Kewei Hou : Citation Profile


Are you Kewei Hou?

Shanghai Jiao Tong University

9

H index

9

i10 index

657

Citations

RESEARCH PRODUCTION:

8

Articles

15

Papers

RESEARCH ACTIVITY:

   10 years (2004 - 2014). See details.
   Cites by year: 65
   Journals where Kewei Hou has often published
   Relations with other researchers
   Recent citing documents: 171.    Total self citations: 6 (0.9 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pho571
   Updated: 2019-04-20    RAS profile: 2014-12-05    
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Relations with other researchers


Works with:

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

Is cited by:

Zhang, Lu (18)

Hirshleifer, David (14)

Lin, Xiaoji (9)

Yuan, Yu (9)

Stambaugh, Robert (7)

Weber, Michael (6)

Thomakos, Dimitrios (6)

Xiong, Wei (5)

Teoh, Siew Hong (5)

Angelidis, Timotheos (5)

Narayan, Paresh (4)

Cites to:

French, Kenneth (19)

Teoh, Siew Hong (19)

Fama, Eugene (17)

Hirshleifer, David (13)

Titman, Sheridan (8)

Shiller, Robert (7)

welch, ivo (6)

Schwert, G. (6)

Shanken, Jay (6)

Campbell, John (5)

Pontiff, Jeffrey (4)

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 (2018 and 2017)


YearTitle of citing document
2018Profitability and Competition in EU Food Retailing. (2018). Finger, Robert ; Hirsch, Stefan ; Lanter, David. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274202.

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2017A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990.

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2019Cross-shareholding networks and stock price synchronicity: Evidence from China. (2019). Zhou, Wei-Xing ; Yuan, Yujie ; Wen, Fenghua. In: Papers. RePEc:arx:papers:1903.01655.

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

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2018Future Realized Return, Firm‐specific Risk and the Implied Expected Return. (2018). Wang, Pengguo. In: Abacus. RePEc:bla:abacus:v:54:y:2018:i:1:p:105-132.

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2018Corporate social responsibility and dividend policy. (2018). Cheung, Adrian ; Schwiebert, Jorg ; Hu, May. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:3:p:787-816.

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2017The Investment CAPM. (2017). Zhang, LU. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:545-603.

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2018The profitability effect: Insights from international equity markets. (2018). Chen, Tefeng ; Xie, Feixue ; John, K C ; Sun, Lei. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:4:p:545-580.

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2018There are two very different accruals anomalies. (2018). Detzel, Andrew ; Strauss, Jack ; Schaberl, Philipp. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:4:p:581-609.

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2018School Holidays and Stock Market Seasonality. (2018). Fang, Lily ; Shao, Yuping ; Lin, Chunmei. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:1:p:131-157.

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2018Sold Below Value? Why Takeover Offers Can Have Negative Premiums. (2018). Weitzel, Utz ; Kling, Gerhard. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:2:p:421-450.

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2018Distress Anomaly and Shareholder Risk: International Evidence. (2018). Eisdorfer, Assaf ; Zhdanov, Alexei ; Goyal, Amit. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:3:p:553-581.

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2018Productivity Risk and Industry Momentum. (2018). Misirli, Efdal Ulas. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:3:p:739-774.

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2017A CLOSER LOOK AT VALUE PREMIUM: LITERATURE REVIEW AND SYNTHESIS. (2017). Pätäri, Eero ; Leivo, Timo ; Patari, Eero. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:1:p:79-168.

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2017Corporate sexual equality and firm performance. (2017). Fu, Shihe ; Zheng, LU ; Shan, Liwei . In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:9:p:1812-1826.

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2017Asset returns, news topics, and media effects. (2017). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0054.

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2018Global Stock Return Comovements: Trends and Determinants. (2018). Inaba, Kei-Ichiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e07.

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2017Dissecting Characteristics Nonparametrically. (2017). Weber, Michael ; Freyberger, Joachim ; Neuhierl, Andreas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6391.

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2018Dissecting Characteristics Nonparametrically. (2018). Weber, Michael ; Neuhierl, Andreas ; Freyberger, Joachim. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7187.

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2017Mission Power and Firm Financial Performance. (2017). Godoy-Bejarano, Jesus ; Tellez, Diego F. In: DOCUMENTOS DE TRABAJO CIEF. RePEc:col:000122:015655.

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2017Inefficient Globalization of Finance: Evidence from Marketing-Oriented Overseas Expansions of Low-Skilled Mutual Fund Families. (2017). Cheng, SI ; Zhang, Hong ; Massa, Massimo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11990.

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2017Firm R&D and Financial Analysis: How Do They Interact?. (2017). peress, joel ; Goldman, Jim. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12433.

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2017The Price Effects of Liquidity Shocks: A Study of SECs Tick-Size Experiment. (2017). Albuquerque, Rui ; Yao, Chen ; Song, Shiyun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12486.

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2018Show us your shorts!. (2018). Kahraman, Bige ; Pachare, Salil. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12658.

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2018Size Matters, if You Control Your Junk. (2018). Asness, Clifford S ; Pedersen, Lasse Heje ; Israel, Ronen ; Frazzini, Andrea. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12684.

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2017Investor Relations Quality and Mispricing. (2017). Mama, Houdou Basse ; Kotchoni, Rachidi. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-33.

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2017Effect of Geographical Diversification on Informational Efficiency in Malaysia. (2017). Lim, Kian-Ping ; Hooy, Chee-Wooi ; Poh, Suan . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00749.

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2017Intra-industry information diffusion in Chinas stock market. (2017). Lean, Hooi Hooi ; Dong, Chi ; Ahmad, Zamri. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00823.

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2017Study of Information Asymmetry Effect on Price Synchronism in Tehran Stock Exchange. (2017). Seyyed, Morteza Doosti ; Jamshidinavid, Babak . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-43.

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2017Product market competition, idiosyncratic and systematic volatility. (2017). Abdoh, Hussein ; Varela, Oscar . In: Journal of Corporate Finance. RePEc:eee:corfin:v:43:y:2017:i:c:p:500-513.

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2017Expropriation risk by block holders, institutional quality and expected stock returns. (2017). Hearn, Bruce ; Piesse, Jenifer ; Phylaktis, Kate. In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:122-149.

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2018Short interest as a signal to issue equity. (2018). Autore, Don M ; Outlaw, Dominque G ; Jiang, Danling ; Hutton, Irena . In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:797-815.

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2017Market maker competition and price efficiency: Evidence from China. (2017). Zhang, Wei ; Feng, XU ; Huang, Ke. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:121-131.

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2017Comovement, financial reporting complexity, and information markets: Evidence from the effect of changes in 10-Q lengths on internet search volumes and peer correlations. (2017). Filzen, Joshua J ; Schutte, Maria Gabriela . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:19-37.

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2019Price delay and market frictions in cryptocurrency markets. (2019). Kochling, Gerrit ; Posch, Peter N ; Muller, Janis. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:39-41.

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2019Climate risks and market efficiency. (2019). Hong, Harrison ; Xu, Jiangmin ; Li, Frank Weikai. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:1:p:265-281.

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2018Comparison of the multicriteria decision-making methods for equity portfolio selection: The U.S. evidence. (2018). Pätäri, Eero ; Yeomans, Julian S ; Luukka, Pasi ; Karell, Ville ; Patari, Eero. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:2:p:655-672.

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2017Noisy prices and the Fama–French five-factor asset pricing model in China. (2017). Lin, QI. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:141-163.

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2017Is the profitability of Indian stocks compensation for risks?. (2017). Narayan, Paresh Kumar ; Bannigidadmath, Deepa ; Bach, Dinh Hoang. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:47-64.

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2017Dynamic cross-autocorrelation in stock returns. (2017). Kinnunen, Jyri. In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:162-173.

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2017A comparison of alternative cash flow and discount rate news proxies. (2017). Khimich, Natalya . In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:31-52.

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2017Overreaction and the cross-section of returns: International evidence. (2017). Blackburn, Douglas W ; Cakici, Nusret. In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:1-14.

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2018The role of firm investment in momentum and reversal. (2018). Mortal, Sandra C ; Schill, Michael J. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:255-278.

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2018Bayesian tests of global factor models. (2018). Fletcher, Jonathan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:279-289.

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2018Liquidity skewness in the London Stock Exchange. (2018). Li, Youwei ; Wu, Yuliang ; McKillop, Donal G ; Hsieh, Tsung-Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:12-18.

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2018Stock prices and geographic proximity of information: Evidence from the Ebola outbreak. (2018). Ichev, Riste ; Marin, Matej . In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:153-166.

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2018An analysis of time-varying commodity market price discovery. (2018). Narayan, Paresh Kumar ; Sharma, Susan Sunila. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:122-133.

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2018The profitability of trading NOA and accruals: One effect or two?. (2018). Gray, Philip ; Strydom, Maria ; Liao, Iris Siyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:211-224.

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2018How does banking market power affect bank opacity? Evidence from analysts forecasts. (2018). Fosu, Samuel ; Murinde, Victor ; Ntim, Collins G ; Agyei-Boapeah, Henry ; Danso, Albert. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:38-52.

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2017High turnover with high price delay? Dissecting the puzzling phenomenon for Chinas A-shares. (2017). Qian, Meifen ; Yu, Bin ; Sun, Ping-Wen. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:105-113.

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2017Short selling around the 52-week and historical highs. (2017). Piqueira, Natalia ; Lee, Eunju . In: Journal of Financial Markets. RePEc:eee:finmar:v:33:y:2017:i:c:p:75-101.

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2017Dangerous infectious diseases: Bad news for Main Street, good news for Wall Street?. (2017). Donadelli, Michael ; Riedel, Max ; Kizys, Renatas. In: Journal of Financial Markets. RePEc:eee:finmar:v:35:y:2017:i:c:p:84-103.

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2018Journalist disagreement. (2018). Hillert, Alexander ; Muller, Sebastian ; Jacobs, Heiko. In: Journal of Financial Markets. RePEc:eee:finmar:v:41:y:2018:i:c:p:57-76.

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2018Fishing the Corporate Social Responsibility risk factors. (2018). Ciciretti, Rocco ; Becchetti, Leonardo ; Dalo, Ambrogio. In: Journal of Financial Stability. RePEc:eee:finsta:v:37:y:2018:i:c:p:25-48.

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2018Policy uncertainty, investment, and the cost of capital. (2018). Drobetz, Wolfgang ; Janzen, Malte ; Guedhami, Omrane ; el Ghoul, Sadok. In: Journal of Financial Stability. RePEc:eee:finsta:v:39:y:2018:i:c:p:28-45.

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2017Managerial discretion, net operating assets and the cross-section of stock returns: Evidence from European countries. (2017). Thomakos, Dimitrios ; Papanastasopoulos, Georgios . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:188-210.

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2017Can investors gain from investing in certain sectors?. (2017). Narayan, Seema ; Ahmed, Huson Ali . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:160-177.

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2017Measuring skill in the Islamic mutual fund industry: Evidence from GCC countries. (2017). Hammami, Yacine ; Oueslati, Abdelmonem . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:15-31.

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2017Is default risk priced equally fast in the credit default swap and the stock markets? AN empirical investigation. (2017). Topaloglou, Nikolas ; Tolikas, Konstantinos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:39-57.

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2017Bank opacity and the efficiency of stock prices. (2017). Blau, Benjamin ; Griffith, Todd G ; Brough, Tyler J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:32-47.

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2017Aggregate earnings and stock market returns: The good, the bad, and the state-dependent. (2017). Zolotoy, Leon ; Lyon, John D ; Frederickson, James R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:157-175.

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2017The q-factors and expected bond returns. (2017). Franke, Benedikt ; Muller, Sonja . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:19-35.

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2017Risk-sharing, market imperfections, asset prices: Evidence from China’s stock market liberalization. (2017). Chan, Marc ; Kwok, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:166-187.

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2017Absorptive capacity, technology spillovers, and the cross-section of stock returns. (2017). Oh, Jong-Min. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:85:y:2017:i:c:p:146-164.

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2018Limits of arbitrage and idiosyncratic volatility: Evidence from China stock market. (2018). Kang, Wenjin ; Xu, BU ; Gu, Ming. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:240-258.

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2018Organization capital, labor market flexibility, and stock returns around the world. (2018). Leung, Woon Sau ; Wood, Geoffrey ; Chen, Jie ; Mazouz, Khelifa. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:150-168.

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2018The time horizon of price responses to quantitative easing. (2018). Mamaysky, Harry. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:32-49.

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2018Estimating risk-return relations with analysts price targets. (2018). Wu, Liuren. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:183-197.

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2018Rivals’ competitive activities, capital constraints, and firm growth. (2018). Bergbrant, Mikael C ; Kelly, Patrick J ; Hunter, Delroy M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:97:y:2018:i:c:p:87-108.

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2019Asset growth, style investing, and momentum. (2019). Chou, Pin-Huang ; Yang, Nien-Tzu ; Ko, Kuan-Cheng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:108-124.

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2019Cross-sectional seasonalities in international government bond returns. (2019). Zaremba, Adam. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:80-94.

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2018How does marketing capability impact abnormal stock returns? The mediating role of growth. (2018). Prior, Diego ; Rialp, Josep ; Donthu, Naveen ; Angulo-Ruiz, Fernando . In: Journal of Business Research. RePEc:eee:jbrese:v:82:y:2018:i:c:p:19-30.

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2018How firm internationalization is recognized by outsiders: The response of financial analysts. (2018). Luo, Xueming ; Zheng, Qinqin . In: Journal of Business Research. RePEc:eee:jbrese:v:90:y:2018:i:c:p:87-106.

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2018Competitive pressure on the rate and scope of innovation. (2018). Younge, Kenneth A ; Tong, Tony W. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:150:y:2018:i:c:p:162-181.

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2017Regionally integrated asset pricing on the African stock markets: Evidence from the Fama French and Carhart models. (2017). Boamah, Nicholas Addai ; Loudon, Geoffrey ; Watts, Edward . In: Journal of Economics and Business. RePEc:eee:jebusi:v:92:y:2017:i:c:p:29-44.

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2017Portfolio concentration and performance of institutional investors worldwide. (2017). Sokolyk, Tatyana ; Choi, Nicole ; Fedenia, Mark ; Skiba, Hilla . In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:1:p:189-208.

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2017Reference-dependent preferences and the risk–return trade-off. (2017). Wang, Huijun ; Yu, Jianfeng ; Yan, Jinghua . In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:2:p:395-414.

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2017International tests of a five-factor asset pricing model. (2017). Fama, Eugene F ; French, Kenneth R. In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:3:p:441-463.

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2017Information percolation, momentum and reversal. (2017). Andrei, Daniel ; Cujean, Julien. In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:3:p:617-645.

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2017Stock liquidity and default risk. (2017). Brogaard, Jonathan ; Xia, Ying ; Li, Dan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:3:p:486-502.

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2018Carry. (2018). , Ralph ; Vrugt, Evert B ; Pedersen, Lasse Heje ; Moskowitz, Tobias J. In: Journal of Financial Economics. RePEc:eee:jfinec:v:127:y:2018:i:2:p:197-225.

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2018Agnostic fundamental analysis works. (2018). Bartram, Söhnke ; Grinblatt, Mark. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:1:p:125-147.

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2018The customer knows best: The investment value of consumer opinions. (2018). Huang, Jiekun. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:1:p:164-182.

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2018Size matters, if you control your junk. (2018). Asness, Clifford ; Pedersen, Lasse H ; Moskowitz, Tobias J ; Israel, Ronen ; Frazzini, Andrea. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:3:p:479-509.

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2018Micro(structure) before macro? The predictive power of aggregate illiquidity for stock returns and economic activity. (2018). Chen, Yong ; Paye, Bradley S ; Eaton, Gregory W. In: Journal of Financial Economics. RePEc:eee:jfinec:v:130:y:2018:i:1:p:48-73.

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2019Bubbles for Fama. (2019). Greenwood, Robin ; You, Yang ; Shleifer, Andrei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:1:p:20-43.

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2017Institutional ownership and return predictability across economically unrelated stocks. (2017). Gao, George P ; Ng, David T ; Moulton, Pamela C. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:31:y:2017:i:c:p:45-63.

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2018Why do some banks contribute more to global systemic risk?. (2018). Bostandzic, Denefa . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:35:y:2018:i:pa:p:17-40.

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2018Idiosyncratic information and the cost of equity capital: A meta-analytic review of the literature. (2018). Schreder, Max. In: Journal of Accounting Literature. RePEc:eee:joacli:v:41:y:2018:i:c:p:142-172.

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2018Master limited partnerships: Is it a smart investment vehicle?. (2018). Ngo, Thanh ; Chen, Haiwei. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:11:y:2018:i:c:p:22-36.

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2017Institutional ownership around stock splits. (2017). Li, Fengyu ; Shi, Yongdong ; Liu, Mark H. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pa:p:14-40.

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2018Top managerial power and stock price efficiency: Evidence from China. (2018). Qian, Meifen ; Yu, Bin ; Sun, Ping-Wen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:47:y:2018:i:c:p:20-38.

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2018Regime-dependent herding behavior in Asian and Latin American stock markets. (2018). Kabir, Humayun M ; Shakur, Shamim. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:47:y:2018:i:c:p:60-78.

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2018Investor network: Implications for information diffusion and asset prices. (2018). Chung, San-Lin ; Tseng, Kevin ; Liu, Wen-Rang . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:48:y:2018:i:c:p:186-209.

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2018Islamic spot and index futures markets: Where is the price discovery?. (2018). Karabiyik, Hande ; Westerlund, Joakim ; Bach, Dinh Hoang ; Narayan, Paresh Kumar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:52:y:2018:i:c:p:123-133.

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2019On the pricing of the persistence of earnings components in China. (2019). Zhou, Qing ; Li, Yueting ; Tian, Gaoliang ; Wu, Xuan . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:112-132.

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2019Can short selling activity predict the future returns of non-shortable peer firms?. (2019). Chi, Yanzhe ; Hu, Ting. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:165-185.

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2019Herd behavior and idiosyncratic volatility in a frontier market. (2019). Anh, Dang Bao ; Vo, Xuan Vinh. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:321-330.

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2019Financial distress, short sale constraints, and mispricing. (2019). Na, Haejung ; Lee, Inro ; Kim, Dongcheol. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:94-111.

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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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article112
2004Do Investors Overvalue Firms with Bloated Balance Sheets? In: Working Paper Series.
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paper113
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: 113
article
2004Do Investors Overvalue Firms With Bloated Balance Sheets?.(2004) In: Finance.
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This paper has another version. Agregated cites: 113
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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paper10
2006The Accrual Anomaly: Risk or Mispricing? In: Working Paper Series.
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paper32
2012The Accrual Anomaly: Risk or Mispricing?.(2012) In: Management Science.
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This paper has another version. Agregated cites: 32
article
2007The Accrual Anomaly: Risk or Mispricing?.(2007) In: MPRA Paper.
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This paper has another version. Agregated cites: 32
paper
2006What Factors Drive Global Stock Returns? In: Working Paper Series.
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paper109
2011What Factors Drive Global Stock Returns?.(2011) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 109
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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paper52
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: 52
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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article34
2014Which Factors? In: NBER Working Papers.
[Full Text][Citation analysis]
paper4
2005Market Frictions, Price Delay, and the Cross-Section of Expected Returns In: Review of Financial Studies.
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article106
2007Industry Information Diffusion and the Lead-lag Effect in Stock Returns In: Review of Financial Studies.
[Full Text][Citation analysis]
article73
2007Accruals and Aggregate Stock Market Returns In: MPRA Paper.
[Full Text][Citation analysis]
paper0

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