Out-of-sample equity premium prediction: Combination forecasts and links to the real economy DE Rapach, JK Strauss, G Zhou The Review of Financial Studies 23 (2), 821-862, 2010 | 1652 | 2010 |
Forecasting the equity risk premium: the role of technical indicators CJ Neely, DE Rapach, J Tu, G Zhou Management science 60 (7), 1772-1791, 2014 | 1049 | 2014 |
Investor sentiment aligned: A powerful predictor of stock returns D Huang, F Jiang, J Tu, G Zhou The Review of Financial Studies 28 (3), 791-837, 2015 | 1046 | 2015 |
Optimal portfolio choice with parameter uncertainty R Kan, G Zhou Journal of Financial and Quantitative Analysis 42 (3), 621-656, 2007 | 833 | 2007 |
International stock return predictability: What is the role of the United States? DE Rapach, JK Strauss, G Zhou The Journal of Finance 68 (4), 1633-1662, 2013 | 797 | 2013 |
Forecasting stock returns D Rapach, G Zhou Handbook of economic forecasting 2, 328-383, 2013 | 777 | 2013 |
Measuring the pricing error of the arbitrage pricing theory J Geweke, G Zhou The review of financial studies 9 (2), 557-587, 1996 | 579 | 1996 |
Manager sentiment and stock returns F Jiang, J Lee, X Martin, G Zhou Journal of Financial Economics 132 (1), 126-149, 2019 | 577 | 2019 |
Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies J Tu, G Zhou Journal of Financial Economics 99 (1), 204-215, 2011 | 574 | 2011 |
Short interest and aggregate stock returns DE Rapach, MC Ringgenberg, G Zhou Journal of Financial Economics 121 (1), 46-65, 2016 | 552 | 2016 |
Asymmetries in stock returns: Statistical tests and economic evaluation Y Hong, J Tu, G Zhou The Review of Financial Studies 20 (5), 1547-1581, 2007 | 504 | 2007 |
Technical analysis: An asset allocation perspective on the use of moving averages Y Zhu, G Zhou Journal of financial economics 92 (3), 519-544, 2009 | 405 | 2009 |
Estimating and testing beta pricing models: Alternative methods and their performance in simulations J Shanken, G Zhou Journal of Financial Economics 84 (1), 40-86, 2007 | 365 | 2007 |
A new anomaly: The cross-sectional profitability of technical analysis Y Han, K Yang, G Zhou Journal of Financial and Quantitative Analysis 48 (5), 1433-1461, 2013 | 324 | 2013 |
Robust portfolios: contributions from operations research and finance FJ Fabozzi, D Huang, G Zhou Annals of operations research 176, 191-220, 2010 | 308 | 2010 |
Tests of mean-variance spanning R Kan, GF Zhou AFA 2001 New Orleans Meetings, OLIN Working Paper, 2008 | 261 | 2008 |
Asset‐pricing tests under alternative distributions G Zhou The Journal of Finance 48 (5), 1927-1942, 1993 | 244 | 1993 |
Market intraday momentum L Gao, Y Han, SZ Li, G Zhou Journal of Financial Economics 129 (2), 394-414, 2018 | 234 | 2018 |
On the rate of convergence of discrete‐time contingent claims S Heston, G Zhou Mathematical finance 10 (1), 53-75, 2000 | 229 | 2000 |
Measuring investor sentiment G Zhou Annual Review of Financial Economics 10 (1), 239-259, 2018 | 206 | 2018 |