| Year |
Citation |
Score |
| 2020 |
Jiang L, Wu K, Zhou G, Zhu Y. Stock Return Asymmetry: Beyond Skewness Journal of Financial and Quantitative Analysis. 55: 357-386. DOI: 10.2139/Ssrn.2660598 |
0.302 |
|
| 2020 |
Detzel AL, Liu H, Strauss J, Zhou G, Zhu Y. Learning and Predictability via Technical Analysis: Evidence from Bitcoin and Stocks with Hard-to-Value Fundamentals Financial Management. DOI: 10.1111/Fima.12310 |
0.374 |
|
| 2020 |
Jiang L, Wu K, Zhou G, Zhu Y. Stock Return Asymmetry: Beyond Skewness — CORRIGENDUM Journal of Financial and Quantitative Analysis. 55: 707-707. DOI: 10.1017/S0022109019000838 |
0.338 |
|
| 2020 |
Huang D, Li J, Wang L, Zhou G. Time series momentum: Is it there? Journal of Financial Economics. 135: 774-794. DOI: 10.1016/J.Jfineco.2019.08.004 |
0.528 |
|
| 2019 |
Liu F, Tang X, Zhou G. Volatility-Managed Portfolio: Does It Really Work? The Journal of Portfolio Management. 46: 38-51. DOI: 10.3905/Jpm.2019.1.107 |
0.364 |
|
| 2019 |
Jiang F, Lee JA, Martin X, Zhou G. Manager Sentiment and Stock Returns Journal of Financial Economics. 132: 126-149. DOI: 10.2139/Ssrn.2662288 |
0.343 |
|
| 2018 |
Jiang F, Tang G, Zhou G. Firm Characteristics and Chinese Stocks Journal of Management Science. 3: 259-283. DOI: 10.2139/Ssrn.3204753 |
0.372 |
|
| 2018 |
Zhou G. Measuring Investor Sentiment Review of Financial Economics. 10: 239-259. DOI: 10.2139/Ssrn.3051414 |
0.368 |
|
| 2018 |
Jiang L, Wu K, Zhou G. Asymmetry in Stock Comovements: An Entropy Approach Journal of Financial and Quantitative Analysis. 53: 1479-1507. DOI: 10.2139/Ssrn.2487432 |
0.377 |
|
| 2018 |
Lin H, Wu C, Zhou G. Forecasting Corporate Bond Returns with a Large Set of Predictors: An Iterated Combination Approach Management Science. 64: 4218-4238. DOI: 10.1287/Mnsc.2017.2734 |
0.334 |
|
| 2018 |
Gao L, Han Y, Li SZ, Zhou G. Market intraday momentum Journal of Financial Economics. 129: 394-414. DOI: 10.1016/J.Jfineco.2018.05.009 |
0.341 |
|
| 2017 |
Huang D, Zhou G. Upper Bounds on Return Predictability Journal of Financial and Quantitative Analysis. 52: 401-425. DOI: 10.2139/Ssrn.2426447 |
0.53 |
|
| 2017 |
Kan R, Zhou G. Modeling non-normality using multivariate t: implications for asset pricing China Finance Review International. 7: 2-32. DOI: 10.1108/Cfri-10-2016-0114 |
0.337 |
|
| 2016 |
Zhou C, Zhou G, Feng S, Huang D, Zhao X, Wieslander E, Khrustalev K, Yu X, Cheng Z, Wu R, Zou R. Development of a rapid on-site inspection radioxenon processing system and its applications during IFE14 and related activities. Journal of Environmental Radioactivity. 162: 310-318. PMID 27323211 DOI: 10.1016/j.jenvrad.2016.06.003 |
0.36 |
|
| 2016 |
Xie H, Huang D, Zhang S, Hu X, Guo J, Wang Z, Zhou G. Relationships between adiponectin and matrix metalloproteinase-9 (MMP-9) serum levels and postoperative cognitive dysfunction in elderly patients after general anesthesia. Aging Clinical and Experimental Research. PMID 26768000 DOI: 10.1007/s40520-015-0519-9 |
0.343 |
|
| 2016 |
Rapach DE, Ringgenberg MC, Zhou G. Short Interest and Aggregate Stock Returns Journal of Financial Economics. 121: 46-65. DOI: 10.2139/Ssrn.2474930 |
0.351 |
|
| 2016 |
Han Y, Zhou G, Zhu Y. A Trend Factor: Any Economic Gains from Using Information over Investment Horizons? Journal of Financial Economics. 122: 352-375. DOI: 10.2139/Ssrn.2182667 |
0.346 |
|
| 2015 |
Huang D, Jiang F, Tu J, Zhou G. Investor sentiment aligned: : A powerful predictor of stock returns Review of Financial Studies. 28: 791-837. DOI: 10.2139/Ssrn.2311618 |
0.62 |
|
| 2015 |
Zhou G, Zhu Y. Macroeconomic Volatilities and Long-Run Risks of Asset Prices Management Science. 61: 413-430. DOI: 10.1287/Mnsc.2014.1962 |
0.374 |
|
| 2014 |
Zhai W, Zhang J, Yang Y, Ma C, Liu Z, Gao C, Zhou G, Tu J, Shen J, Fu T. Gene expression and genetic analysis reveal diverse causes of recessive self-compatibility in Brassica napus L. Bmc Genomics. 15: 1037. PMID 25432521 DOI: 10.1186/1471-2164-15-1037 |
0.389 |
|
| 2014 |
Fan L, Jiang F, Zhou G. The Chinese Bond Market: Risk, Return, and Opportunities The Journal of Portfolio Management. 41: 110-126. DOI: 10.3905/Jpm.2015.41.5.110 |
0.338 |
|
| 2014 |
Neely CJ, Rapach DE, Tu J, Zhou G. Forecasting the equity risk premium: The role of technical indicators Management Science. 60: 1772-1791. DOI: 10.1287/Mnsc.2013.1838 |
0.528 |
|
| 2013 |
Fan L, Li C, Zhou G. The Supply and Demand Factor in the Bond Market: Implications for Bond Risk and Return The Journal of Fixed Income. 23: 62-81. DOI: 10.3905/Jfi.2013.23.2.062 |
0.362 |
|
| 2013 |
Fan L, Li C, Zhou G. The Supply Factor in the Bond Market: Implications for Bond Risk and Return The Journal of Fixed Income. 23. DOI: 10.3905/1605 |
0.363 |
|
| 2013 |
Rapach DE, Strauss JK, Zhou G. International stock return predictability: What is the role of the united states? Journal of Finance. 68: 1633-1662. DOI: 10.1111/Jofi.12041 |
0.315 |
|
| 2013 |
Olszweski F, Zhou G. Strategy diversification: Combining momentum and carry strategies within a foreign exchange portfolio Journal of Derivatives & Hedge Funds. 19: 311-320. DOI: 10.1057/Jdhf.2013.16 |
0.31 |
|
| 2013 |
Han Y, Yang K, Zhou G. A New Anomaly: The Cross-Sectional Profitability of Technical Analysis Journal of Financial and Quantitative Analysis. 48: 1433-1461. DOI: 10.1017/S0022109013000586 |
0.395 |
|
| 2012 |
Huang DW, Zhang DQ, Zhou GY, Liu SZ, Otieno D, Li YL. [Characteristics of dominant tree species stem sap flow and their relationships with environmental factors in a mixed conifer-broadleaf forest in Dinghushan, Guangdong Province of South China]. Ying Yong Sheng Tai Xue Bao = the Journal of Applied Ecology / Zhongguo Sheng Tai Xue Xue Hui, Zhongguo Ke Xue Yuan Shenyang Ying Yong Sheng Tai Yan Jiu Suo Zhu Ban. 23: 1159-66. PMID 22919822 |
0.371 |
|
| 2012 |
Zhou G, Zhu Y. Volatility Trading: What is the Role of the Long-Run Volatility Component? Journal of Financial and Quantitative Analysis. 47: 273-307. DOI: 10.2139/Ssrn.1596987 |
0.348 |
|
| 2012 |
Rapach DE, Strauss JK, Zhou G. International Stock Return Predictability: What is the Role of the United States? Journal of Finance. 68: 1633-1662. DOI: 10.2139/Ssrn.1508484 |
0.327 |
|
| 2011 |
Chen J, Gao Q, Liu Y, Ge J, Cao X, Luo Y, Huang D, Zhou G, Lin S, Lin J, To CH, Siu AW. Clinical device-related article evaluation of morphology and functions of a foldable capsular vitreous body in the rabbit eye. Journal of Biomedical Materials Research. Part B, Applied Biomaterials. 97: 396-404. PMID 21442743 DOI: 10.1002/jbm.b.31812 |
0.366 |
|
| 2011 |
Kong A, Rapach DE, Strauss JK, Zhou G. Predicting market components out of sample: Asset allocation implications Journal of Portfolio Management. 37: 29-41. DOI: 10.3905/Jpm.2011.37.4.029 |
0.367 |
|
| 2011 |
Tu J, Zhou G. Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies ☆ Journal of Financial Economics. 99: 204-215. DOI: 10.1016/J.Jfineco.2010.08.013 |
0.489 |
|
| 2010 |
Rapach DE, Strauss JK, Zhou G. Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy Review of Financial Studies. 23: 821-862. DOI: 10.2139/Ssrn.1257858 |
0.345 |
|
| 2010 |
Jagannathan R, Schaumburg E, Zhou G. Cross-sectional asset pricing tests Annual Review of Financial Economics. 2: 49-74. DOI: 10.1146/Annurev-Financial-120209-133954 |
0.355 |
|
| 2010 |
Avramov D, Zhou G. Bayesian portfolio analysis Annual Review of Financial Economics. 2: 25-47. DOI: 10.1146/Annurev-Financial-120209-133947 |
0.364 |
|
| 2010 |
Tu J, Zhou G. Incorporating Economic Objectives into Bayesian Priors: Portfolio Choice Under Parameter Uncertainty Journal of Financial and Quantitative Analysis. 45: 959-986. DOI: 10.1017/S0022109010000335 |
0.53 |
|
| 2010 |
Gormley TA, Liu H, Zhou G. Limited Participation and Consumption-Saving Puzzles: A Simple Explanation and the Role of Insurance Journal of Financial Economics. 96: 331-344. DOI: 10.1016/J.Jfineco.2010.01.001 |
0.313 |
|
| 2010 |
Zhou G. How much stock return predictability can we expect from an asset pricing model? Economics Letters. 108: 184-186. DOI: 10.1016/J.Econlet.2010.05.008 |
0.333 |
|
| 2009 |
Chen Y, Tu JH, He YJ, Zhang W, Wang G, Tan ZR, Zhou G, Fan L, Zhou HH. Effect of sodium tanshinone II A sulfonate on the activity of CYP1A2 in healthy volunteers. Xenobiotica; the Fate of Foreign Compounds in Biological Systems. 39: 508-13. PMID 19534587 DOI: 10.1080/00498250902951763 |
0.397 |
|
| 2009 |
He YJ, Zhang W, Chen Y, Guo D, Tu JH, Xu LY, Tan ZR, Chen BL, Li Z, Zhou G, Yu BN, Kirchheiner J, Zhou HH. Rifampicin alters atorvastatin plasma concentration on the basis of SLCO1B1 521T>C polymorphism. Clinica Chimica Acta; International Journal of Clinical Chemistry. 405: 49-52. PMID 19374892 DOI: 10.1016/j.cca.2009.04.003 |
0.386 |
|
| 2009 |
Chen Y, Xiao P, Ou-Yang DS, Fan L, Guo D, Wang YN, Han Y, Tu JH, Zhou G, Huang YF, Zhou HH. Simultaneous action of the flavonoid quercetin on cytochrome P450 (CYP) 1A2, CYP2A6, N-acetyltransferase and xanthine oxidase activity in healthy volunteers. Clinical and Experimental Pharmacology & Physiology. 36: 828-33. PMID 19215233 DOI: 10.1111/j.1440-1681.2009.05158.x |
0.387 |
|
| 2009 |
Zhou G. Beyond Black–Litterman: Letting the Data Speak The Journal of Portfolio Management. 36: 36-45. DOI: 10.3905/Jpm.2009.36.1.036 |
0.315 |
|
| 2009 |
Zhu Y, Zhou G. Technical analysis: An asset allocation perspective on the use of moving averages Journal of Financial Economics. 92: 519-544. DOI: 10.1016/J.Jfineco.2008.07.002 |
0.377 |
|
| 2009 |
Fabozzi FJ, Huang D, Zhou G. Robust portfolios: contributions from operations research and finance Annals of Operations Research. 176: 191-220. DOI: 10.1007/S10479-009-0515-6 |
0.49 |
|
| 2007 |
Hu YF, Tu JH, Tan ZR, Liu ZQ, Zhou G, He J, Wang D, Zhou HH. Association of CYP3A4*18B polymorphisms with the pharmacokinetics of cyclosporine in healthy subjects. Xenobiotica; the Fate of Foreign Compounds in Biological Systems. 37: 315-27. PMID 17624028 DOI: 10.1080/00498250601149206 |
0.386 |
|
| 2007 |
Hong Y, Tu J, Zhou G. Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation Review of Financial Studies. 20: 1547-1581. DOI: 10.1093/Rfs/Hhl037 |
0.541 |
|
| 2007 |
Kan R, Zhou G. Optimal Portfolio Choice with Parameter Uncertainty Journal of Financial and Quantitative Analysis. 42: 621-656. DOI: 10.1017/S0022109000004129 |
0.308 |
|
| 2006 |
Hu YF, Qiu W, Liu ZQ, Zhu LJ, Liu ZQ, Tu JH, Wang D, Li Z, He J, Zhong GP, Zhou G, Zhou HH. Effects of genetic polymorphisms of CYP3A4, CYP3A5 and MDR1 on cyclosporine pharmacokinetics after renal transplantation. Clinical and Experimental Pharmacology & Physiology. 33: 1093-8. PMID 17042920 DOI: 10.1111/j.1440-1681.2006.04492.x |
0.393 |
|
| 2006 |
Chou PH, Li WS, Zhou G. Portfolio optimization under asset pricing anomalies Japan and the World Economy. 18: 121-142. DOI: 10.1016/J.Japwor.2004.08.002 |
0.394 |
|
| 2004 |
Tu J, Zhou G. Data-generating process uncertainty: What difference does it make in portfolio decisions? Journal of Financial Economics. 72: 385-421. DOI: 10.1016/J.Jfineco.2003.05.003 |
0.503 |
|
| 2002 |
Fields RR, Zhou G, Huang D, Davis JR, Möller C, Jacobson SG, Kimberling WJ, Sumegi J. Usher syndrome type III: revised genomic structure of the USH3 gene and identification of novel mutations. American Journal of Human Genetics. 71: 607-17. PMID 12145752 DOI: 10.1086/342098 |
0.355 |
|
| 1999 |
Kan R, Zhou G. A critique of the stochastic discount factor methodology Journal of Finance. 54: 1221-1248. DOI: 10.1111/0022-1082.00145 |
0.327 |
|
| 1999 |
Zhou G. Security factors as linear combinations of economic variables Journal of Financial Markets. 2: 403-432. DOI: 10.1016/S1386-4181(99)00008-7 |
0.329 |
|
| 1999 |
Velu R, Zhou G. Testing multi-beta asset pricing models Journal of Empirical Finance. 6: 219-241. DOI: 10.1016/S0927-5398(99)00002-X |
0.331 |
|
| 1996 |
Lamoureux CG, Zhou G. Temporary components of stock returns: What do the data tell us? Review of Financial Studies. 9: 1033-1059. DOI: 10.1093/Rfs/9.4.1033 |
0.329 |
|
| 1996 |
Geweke J, Zhou G. Measuring the Pricing Error of the Arbitrage Pricing Theory Review of Financial Studies. 9: 557-587. DOI: 10.1093/Rfs/9.2.557 |
0.355 |
|
| 1995 |
Zhou G. Small sample rank tests with applications to asset pricing Journal of Empirical Finance. 2: 71-93. DOI: 10.1016/0927-5398(94)00011-5 |
0.352 |
|
| 1994 |
Harvey CR, Solnik B, Zhou G. What Determines Expected International Asset Returns National Bureau of Economic Research. DOI: 10.3386/W4660 |
0.362 |
|
| 1994 |
Zhou G. Analytical GMM Tests: Asset Pricing with Time-Varying Risk Premiums Review of Financial Studies. 7: 687-709. DOI: 10.1093/Rfs/7.4.687 |
0.355 |
|
| 1993 |
Zhou G. Asset‐pricing Tests under Alternative Distributions Journal of Finance. 48: 1927-1942. DOI: 10.1111/J.1540-6261.1993.Tb05134.X |
0.31 |
|
| 1993 |
Harvey CR, Zhou G. International asset pricing with alternative distributional specifications Journal of Empirical Finance. 1: 107-131. DOI: 10.1016/0927-5398(93)90007-E |
0.326 |
|
| 1991 |
Zhou G. Small sample tests of portfolio efficiency Journal of Financial Economics. 30: 165-191. DOI: 10.1016/0304-405X(91)90041-H |
0.325 |
|
| 1990 |
Harvey CR, Zhou G. Bayesian inference in asset pricing tests Journal of Financial Economics. 26: 221-254. DOI: 10.1016/0304-405X(90)90004-J |
0.328 |
|
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