Details about Kewei Hou

Access statistics for papers by Kewei Hou.

Last updated 2014-12-05. Update your information in the RePEc Author Service.

Short-id: pho571

Working Papers

2019

1. Security Analysis: An Investment Perspective
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)

2018

2. q⁵
   NBER Working Papers, National Bureau of Economic Research, Inc

2017

3. Replicating Anomalies
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (31)
4. The Economics of Value Investing
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (1)

2015

5. Are Firms in "Boring" Industries Worth Less?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
6. The CAPM Strikes Back? An Investment Model with Disasters
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)

2014

7. Which Factors?
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)

2013

8. Comovement of Corporate Bonds and Equities
   Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics View citations (2)

2012

9. Digesting Anomalies: An Investment Approach
   Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics View citations (9)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) View citations (9)
10. Have We Solved the Idiosyncratic Volatility Puzzle?
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics View citations (2)

2010

11. Profitability Shocks and the Size EFfect in the Cross-Section of Expected Stock Return
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics View citations (3)
12. The Implied Cost of Capital: A New Approach
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics View citations (6)
    See also Journal Article The implied cost of capital: A new approach, Journal of Accounting and Economics, Elsevier (2012) View citations (166) (2012)

2007

13. Accruals and Aggregate Stock Market Returns
    MPRA Paper, University Library of Munich, Germany View citations (1)
14. The Accrual Anomaly: Risk or Mispricing?
    MPRA Paper, University Library of Munich, Germany View citations (3)
    Also in Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2006) View citations (11)
    See also Journal Article The Accrual Anomaly: Risk or Mispricing?, Management Science, INFORMS (2012) View citations (53) (2012)

2006

15. R2 and Price Inefficiency
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics View citations (23)
16. What Factors Drive Global Stock Returns?
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics View citations (9)
    See also Journal Article What Factors Drive Global Stock Returns?, The Review of Financial Studies, Society for Financial Studies (2011) View citations (241) (2011)

2005

17. Aggregate Accruals and Stock Market Returns
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics

2004

18. Do Investors Overvalue Firms With Bloated Balance Sheets?
    Finance, University Library of Munich, Germany View citations (229)
    Also in Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2004) View citations (232)
    See also Journal Article Do investors overvalue firms with bloated balance sheets?, Journal of Accounting and Economics, Elsevier (2004) View citations (227) (2004)

Journal Articles

2012

1. The Accrual Anomaly: Risk or Mispricing?
   Management Science, 2012, 58, (2), 320-335 View citations (53)
   See also Working Paper The Accrual Anomaly: Risk or Mispricing?, MPRA Paper (2007) View citations (3) (2007)
2. The implied cost of capital: A new approach
   Journal of Accounting and Economics, 2012, 53, (3), 504-526 View citations (166)
   See also Working Paper The Implied Cost of Capital: A New Approach, Working Paper Series (2010) View citations (6) (2010)

2011

3. What Factors Drive Global Stock Returns?
   The Review of Financial Studies, 2011, 24, (8), 2527-2574 View citations (241)
   See also Working Paper What Factors Drive Global Stock Returns?, Working Paper Series (2006) View citations (9) (2006)

2009

4. Accruals, cash flows, and aggregate stock returns
   Journal of Financial Economics, 2009, 91, (3), 389-406 View citations (64)

2007

5. Industry Information Diffusion and the Lead-lag Effect in Stock Returns
   The Review of Financial Studies, 2007, 20, (4), 1113-1138 View citations (189)

2006

6. Industry Concentration and Average Stock Returns
   Journal of Finance, 2006, 61, (4), 1927-1956 View citations (262)

2005

7. Market Frictions, Price Delay, and the Cross-Section of Expected Returns
   The Review of Financial Studies, 2005, 18, (3), 981-1020 View citations (325)

2004

8. Do investors overvalue firms with bloated balance sheets?
   Journal of Accounting and Economics, 2004, 38, (1), 297-331 View citations (227)
   See also Working Paper Do Investors Overvalue Firms With Bloated Balance Sheets?, Finance (2004) View citations (229) (2004)