF, 540 KB

english, 2017

31

36‐4: Full Color Active Matrix Video E‐Paper

Henzen, Alex, Zhou, Guofu, Guo, Yuanyuan, Dou, Yingying, Jiang, Hongwei, Yang, Guisong, Tang, Biao

Journal:

SID Symposium Digest of Technical Papers

Année:

2019

Langue:

english

Fichier:

PDF, 1.85 MB

english, 2019

32

The Effects of Competition and Entry in Multi-sided Markets

Tan, Guofu, Zhou, Junjie

Journal:

Review of Economic Studies

Année:

2020

Fichier:

PDF, 440 KB

2020

33

Volatility Trading: What Is the Role of the Long-Run Volatility Component?

Zhou, Guofu, Zhu, Yingzi

Journal:

Journal of Financial and Quantitative Analysis

Année:

2012

Langue:

english

Fichier:

PDF, 207 KB

english, 2012

34

Data-generating process uncertainty: What difference does it make in portfolio decisions?

Jun Tu, Guofu Zhou

Journal:

Journal of Financial Economics

Année:

2004

Langue:

english

Fichier:

PDF, 404 KB

english, 2004

35

How much stock return predictability can we expect from an asset pricing model?

Journal:

Economics Letters

Année:

2010

Langue:

english

Fichier:

PDF, 155 KB

english, 2010

36

Is the Recent Financial Crisis Really a "Once-in-a-Century" Event?

Guofu Zhou and Yingzi Zhu

Journal:

Financial Analysts Journal

Année:

2010

Langue:

english

Fichier:

PDF, 610 KB

english, 2010

37

Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice under Parameter Uncertainty

Tu, Jun, Zhou, Guofu

Journal:

Journal of Financial and Quantitative Analysis

Année:

2010

Langue:

english

Fichier:

PDF, 206 KB

english, 2010

38

On the Fundamental Law of Active Portfolio Management: How to Make Conditional Investments Unconditionally Optimal

Journal:

The Journal of Portfolio Management

Année:

2008

Langue:

english

Fichier:

PDF, 155 KB

english, 2008

39

Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy

Rapach, David E., Strauss, Jack K., Zhou, Guofu

Journal:

Review of Financial Studies

Année:

2010

Langue:

english

Fichier:

PDF, 679 KB

english, 2010

40

The Supply and Demand Factor in the Bond Market: Implications for Bond Risk and Return

Fan, Longzhen, Li, Canlin, Zhou, Guofu

Journal:

The Journal of Fixed Income

Année:

2013

Langue:

english

Fichier:

PDF, 1.04 MB

english, 2013

41

Predicting Market Components Out of Sample: Asset Allocation Implications

Kong, Aiguo, Rapach, David E, Strauss, Jack K, Zhou, Guofu

Journal:

The Journal of Portfolio Management

Année:

2011

Langue:

english

Fichier:

PDF, 1.19 MB

english, 2011

42

SPIE Proceedings [SPIE Applied Optics and Photonics China (AOPC2015) - Beijing, China (Tuesday 5 May 2015)] AOPC 2015: Advanced Display Technology; and Micro/Nano Optical Imaging Technologies and Applications - An improved driving waveform reference grayscale of electrophoretic displays

Lee, Byoungho, Su, Yikai, Gu, Min, Yuan, Xiaocong, Jaque, Daniel, Wang, Li, Yi, Zichuan, Peng, Bao, Zhou, Guofu

Année:

2015

Langue:

english

Fichier:

PDF, 324 KB

english, 2015

43

Asset allocation: can technical analysis add value?

Zhou, Guofu, Zhu, Yingzi, Qiang, Sheng

Journal:

International Journal of Portfolio Analysis and Management

Année:

2012

Langue:

english

Fichier:

PDF, 230 KB

english, 2012

44

[IEEE 2016 IEEE 62nd IEEE Holm Conference on Electrical Contacts (Holm) - Clearwater Beach, FL, USA (2016.10.9-2016.10.12)] 2016 IEEE 62nd Holm Conference on Electrical Contacts (Holm) - Over-current performance of movable springs of a latched-type relay used in Watt-hour meters

Zhou, Xue, Li, Qingnan, Zhai, Guofu, Chen, Liwen

Année:

2016

Fichier:

PDF, 368 KB

2016

45

Strategy diversification: Combining momentum and carry strategies within a foreign exchange portfolio

Olszweski, Francis, Zhou, Guofu

Journal:

Journal of Derivatives & Hedge Funds

Année:

2013

Langue:

english

Fichier:

PDF, 553 KB

english, 2013

46

Upper Bounds on Return Predictability

Huang, Dashan, Zhou, Guofu

Journal:

Journal of Financial and Quantitative Analysis

Année:

2017

Langue:

english

Fichier:

PDF, 367 KB

english, 2017

47

38-1: Invited Paper : Recent Progress in Video Electronic Paper Displays based on Electro-fluidic Technology

Deng, Yong, Tang, Biao, Henzen, Alexander Victor, Zhou, Guofu G.F.

Journal:

SID Symposium Digest of Technical Papers

Année:

2017

Langue:

english

Fichier:

PDF, 996 KB

english, 2017

48

Mimicking a Dog’s Nose: Scrolling Graphene Nanosheets

Chen, Zhuo, Wang, Jinrong, Pan, Douxing, Wang, Yao, Noetzel, Richard, Li, Hao, Xie, Peng, Pei, Wenle, Umar, Ahmad, Jiang, Lei, Li, Nan, Rooij, Nicolaas Frans de, Zhou, Guofu

Journal:

Année:

2018

Langue:

english

Fichier:

PDF, 7.89 MB

english, 2018

49

Dynamic simulation of bistable electrofluidic device based on a combined design of electrode and wettability patterning

Zhao, Qing, Tang, Biao, Bai, Pengfei, Zhou, Rui, Li, Hui, Li, Fahong, Groenewold, Jan, Zhou, Guofu

Journal:

Journal of the Society for Information Display

Année:

2018

Langue:

english

Fichier:

PDF, 858 KB

english, 2018

50

Synthesis and application of an alkylated pyrazole-based azo dye for electrofluidic display

Deng, Yong, Jiang, Hongwei, Ye, Dechao, Zhou, Rui, Li, Hui, Tang, Biao, Jin, Mingliang, Li, Nan, Guo, Yuanyuan, Zhou, Guofu

Journal:

Journal of the Society for Information Display

Année:

2018

Langue:

english

Fichier:

PDF, 683 KB

english, 2018