| Hui Guo, PhD |
| Assistant Professor |
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Hui Guo is an Assistant Professor of Finance at the College of Business. Prior to joining the University of Cincinnati in 2007, Professor Guo was a Senior Economist in the Research Division at the Federal Reserve Bank of St. Louis. He has a Ph.D. in economics from New York University and a B.S. in economics from Wuhan University.
Professor Guo's research interests include the relation between risk and return in the stock market, stock return predictability, idiosyncratic volatility, and the dynamics of stock market volatility. He has published in academic journals such as the Journal of Finance, the Review of Financial Studies, the Journal of Business, the Journal of Financial and Quantitative Analysis, the Journal of Business and Economics Statistics, the Financial Management, and the Journal of Banking and Finance, as well as practitioner journals such as the Journal of Portfolio Management. His article on the risk-return tradeoff in the stock market was nominated for the 2006 Smith-Breeden Prize for the best article published in the Journal of Finance.
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| Contact Information |
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| E-mail: |
hui.guo@uc.edu |
Phone: |
(513) 556-7077 |
| Office/Address: |
418 Carl H. Lindner Hall
PO Box 210195
Cincinnati, Ohio 45221-0195 |
Fax: |
(513) 556-0979 |
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| Areas of Expertise |
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| General Expertise: |
Finance |
| Specific Expertise: |
Investment, Markets & Institutions |
| Research Interests: |
Risk-Return in the Stock Market, Stock Return Predictability, Idiosyncratic Volatility, Dynamics of Stock Market Volatility, and Foreign Exchange Rates. |
| Teaching Interests: |
Investment, Financial Econometrics, and Empirical Asset Pricing. |
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| Working Papers |
- Does Aggregate Relative Risk Aversion Change Countercyclically over Time? Evidence from the Stock Market, with Zijun Wang and Jian Yang, 2006
- The Relation between Time-Series and Cross-Sectional Effects of Idiosyncratic Variance on Stock Returns in G7 Countries, with Robert Savickas, 2006
- Understanding Stock Return Predictability, with Robert Savickas, 2006
- Equity Market Volatility and Expected Risk Premium, with Long Chen and Lu Zhang, 2006
- On the Cross Section of Conditionally Expected Stock Returns, with Robert Savickas, 2003
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| Publications |
- Average Idiosyncratic Volatility in G7 Countries, with Robert Savickas, forthcoming, Review of Financial Studies
- Is the Value Premium a Proxy for Time-Varying Investment Opportunities: Some Time Series Evidence, with Robert Savickas, Zijun Wang and Jian Yang, forthcoming, Journal of Financial and Quantitative Analysis
- Time-Varying Risk Premia and The Cross Section of Stock Returns, Journal of Banking and Finance, July 2006, 30(7), pp. 2087-2107
- Uncovering the Risk-Return Relation in the Stock Market, with Robert Whitelaw, Journal of Finance, June 2006, 61(3), pp. 1433-1463
- On the Out-of-Sample Predictability of Stock Market Returns, Journal of Business, March 2006, 79(2), pp. 645-70
- Idiosyncratic Volatility, Stock Market Volatility, and Expected Stock Returns, with Robert Savickas, Journal of Business and Economic Statistics, January 2006, 24(1), pp. 43-56
- Limited Stock Market Participation and Asset Prices in a Dynamic Economy, Journal of Financial and Quantitative Analysis, September 2004, 39(3), pp. 495-516
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| Affiliations |
- American Finance Association
- Western Finance Association
- Financial Management Association
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| Honors & Achievements |
- Finalist, Smith Breeden Prize (Journal of Finance, 2006)
- C. V. Starr Center Dissertation Fellowship, New York University, 1999–2000
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| Education |
- Ph.D. in Economics, 2000, New York University
- M.A. in Economics, 1994, University of New Hampshire
- B.S. in Economics, 1992, Wuhan University
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