#2006-047A "Does Aggregate Relative Risk Aversion Change Countercyclically over Time? Evidence from the Stock Market"
by Hui Guo, Zijun Wang, and Jian Yang
August 2006

#2006-036A "The Relation between Time-Series and Cross-Sectional Effects of Idiosyncratic Variance on Stock Returns in G7 Countries"
by Hui Guo, and Robert Savickas
May 2006

#2006-019B "Understanding Stock Return Predictability"
by Hui Guo, and Robert Savickas
March 2006
Revised October 2006

#2006-007A "Equity Market Volatility and Expected Risk Premium"
by Long Chen, Hui Guo, and Lu Zhang
January 2006

#2006-006A "Investigating the Intertemporal Risk-Return Relation in International Stock Markets with the Component GARCH Model"
by Hui Guo, and Christopher J. Neely
January 2006

PUBLISHED: Economics Letters, May 2008, 99(2), pp. 371-74

#2005-073B "Market Timing with Aggregate and Idiosyncratic Stock Volatilities"
by Hui Guo, and Jason Higbee
December 2005
Revised 2006

FORTHCOMING: Journal of Portfolio Management

#2005-026C "Is the Value Premium a Proxy for Time-Varying Investment Opportunities: Some Time Series Evidence"
by Hui Guo, Robert Savickas, Zijun Wang, and Jian Yang
April 2005
Revised October 2006

FORTHCOMING: Journal of Financial and Quantitative Analysis

#2005-025B "Idiosyncratic Volatility, Economic Fundamentals, and Foreign Exchange Rates"
by Hui Guo, and Robert Savickas
April 2005
Revised May 2006

#2004-029F "Foreign Exchange Volatility is Priced in Equities"
by Hui Guo, Christopher J. Neely, and Jason Higbee
November 2004
Revised June 2007

PUBLISHED: Financial Management, Winter 2008, 37(4), pp. 769-90

#2004-028B "International Transmission of Inflation among G-7 Countries: A Data-Determined VAR Analysis"
by Jian Yang, Hui Guo, and Zijun Wang
November 2004
Revised October 2005

PUBLISHED: Journal of Banking and Finance, October 2006, 30(10), pp. 2681-700