Guofu Zhou

South China Normal University — China

Economics, Econometrics and Finance · Social Sciences

53h-index16.2kcitations295works3.62yr avg
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Research Topics

Financial Markets and Investment Strategies(202), Monetary Policy and Economic Impact(72), Stock Market Forecasting Methods(60), Market Dynamics and Volatility(55), Financial Risk and Volatility Modeling(52)

Publications295 total

Systematic Momentum: A New Class of Price Patterns
Management Science·2025
Anomalies as New Hedge Fund Factors
Journal of Financial and Quantitative Analysis·2025Open Access
Do Option Characteristics Predict the Underlying Stock Returns in the Cross-Section?
Management Science·2025· 2 cited
Interpretable Factors of Firm Characteristics
arXiv (Cornell University)·2025Open Access
International corporate bond returns: Uncovering predictability using machine learning
Journal of Financial Markets·2025· 1 citedOpen Access
Insomnia and emotional dysfunction: Altered brain network connectivity across sleep and wakefulness states
Sleep Medicine·2025· 4 cited
ChatGPT and Deepseek: Can They Predict the Stock Market and Macroeconomy?
arXiv (Cornell University)·2025· 5 citedOpen Access
Commodity Inflation Risk: Explaining Commodity Returns and Predicting Equity Premium
SSRN Electronic Journal·2025Open Access
Equity Risk Premium Prediction: Return Decomposition and Noise Shrinkage
SSRN Electronic Journal·2025Open Access
Data-mined Anomalies and the Expected Market Return
SSRN Electronic Journal·2025Open Access
From Red to Blue: The Long-Run Inversion of Political Cycles and Stock Market Returns Over 153 Years 
SSRN Electronic Journal·2025Open Access
Anomalies and Links to Market Return Predictability: Supranational Evidence Based on New Market Efficiency Measures
SSRN Electronic Journal·2025· 2 citedOpen Access
Equity Risk Premium Predictability: Insights from Return Decomposition and Forecast Combination
SSRN Electronic Journal·2025Open Access
Investor Sentiment and Asset Returns: Actions Speak Louder than Words
The Journal of Portfolio Management·2024· 1 cited
Which proxy: Capturing lottery feature through aggregation
Financial Management·2024· 5 cited
Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA
Journal of Empirical Finance·2024· 6 cited
Cross-sectional expected returns: new Fama–MacBeth regressions in the era of machine learning
European Finance Review·2024· 38 cited
Technical Analysis in the Stock Market: A Review
WORLD SCIENTIFIC eBooks·2024
Asset Pricing: Cross-Section Predictability
Oxford Research Encyclopedia of Economics and Finance·2024· 2 cited
Trend Factor in China: The Role of Large Individual Trading
The Review of Asset Pricing Studies·2024· 31 cited
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Frequent Co-authors

David E. Rapach(11), Jun Tu(8), Jack Strauss(6), Raymond Kan(6), Dashan Huang(5), Fuwei Jiang(4), Yufeng Han(4), Yingzi Zhu(3), Campbell R. Harvey(3), Christopher J. Neely(2), Guohao Tang(2), Jay Shanken(2), Joshua Lee(1), Xiumin Martin(1), Matthew C. Ringgenberg(1), John Geweke(1), Yongmiao Hong(1), Jian Chen(1), Jiaquan Yao(1), Frank J. Fabozzi(1)