#2004-027C "Aggregate Idiosyncratic Volatility in G7 Countries"
by Hui Guo, and Robert Savickas
November 2004
Revised January 2007

FORTHCOMING: Review of Financial Studies

#2003-043A "On the Cross Section of Conditionally Expected Stock Returns"
by Hui Guo, and Robert Savickas
December 2003

#2003-028B "Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns"
by Hui Guo, and Robert Savickas
September 2003
Revised July 2005

PUBLISHED: Journal of Business and Economic Statistics, January 2006, 24(1), pp. 43-56

#2003-025A "Does Idiosyncratic Risk Matter: Another Look"
by Hui Guo, and Robert Savickas
August 2003

#2003-012C "On the Risk-Return Relation in International Stock Markets"
by Hui Guo
May 2003
Revised May 2006

PUBLISHED: Financial Review, November 2006, 41(4), pp. 565-87

#2003-007B "On the Real-Time Forecasting Ability of the Consumption-Wealth Ratio"
by Hui Guo
April 2003
Revised October 2003

#2002-013C "Time-Varying Risk Premia and The Cross Section of Stock Returns"
by Hui Guo
April 2002
Revised May 2005

PUBLISHED: Journal of Banking and Finance, July 2006, 30(7), pp. 2087-2107

#2002-008C "On the Out-of-Sample Predictability of Stock Market Returns"
by Hui Guo
June 2002
Revised October 2003

PUBLISHED: Journal of Business, March 2006, 79(2), pp. 645-70

#2002-004B "Stock Prices, Firm Size, and Changes in the Federal Funds Rate Target"
by Hui Guo
January 2002
Revised November 2003

PUBLISHED: Quarterly Review of Economics & Finance, September 2004, 44(4), pp. 487-507

#2002-001A "Understanding the Risk-Return Tradeoff in the Stock Market"
by Hui Guo
January 2002