Kewei Hou : Citation Profile


Are you Kewei Hou?

Shanghai Jiao Tong University

10

H index

10

i10 index

923

Citations

RESEARCH PRODUCTION:

8

Articles

21

Papers

RESEARCH ACTIVITY:

   15 years (2004 - 2019). See details.
   Cites by year: 61
   Journals where Kewei Hou has often published
   Relations with other researchers
   Recent citing documents: 115.    Total self citations: 9 (0.97 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pho571
   Updated: 2021-02-20    RAS profile: 2014-12-05    
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Relations with other researchers


Works with:

Zhang, Lu (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Kewei Hou.

Is cited by:

Hirshleifer, David (17)

Zhang, Lu (16)

Stambaugh, Robert (10)

Lin, Xiaoji (10)

Yuan, Yu (10)

Bartram, Söhnke (8)

Narayan, Paresh (8)

Thomakos, Dimitrios (6)

Weber, Michael (6)

Teoh, Siew Hong (5)

Xiong, Wei (5)

Cites to:

French, Kenneth (30)

Fama, Eugene (27)

Teoh, Siew Hong (21)

Hirshleifer, David (18)

Zhang, Lu (13)

Titman, Sheridan (13)

Lin, Xiaoji (9)

Campbell, John (9)

Shiller, Robert (9)

Shanken, Jay (8)

Lee, Charles (8)

Main data


Where Kewei Hou has published?


Journals with more than one article published# docs
Review of Financial Studies3
Journal of Accounting and Economics2

Working Papers Series with more than one paper published# docs
Working Paper Series / Ohio State University, Charles A. Dice Center for Research in Financial Economics10
MPRA Paper / University Library of Munich, Germany2

Recent works citing Kewei Hou (2021 and 2020)


YearTitle of citing document
2020Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies. (2020). Christiansen, Charlotte ; Xu, Yue ; Xing, Ran. In: CREATES Research Papers. RePEc:aah:create:2020-14.

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2020Deep Learning in Asset Pricing. (2019). Zhu, Jason ; Pelger, Markus ; Chen, Luyang. In: Papers. RePEc:arx:papers:1904.00745.

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2020Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:2003.09723.

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2020Spanning analysis of stock market anomalies under Prospect Stochastic Dominance. (2020). Scaillet, Olivier ; Topaloglou, Nikolas ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:2004.02670.

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2020Multi-View Graph Convolutional Networks for Relationship-Driven Stock Prediction. (2020). Xu, Chengzhong ; Ye, Kejiang ; Zhao, Juanjuan. In: Papers. RePEc:arx:papers:2005.04955.

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2020If Global or Local Investor Sentiments are Prone to Developing an Impact on Stock Returns, is there an Industry Effect?. (2020). Zhu, Tingting ; Ausloos, Marcel ; Shi, Jing. In: Papers. RePEc:arx:papers:2012.12951.

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2020Quality investing in Asian stock markets. (2020). Shen, Jianfu ; Allen, Chi Cheong . In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:3033-3064.

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2020Does news travel slowly before a market crash? The role of margin traders. (2020). Li, Yan ; Qian, LI. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:3065-3101.

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2020Short?selling and cost of equity: evidence from China. (2020). Lu, Siqi ; Hu, Ning ; Ye, Jianfang ; Ma, Tao. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3681-3707.

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2020Analyst versus model?based earnings forecasts: implied cost of capital applications. (2020). Cannavan, Damien ; Paton, Alexander P ; Hoang, Khoa ; Gray, Stephen. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:4061-4092.

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2020Idiosyncratic momentum and the cross‐section of stock returns: Further evidence. (2020). Lin, QI. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:579-627.

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2020Does market power discipline CEO power? An agency perspective. (2020). Zurbruegg, Ralf ; Yu, Chiafeng ; Jaroenjitrkam, Anutchanat. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:724-752.

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2020Does local political support influence financial markets? A study on the impact of job approval ratings of political representatives on local stock returns. (2020). Park, Jung Chul ; Kim, Dong H ; Joo, Sunghoon. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:2:p:247-276.

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2020Its OK to pay well, if you write well: The effects of remuneration disclosure readability. (2020). Hemmings, Danial ; Williams, Gwion ; Hodgkinson, Lynn. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:5-6:p:547-586.

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2020Taming the Factor Zoo: A Test of New Factors. (2020). Xiu, Dacheng ; Giglio, Stefano ; Feng, Guanhao. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1327-1370.

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2020The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies. (2020). Hirshleifer, David ; Chu, Yongqiang ; Ma, Liang. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2631-2672.

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2020CORPORATE BONDS AND PRODUCT MARKET COMPETITION. (2020). Platt, Katarzyna. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:3:p:615-647.

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2020Intra-industry transfer effects of credit risk news: Rated versus unrated rivals. (2020). Abad, Pilar ; Robles, M D ; Ferreras, R. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:1:s0890838918300830.

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2020Does short selling affect a firms financial constraints?. (2020). Meng, Qingbin ; Gao, Shenghao ; Chan, Kam C ; Li, Xinyu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918304279.

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2020Climate risk: The price of drought. (2020). Truong, Cameron ; Ha, Thu ; Huynh, Thanh D. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301942.

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2020Exploiting ergodicity in forecasts of corporate profitability. (2020). Milaković, Mishael ; Alfarano, Simone ; Mundt, Philipp. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919302155.

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2020Investor overconfidence and the security market line: New evidence from China. (2020). Li, Youwei ; Han, Xing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301299.

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2020Anomalies in emerging markets: The case of Mexico. (2020). Vasquez, Aurelio ; Herrerias, Renata ; Diaz-Ruiz, Polux. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300851.

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2020Price delay and post-earnings announcement drift anomalies: The role of option-implied betas. (2020). Tsai, Wei-Che ; Ho, Hwai-Chung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818300330.

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2020Liquidity, earnings management, and stock expected returns. (2020). Ho, Kung-Cheng ; Huang, Hung-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301583.

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2020Lottery mindset, mispricing and idiosyncratic volatility puzzle: Evidence from the Chinese stock market. (2020). Eom, Cheoljun ; Tsai, Ping-Chen ; Park, Jongwon ; Van Hai, Hoang . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301637.

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2020In search for good news: The relationship between accounting information, bounded rationality and hard-to-value stocks. (2020). Lima, Fabiano Guasti ; Lemes, Sirlei ; Figlioli, Bruno. In: Emerging Markets Review. RePEc:eee:ememar:v:44:y:2020:i:c:s1566014120302429.

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2020Stock market illiquidity, bargaining power and the cost of borrowing. (2020). Muckley, Cal ; Gong, DI ; Chen, Jiayuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:181-206.

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2020Beta and firm age. (2020). Moneta, Fabio ; Kim, Daehwan ; Chincarini, Ludwig B. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:50-74.

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2020Quarterly earnings announcements and intra-industry information transfer from the Pacific to the Atlantic. (2020). Tayal, Jitendra ; Bergsma, Kelley. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301551.

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2020Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry. (2020). Zhai, Pengxiang ; Sun, Licheng ; Ji, Qiang ; Zhu, Zhaobo. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301605.

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2020The impact of analyst coverage and stock price synchronicity: Evidence from brokerage mergers and closures✰. (2020). Chan, Kam C ; Yang, LI ; Lin, Wanfa ; Gao, Kaijuan. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319300145.

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2020Beta or duration? Risk-taking by balanced mutual funds in Korea✰. (2020). Jimmy, Ji Yeol ; Han, Min Yeon ; Park, Keunwoo. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319302697.

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2020Macroeconomic uncertainty, information competition, and liquidity. (2020). Chiu, Yen-Chen . In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319303629.

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2020The US–Korea free trade agreement as a shock to product market competition: Evidence from the Korean stock market. (2020). Ryu, Doowon. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319304647.

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2020Industry classification, product market competition, and firm characteristics. (2020). Refalo, James ; Liu, Qianqiu. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319301977.

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2020In law we trust: Lawyer CEOs and stock liquidity. (2020). Pham, Mia Hang. In: Journal of Financial Markets. RePEc:eee:finmar:v:50:y:2020:i:c:s1386418120300173.

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2020Big data and algorithmic trading against periodic and tangible asset reporting: The need for U-XBRL. (2020). Vasarhelyi, Miklos A ; Pei, Duo. In: International Journal of Accounting Information Systems. RePEc:eee:ijoais:v:37:y:2020:i:c:s1467089520300208.

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2020Earnings acceleration and stock returns. (2020). Narayanamoorthy, Ganapathi ; He, Shuoyuan. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:69:y:2020:i:1:s0165410119300333.

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2020Local soldier fatalities and war profiteers: New tests of the political cost hypothesis. (2020). Godsell, David ; Boland, Matthew. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:70:y:2020:i:1:s0165410120300185.

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2020Cultural diversity on Wall Street: Evidence from consensus earnings forecasts. (2020). michaely, roni ; Pacelli, Joseph ; Merkley, Kenneth. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:70:y:2020:i:1:s016541012030032x.

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2020Market in Financial Instruments Directive (MiFID), stock price informativeness and liquidity. (2020). Poshakwale, Sunil ; Agarwal, Vineet ; Aghanya, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426619303036.

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2020Does earnings growth drive the quality premium?. (2020). Lansdorp, Simon ; Huij, Joop ; Hanauer, Matthias X ; Kyosev, Georgi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300534.

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2020The effect of supply chain power on bank financing. (2020). Rau, Raghavendra ; al Zaman, Ashraf ; Rahaman, Mohammad M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300698.

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2020Can reputation concern restrain bad news hoarding in family firms?. (2020). Zheng, Xiaojia ; Nofsinger, John R ; Cai, Xinni ; Jiang, Fuxiu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300753.

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2020The R&D anomaly: Risk or mispricing?. (2020). Mazouz, Khelifa ; Evans, Kevin P ; Leung, Woon Sau. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:115:y:2020:i:c:s0378426620300820.

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2020Corporate customer concentration and stock price crash risk. (2020). Zhang, Wenlan ; Wu, Jiangang ; Wang, Wenming ; Ma, Xiaofang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301692.

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2020The correlation structure of anomaly strategies. (2020). Lu, Helen ; Geertsema, Paul. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301965.

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2020Estimating beta: The international evidence. (2020). Hollstein, Fabian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:121:y:2020:i:c:s0378426620302302.

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2021Country governance and international equity returns. (2021). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Marshall, Ben R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s037842662030248x.

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2020Celebrity CEO, identity threat, and impression management: Impact of celebrity status on corporate social responsibility. (2020). Cho, Sam Yul ; Lee, Gilsoo ; Arthurs, Jonathan. In: Journal of Business Research. RePEc:eee:jbrese:v:111:y:2020:i:c:p:69-84.

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2020Labor mobility and the cost of debt. (2020). Choi, Euikyu. In: Journal of Economics and Business. RePEc:eee:jebusi:v:111:y:2020:i:c:s0148619519302991.

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2020Shorting flows, public disclosure, and market efficiency. (2020). Wang, Xue ; Zheng, Lingling ; Yan, Xuemin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:1:p:191-212.

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2020Anomalies across the globe: Once public, no longer existent?. (2020). Jacobs, Heiko ; Muller, Sebastian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:1:p:213-230.

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2020Earnings, retained earnings, and book-to-market in the cross section of expected returns. (2020). Ball, Ray ; Nikolaev, Valeri ; Linnainmaa, Juhani T ; Gerakos, Joseph. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:1:p:231-254.

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2020Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns. (2020). Atilgan, Yigit ; Demirtas, Ozgur K ; Bali, Turan G ; Gunaydin, Doruk A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:3:p:725-753.

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2020Shared analyst coverage: Unifying momentum spillover effects. (2020). Hirshleifer, David ; Ali, Usman. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:3:p:649-675.

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2020Security analysts and capital market anomalies. (2020). Li, Frank Weikai ; Guo, LI ; John, K C. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:1:p:204-230.

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2020What you see is not what you get: The costs of trading market anomalies. (2020). Weller, Brian M ; Patton, Andrew J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:2:p:515-549.

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2020IQ from IP: Simplifying search in portfolio choice. (2020). Malloy, Christopher ; Lou, Dong ; Gurun, Umit ; Cohen, Lauren ; Chen, Huaizhi. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:1:p:118-137.

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2020On the performance of volatility-managed portfolios. (2020). Yan, Xuemin ; Wang, Feifei ; Odoherty, Michael S ; Cederburg, Scott. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:1:p:95-117.

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2020The price effects of liquidity shocks: A study of the SEC’s tick size experiment. (2020). Yao, Chen ; Song, Shiyun ; Albuquerque, Rui. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:3:p:700-724.

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2021Global market inefficiencies. (2021). Bartram, Söhnke ; Grinblatt, Mark. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:1:p:234-259.

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2020Who trades in competing firms around earnings announcements. (2020). Gupta, Kartick ; Kalev, Petko S ; Duong, Huu Nhan ; Mudalige, Priyantha. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x1830581x.

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2020Dissecting anomalies in Islamic stocks: Integrated or segmented pricing?. (2020). Czapkiewicz, Anna ; Maydybura, Alina ; Karathanasopoulos, Andreas ; Zaremba, Adam ; Bagheri, Noushin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x17305899.

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2020Shariah compliance requirements and the cost of equity capital. (2020). Balli, Faruk ; de Bruin, Anne ; Karimov, Jamshid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20300330.

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2020Cross-sectional and time-series momentum returns: Is China different?. (2020). Man, Yimei ; Chiah, Mardy ; Cheema, Muhammad A. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x20306703.

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2020Unraveling the complex relationship between environmental and financial performance ─── A multilevel longitudinal analysis. (2020). Liu, Zuoming. In: International Journal of Production Economics. RePEc:eee:proeco:v:219:y:2020:i:c:p:328-340.

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2020European equity markets: Who is the truly representative investor?. (2020). Alonso, Ana Belen ; Suarez, Javier Rojo ; Pozo, Ricardo Ferrero. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:75:y:2020:i:c:p:325-346.

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2020Arbitrage risk and a sentiment as causes of persistent mispricing: The European evidence. (2020). Guidolin, Massimo ; Ricci, Andrea. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:1-11.

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2020Gender diversity in R&D teams and innovation efficiency: Role of the innovation context. (2020). Xie, Luqun ; Lu, Qian ; Zong, Qingqing ; Zhou, Jieyu. In: Research Policy. RePEc:eee:respol:v:49:y:2020:i:1:s0048733319302033.

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2020Firm’s quality increases and the cross-section of stock returns: Evidence from China. (2020). Liao, Huiyi ; Yin, Libo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:228-243.

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2021Cross-momentum: Tracking idiosyncratic shocks. (2021). Zareei, Abalfazl. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:177-199.

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2021Tradable or nontradable factors—what does the Hansen–Jagannathan distance tell us?. (2021). Maillet, Bertrand ; Wu, Kun ; Liu, Yangyi ; Zhang, Xiang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:853-879.

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2020Measuring the multi-faceted dimension of liquidity in financial markets: A literature review. (2020). Diaz, Antonio ; Escribano, Ana. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918311024.

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2020Economic engagement and within emerging markets integration. (2020). Aaawaar, Godfred ; Akotey, Joseph Oscar ; Boamah, Nicholas Addai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919301047.

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2020Intraday momentum in Chinese commodity futures markets. (2020). Wang, Pengfei ; Zhang, Wei ; Li, YI. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919311328.

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2020Trading performance and market efficiency: Evidence from algorithmic trading. (2020). Wadhwa, Kavita ; Syamala, Sudhakara Reddy. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920304050.

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2020Casting conference calls. (2020). Lou, Dong ; Cohen, Lauren. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:101136.

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2020Exploring the Initial Impact of COVID-19 Sentiment on US Stock Market Using Big Data. (2020). Lee, Hee Soo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:16:p:6648-:d:400164.

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2020Corporate Social Responsibility and Firm Value: The Moderating Effects of Financial Flexibility and R&D Investment. (2020). Li, Qingchang ; Hou, Siyu ; Guo, Zhaoyang. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:20:p:8452-:d:427704.

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2020Observable implications of the conditional CAPM. (2020). de Oliveira Souza, Thiago. In: Discussion Papers of Business and Economics. RePEc:hhs:sdueko:2020_013.

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2020Casting Conference Calls. (2020). Malloy, Christopher J ; Lou, Dong ; Cohen, Lauren. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:11:p:5015-5039.

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2020Detecting Opportunistic Special Items. (2020). McVay, Sarah ; Kolev, Kalin S ; Cain, Carol Anilowski. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:5:p:2099-2119.

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2020Mutual Funds and Mispriced Stocks. (2020). Hameed, Allaudeen ; Cheng, SI ; Avramov, Doron. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:6:p:2372-2395.

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2021Asymmetric Attention and Stock Returns. (2021). Wu, Thomas ; Mondria, Jordi ; Cziraki, Peter. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:1:p:48-71.

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2020The role of market efficiency on implied cost of capital estimates: an international perspective. (2020). Schroder, David. In: Annals of Finance. RePEc:kap:annfin:v:16:y:2020:i:4:d:10.1007_s10436-020-00374-0.

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2020Investors’ Limited Attention: Evidence from REITs. (2020). Khoshnoud, Mahsa ; Harrison, Davidm ; Chen, Honghui. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:61:y:2020:i:3:d:10.1007_s11146-018-9667-y.

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2020The usefulness of the double entry constraint for predicting earnings. (2020). Kashefi-Pour, Eilnaz ; Khansalar, Ehsan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:1:d:10.1007_s11156-018-00783-3.

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2020Intra-industry information transfer effects of leading firms’ earnings narratives. (2020). Albert, Lumina ; Pfeiffer, Ray J ; Desir, Rosemond ; Cazier, Richard. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:1:d:10.1007_s11156-018-0782-x.

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2020Tangible and intangible information in emerging markets. (2020). Blackburn, Douglas W ; Cakici, Nusret. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:4:d:10.1007_s11156-019-00833-4.

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2020Post-earnings announcement drift and parameter uncertainty: evidence from industry and market news. (2020). , Claire ; Zhang, Rengong. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:2:d:10.1007_s11156-019-00857-w.

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2020Distress risk, product market competition, and corporate bond yield spreads. (2020). Lee, Han-Hsing. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:3:d:10.1007_s11156-019-00869-6.

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2020Factor Timing. (2020). Kozak, Serhiy ; Santosh, Shrihari ; Haddad, Valentin. In: NBER Working Papers. RePEc:nbr:nberwo:26708.

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2020Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns. (2020). Grinblatt, Mark ; Bartram, Söhnke ; Nozawa, Yoshio. In: NBER Working Papers. RePEc:nbr:nberwo:27655.

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2020New Methods for the Cross-Section of Returns. (2020). Van Nieuwerburgh, Stijn ; Karolyi, Andrew G. In: Review of Finance. RePEc:oup:revfin:v:33:y:2020:i:5:p:1879-1890..

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2020Should investors join the index revolution? Evidence from around the world. (2020). Wong, Kit Pong ; Matthias, . In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:3:d:10.1057_s41260-020-00162-5.

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2020Noise-driven abnormal institutional investor attention. (2020). Dong, Feng. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:5:d:10.1057_s41260-020-00171-4.

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2020Change in domestic network centrality, uncertainty, and the foreign divestment decisions of firms. (2020). , Gabriel ; Iurkov, Viacheslav. In: Journal of International Business Studies. RePEc:pal:jintbs:v:51:y:2020:i:5:d:10.1057_s41267-018-0194-0.

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2020Trade Policy Uncertainty and Stock Returns. (2020). Esposito, Federico ; Sammon, Marco ; Bianconi, Marcelo. In: MPRA Paper. RePEc:pra:mprapa:99874.

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2020How to compare market efficiency? The Sharpe ratio based on the ARMA-GARCH forecast. (2020). Chen, Qiguang ; Liu, Lin. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00200-6.

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More than 100 citations found, this list is not complete...

Works by Kewei Hou:


YearTitleTypeCited
2006Industry Concentration and Average Stock Returns In: Journal of Finance.
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article144
2004Do Investors Overvalue Firms with Bloated Balance Sheets? In: Working Paper Series.
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paper157
2004Do investors overvalue firms with bloated balance sheets?.(2004) In: Journal of Accounting and Economics.
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This paper has another version. Agregated cites: 157
article
2004Do Investors Overvalue Firms With Bloated Balance Sheets?.(2004) In: Finance.
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This paper has another version. Agregated cites: 157
paper
2005Aggregate Accruals and Stock Market Returns In: Working Paper Series.
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paper0
2006R2 and Price Inefficiency In: Working Paper Series.
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paper14
2006The Accrual Anomaly: Risk or Mispricing? In: Working Paper Series.
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paper42
2012The Accrual Anomaly: Risk or Mispricing?.(2012) In: Management Science.
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This paper has another version. Agregated cites: 42
article
2007The Accrual Anomaly: Risk or Mispricing?.(2007) In: MPRA Paper.
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This paper has another version. Agregated cites: 42
paper
2006What Factors Drive Global Stock Returns? In: Working Paper Series.
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paper143
2011What Factors Drive Global Stock Returns?.(2011) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 143
article
2010Profitability Shocks and the Size EFfect in the Cross-Section of Expected Stock Return In: Working Paper Series.
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paper2
2010The Implied Cost of Capital: A New Approach In: Working Paper Series.
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paper80
2012The implied cost of capital: A new approach.(2012) In: Journal of Accounting and Economics.
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This paper has another version. Agregated cites: 80
article
2012Digesting Anomalies: An Investment Approach In: Working Paper Series.
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paper8
2012Digesting Anomalies: An Investment Approach.(2012) In: NBER Working Papers.
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This paper has another version. Agregated cites: 8
paper
2012Have We Solved the Idiosyncratic Volatility Puzzle? In: Working Paper Series.
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paper1
2013Comovement of Corporate Bonds and Equities In: Working Paper Series.
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paper1
2009Accruals, cash flows, and aggregate stock returns In: Journal of Financial Economics.
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article40
2014Which Factors? In: NBER Working Papers.
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paper4
2015Are Firms in Boring Industries Worth Less? In: NBER Working Papers.
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paper2
2015The CAPM Strikes Back? An Investment Model with Disasters In: NBER Working Papers.
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paper4
2017Replicating Anomalies In: NBER Working Papers.
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paper28
2017The Economics of Value Investing In: NBER Working Papers.
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paper1
2018q? In: NBER Working Papers.
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paper0
2019Security Analysis: An Investment Perspective In: NBER Working Papers.
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paper1
2005Market Frictions, Price Delay, and the Cross-Section of Expected Returns In: Review of Financial Studies.
[Full Text][Citation analysis]
article156
2007Industry Information Diffusion and the Lead-lag Effect in Stock Returns In: Review of Financial Studies.
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article94
2007Accruals and Aggregate Stock Market Returns In: MPRA Paper.
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paper1

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