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Details about Kewei Hou

Workplace:Shanghai Advanced Institute of Finance (SAIF), Shanghai Jiao Tong University, (more information at EDIRC)

Access statistics for papers by Kewei Hou.

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

Short-id: pho571


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Working Papers

2019

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

2018

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

2017

  1. Replicating Anomalies
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (19)
  2. The Economics of Value Investing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)

2015

  1. Are Firms in "Boring" Industries Worth Less?
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
  2. The CAPM Strikes Back? An Investment Model with Disasters
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)

2014

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

2013

  1. Comovement of Corporate Bonds and Equities
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (1)

2012

  1. Digesting Anomalies: An Investment Approach
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (8)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads View citations (8)
  2. Have We Solved the Idiosyncratic Volatility Puzzle?
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (1)

2010

  1. 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 Downloads View citations (2)
  2. The Implied Cost of Capital: A New Approach
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (4)
    See also Journal Article in Journal of Accounting and Economics (2012)

2007

  1. Accruals and Aggregate Stock Market Returns
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  2. The Accrual Anomaly: Risk or Mispricing?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    Also in Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2006) Downloads View citations (9)

    See also Journal Article in Management Science (2012)

2006

  1. R2 and Price Inefficiency
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (14)
  2. What Factors Drive Global Stock Returns?
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (6)
    See also Journal Article in Review of Financial Studies (2011)

2005

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

2004

  1. Do Investors Overvalue Firms With Bloated Balance Sheets?
    Finance, University Library of Munich, Germany Downloads View citations (145)
    Also in Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2004) Downloads View citations (138)

    See also Journal Article in Journal of Accounting and Economics (2004)

Journal Articles

2012

  1. The Accrual Anomaly: Risk or Mispricing?
    Management Science, 2012, 58, (2), 320-335 Downloads View citations (24)
    See also Working Paper (2007)
  2. The implied cost of capital: A new approach
    Journal of Accounting and Economics, 2012, 53, (3), 504-526 Downloads View citations (65)
    See also Working Paper (2010)

2011

  1. What Factors Drive Global Stock Returns?
    Review of Financial Studies, 2011, 24, (8), 2527-2574 Downloads View citations (125)
    See also Working Paper (2006)

2009

  1. Accruals, cash flows, and aggregate stock returns
    Journal of Financial Economics, 2009, 91, (3), 389-406 Downloads View citations (40)

2007

  1. Industry Information Diffusion and the Lead-lag Effect in Stock Returns
    Review of Financial Studies, 2007, 20, (4), 1113-1138 Downloads View citations (90)

2006

  1. Industry Concentration and Average Stock Returns
    Journal of Finance, 2006, 61, (4), 1927-1956 Downloads View citations (132)

2005

  1. Market Frictions, Price Delay, and the Cross-Section of Expected Returns
    Review of Financial Studies, 2005, 18, (3), 981-1020 Downloads View citations (142)

2004

  1. Do investors overvalue firms with bloated balance sheets?
    Journal of Accounting and Economics, 2004, 38, (1), 297-331 Downloads View citations (135)
    See also Working Paper (2004)
 
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