Guofu Zhou

16.5k total citations · 7 hit papers
210 papers, 10.0k citations indexed

About

Guofu Zhou is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Guofu Zhou has authored 210 papers receiving a total of 10.0k indexed citations (citations by other indexed papers that have themselves been cited), including 179 papers in Finance, 100 papers in Economics and Econometrics and 55 papers in Management Science and Operations Research. Recurrent topics in Guofu Zhou's work include Financial Markets and Investment Strategies (165 papers), Monetary Policy and Economic Impact (53 papers) and Stock Market Forecasting Methods (47 papers). Guofu Zhou is often cited by papers focused on Financial Markets and Investment Strategies (165 papers), Monetary Policy and Economic Impact (53 papers) and Stock Market Forecasting Methods (47 papers). Guofu Zhou collaborates with scholars based in United States, China and Singapore. Guofu Zhou's co-authors include David E. Rapach, Jun Tu, Jack Strauss, Raymond Kan, Fuwei Jiang, Dashan Huang, Yingzi Zhu, Christopher J. Neely, Yufeng Han and Matthew C. Ringgenberg and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Management Science.

In The Last Decade

Guofu Zhou

191 papers receiving 9.5k citations

Hit Papers

Out-of-Sample Equity Premium Prediction: Combination Fore... 2009 2026 2014 2020 2009 2014 2014 2013 2018 250 500 750 1000

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Guofu Zhou United States 45 7.9k 6.0k 3.1k 2.4k 1.5k 210 10.0k
Allan Timmermann United States 64 9.3k 1.2× 9.3k 1.6× 3.4k 1.1× 5.8k 2.4× 2.0k 1.3× 211 14.1k
Éric Ghysels United States 51 8.6k 1.1× 8.3k 1.4× 1.4k 0.4× 4.4k 1.8× 1.1k 0.7× 240 12.4k
Bryan Kelly United States 29 5.2k 0.7× 4.6k 0.8× 1.4k 0.4× 1.2k 0.5× 2.0k 1.4× 43 7.9k
Philippe Jorion United States 47 8.7k 1.1× 6.4k 1.1× 1.6k 0.5× 3.3k 1.3× 4.0k 2.7× 113 12.1k
Lawrence R. Glosten United States 21 13.9k 1.8× 10.2k 1.7× 1.9k 0.6× 3.4k 1.4× 4.9k 3.3× 38 16.6k
Raman Uppal United Kingdom 34 5.4k 0.7× 3.9k 0.7× 2.1k 0.7× 1.8k 0.7× 955 0.6× 110 7.0k
David E. Runkle United States 20 7.8k 1.0× 8.1k 1.4× 886 0.3× 3.7k 1.5× 1.2k 0.8× 45 10.7k
Blake LeBaron United States 30 4.6k 0.6× 6.7k 1.1× 2.2k 0.7× 1.7k 0.7× 428 0.3× 70 8.6k
Ravi Jagannathan United States 43 15.0k 1.9× 11.5k 1.9× 1.4k 0.4× 5.0k 2.1× 3.7k 2.5× 138 17.6k
Amit Goyal United States 33 6.1k 0.8× 3.9k 0.6× 1.2k 0.4× 1.5k 0.6× 2.3k 1.5× 103 8.0k

Countries citing papers authored by Guofu Zhou

Since Specialization
Citations

This map shows the geographic impact of Guofu Zhou's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Guofu Zhou with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Guofu Zhou more than expected).

Fields of papers citing papers by Guofu Zhou

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Guofu Zhou. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Guofu Zhou. The network helps show where Guofu Zhou may publish in the future.

Co-authorship network of co-authors of Guofu Zhou

This figure shows the co-authorship network connecting the top 25 collaborators of Guofu Zhou. A scholar is included among the top collaborators of Guofu Zhou based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Guofu Zhou. Guofu Zhou is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Neuhierl, Andreas, et al.. (2025). Do Option Characteristics Predict the Underlying Stock Returns in the Cross-Section?. Management Science.
2.
Zhang, Xiaoyan, et al.. (2023). Anomaly Returns and FOMC. SSRN Electronic Journal.
3.
Yuan, Ming & Guofu Zhou. (2023). Why Naive $ 1/N $ Diversification Is Not So Naive, and How to Beat It?. Journal of Financial and Quantitative Analysis. 59(8). 3601–3632. 9 indexed citations
4.
Chib, Siddhartha, et al.. (2023). Winners from Winners: A Tale of Risk Factors. Management Science. 70(1). 396–414. 12 indexed citations
5.
Liu, Hong, et al.. (2023). Earnings Announcements: Ex-Ante Risk Premia. SSRN Electronic Journal.
6.
Huang, Dashan, et al.. (2022). Shrinking Factor Dimension: A Reduced-Rank Approach. Management Science. 69(9). 5501–5522. 14 indexed citations
7.
Neuhierl, Andreas, et al.. (2022). Option characteristics as cross-sectional predictors. CBS Research Portal (Copenhagen Business School). 1 indexed citations
8.
Zhao, Feng, Guofu Zhou, & Xiaoneng Zhu. (2021). Unspanned Global Macro Risks in Bond Returns. Management Science. 67(12). 7825–7843. 9 indexed citations
9.
Mukherjee, Purna, Thomas N. Seyfried, Njemuwa Nwaji, et al.. (2021). Light- and Melanin Nanoparticle-Induced Cytotoxicity in Metastatic Cancer Cells. Pharmaceutics. 13(7). 965–965. 6 indexed citations
10.
Kan, Raymond, Xiaolu Wang, & Guofu Zhou. (2021). Optimal Portfolio Choice with Estimation Risk: No Risk-Free Asset Case. Management Science. 68(3). 2047–2068. 51 indexed citations
11.
Zhou, Guofu, et al.. (2020). Extracting Information from the Corporate Yield Curve: A Machine Learning Approach. SSRN Electronic Journal. 1 indexed citations
12.
Huang, Dashan, et al.. (2020). Tests of Asset Pricing Models with A Large Number of Assets. Singapore Management University Institutional Knowledge (InK) (Singapore Management University). 1 indexed citations
13.
Jiang, Lei, et al.. (2019). Stock Return Asymmetry: Beyond Skewness. Journal of Financial and Quantitative Analysis. 55(2). 357–386. 33 indexed citations
14.
Huang, Dashan, et al.. (2018). New factors wanted: Evidence from a simple specification test. Singapore Management University Institutional Knowledge (InK) (Singapore Management University). 1. 2 indexed citations
15.
Kan, Raymond & Guofu Zhou. (2012). Tests of Mean-Variance Spanning. Annals of economics and finance. 13(1). 139–187. 76 indexed citations
16.
Zhou, Guofu. (2008). Beyond Black-Litterman: Letting the Data Speak. SSRN Electronic Journal. 3 indexed citations
17.
Zhou, Guofu, et al.. (2006). Using Bootstrap to Test Portfolio Eciency. Annals of economics and finance. 7(2). 217–249. 10 indexed citations
18.
Kan, Raymond & Guofu Zhou. (2004). Optimal Estimation for Economic Gains: Portfolio Choice with Parameter Uncertainty. 6 indexed citations
19.
Zhou, Guofu. (1998). Analytical GMM Tests: Asset Pricing With Time-Varying Risk Premiums. SSRN Electronic Journal. 7 indexed citations
20.
Lamoureux, Christopher G. & Guofu Zhou. (1996). Temporary Components of Stock Returns: What Do the Data Tell Us?. SSRN Electronic Journal. 2 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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