Kewei Hou : Citation Profile


Are you Kewei Hou?

Shanghai Jiao Tong University

10

H index

10

i10 index

799

Citations

RESEARCH PRODUCTION:

8

Articles

21

Papers

RESEARCH ACTIVITY:

   14 years (2004 - 2018). See details.
   Cites by year: 57
   Journals where Kewei Hou has often published
   Relations with other researchers
   Recent citing documents: 262.    Total self citations: 9 (1.11 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pho571
   Updated: 2020-07-04    RAS profile: 2014-12-05    
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Relations with other researchers


Works with:

Zhang, Lu (6)

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 (16)

Zhang, Lu (16)

Lin, Xiaoji (10)

Yuan, Yu (10)

Stambaugh, Robert (10)

Weber, Michael (6)

Thomakos, Dimitrios (6)

Angelidis, Timotheos (5)

Xiong, Wei (5)

Teoh, Siew Hong (5)

Bartram, Söhnke (5)

Cites to:

French, Kenneth (30)

Fama, Eugene (27)

Teoh, Siew Hong (21)

Hirshleifer, David (18)

Zhang, Lu (13)

Titman, Sheridan (13)

Campbell, John (9)

Shiller, Robert (9)

Lin, Xiaoji (9)

Lee, Charles (8)

Shanken, Jay (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 (2019 and 2018)


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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2017Identification of and correction for publication bias. (2017). Kasy, Maximilian ; Andrews, Isaiah. In: Papers. RePEc:arx:papers:1711.10527.

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2019Deep Recurrent Factor Model: Interpretable Non-Linear and Time-Varying Multi-Factor Model. (2019). Izumi, Kiyoshi ; Abe, Masaya ; Ito, Tomoki ; Nakagawa, Kei. In: Papers. RePEc:arx:papers:1901.11493.

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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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2019Multimodal Deep Learning for Finance: Integrating and Forecasting International Stock Markets. (2019). Yoo, Seong Joon ; Il, Sang. In: Papers. RePEc:arx:papers:1903.06478.

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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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2019What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs. (2019). Görtz, Christoph ; Lubik, Thomas A ; Gunn, Christopher ; Gortz, Christoph. In: Discussion Papers. RePEc:bir:birmec:19-09.

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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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2019FIRM SIZE AND STOCK RETURNS: A QUANTITATIVE SURVEY. (2019). Novak, Jiri ; Havranek, Tomas ; Astakhov, Anton . In: Journal of Economic Surveys. RePEc:bla:jecsur:v:33:y:2019:i:5:p:1463-1492.

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2019Commemorating the 50‐Year Anniversary of Ball and Brown (1968): The Evolution of Capital Market Research over the Past 50 Years. (2019). Wasley, Charles ; Kothari, S P. In: Journal of Accounting Research. RePEc:bla:joares:v:57:y:2019:i:5:p:1117-1159.

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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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2019A simple return generating model in discrete time; implications for market efficiency testing. (2019). Milionis, Alexandros E. In: Working Papers. RePEc:bog:wpaper:259.

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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 ; Neuhierl, Andreas ; Freyberger, Joachim. 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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2019What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs. (2019). Görtz, Christoph ; Lubik, Thomas A ; Gunn, Christopher ; Gortz, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7891.

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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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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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2019Global Market Inefficiencies. (2019). Grinblatt, Mark ; Bartram, Sohnke M. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14232.

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

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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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2019Informational environments and the relative information content of analyst recommendations and insider trades. (2019). Wang, Sean. In: Accounting, Organizations and Society. RePEc:eee:aosoci:v:72:y:2019:i:c:p:61-73.

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2019The effect of real earnings management on the persistence and informativeness of earnings. (2019). Li, Valerie. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:4:p:402-423.

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2019Model-based earnings forecasts vs. financial analysts earnings forecasts. (2019). Wang, Pengguo. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:4:p:424-437.

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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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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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2019Political risk and cost of equity: The mediating role of political connections. (2019). Pham, Anh Viet. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:64-87.

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2019Strategic information aggregation and learning from prices. (2019). Pedraza, Alvaro. In: Journal of Corporate Finance. RePEc:eee:corfin:v:58:y:2019:i:c:p:208-225.

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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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2020Challenges for children’s participation: Child activism for ending child marriage. (2020). Kay, E ; Cuevas-Parra, Patricio. In: Children and Youth Services Review. RePEc:eee:cysrev:v:108:y:2020:i:c:s0190740919304712.

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2019A learning curve of the market: Chasing alpha of socially responsible firms. (2019). Yu, Chong ; Wang, Jun ; Minor, Dylan B ; Li, Zhichuan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:109:y:2019:i:c:s0165188919301691.

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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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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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2019Expected profitability and the cross-section of stock returns. (2019). Lin, XI. In: Economics Letters. RePEc:eee:ecolet:v:183:y:2019:i:c:4.

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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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2019Pricing sin stocks: Ethical preference vs. risk aversion. (2019). Gioffré, Alessandro ; Curatola, Giuliano ; Colonnello, Stefano ; Gioffre, Alessandro. In: European Economic Review. RePEc:eee:eecrev:v:118:y:2019:i:c:p:69-100.

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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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2019The cross-section of returns in frontier equity markets: Integrated or segmented pricing?. (2019). Maydybura, Alina ; Zaremba, Adam. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:219-238.

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2019The cross-section of emerging market stock returns. (2019). Lauterbach, Jochim G ; Hanauer, Matthias X. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:265-286.

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2019Stock pricing in Latin America: The synchronicity effect. (2019). Lima, Fabiano Guasti ; Figlioli, Bruno. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:1-17.

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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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2018Cash savings and capital markets. (2018). McLean, David R ; Zhao, Mengxin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:49-64.

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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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2019Alpha momentum and alpha reversal in country and industry equity indexes. (2019). Karathanasopoulos, Andreas ; Umutlu, Mehmet ; Zaremba, Adam. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:144-161.

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2019Investor target prices. (2019). Huang, Shiyang ; Yin, Chengxi ; Liu, Xin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:39-57.

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2019Oil prices and stock market anomalies. (2019). Scrimgeour, Frank ; Cheema, Muhammad A. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:578-587.

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2019The impact of market competition on CEO salary in the US energy sector1. (2019). Tsionas, Mike ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Xidonas, Panos. In: Energy Policy. RePEc:eee:enepol:v:132:y:2019:i:c:p:32-37.

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2018An empirical examination of the diversification benefits of U.K. international equity closed-end funds. (2018). Fletcher, Jonathan. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:23-34.

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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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2018Paper profits or real money? Trading costs and stock market anomalies in country ETFs. (2018). Zaremba, Adam ; Andreu, Laura. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:181-192.

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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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2019Investment-related anomalies in Australia: Evidence and explanations. (2019). Zhong, Angel ; Gray, Philip ; Cao, Viet Nga . In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:97-109.

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2019Can investor sentiment predict the size premium?. (2019). Aharon, David Y ; Qadan, Mahmoud. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:10-26.

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2019Pre-merger management in developing markets: The role of earnings glamor. (2019). Huang, Wei ; Zhang, Hong ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:65:y:2019:i:c:s1057521919300961.

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2019Model comparison tests of linear factor models in U.K. stock returns. (2019). Fletcher, Jonathan. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:281-291.

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2019Sorting out the financials: Making economic sense out of statistical factors. (2019). Vidovi, Luka ; Lonarski, Igor. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:110-118.

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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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2019An analysis of over-the-counter and centralized stock lending markets. (2019). Prado, Melissa Porras ; Huszar, Zsuzsa R. In: Journal of Financial Markets. RePEc:eee:finmar:v:43:y:2019:i:c:p:31-53.

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2019Extreme absolute strength of stocks and performance of momentum strategies. (2019). Zhang, Huilan ; Yang, Xuebing . In: Journal of Financial Markets. RePEc:eee:finmar:v:44:y:2019:i:c:p:71-90.

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2019Short selling and market anomalies. (2019). Zhang, Jianzhong ; Wu, Juan. In: Journal of Financial Markets. RePEc:eee:finmar:v:46:y:2019:i:c:s1386418118303525.

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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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2019Competitive environment and innovation intensity. (2019). Erhemjamts, Otgontsetseg ; Cornett, Marcia Millon ; Tehranian, Hassan. In: Global Finance Journal. RePEc:eee:glofin:v:41:y:2019:i:c:p:44-59.

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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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2019Trading aggressiveness, order execution quality, and stock price movements: Evidence from the Taiwan stock exchange. (2019). Lien, Donald ; Hung, Pi-Hsia . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:60:y:2019:i:c:p:231-251.

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2019Forecast ranked tailored equity portfolios. (2019). Buncic, Daniel ; Stern, Cord. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119301325.

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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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2019Trade-size clustering and price efficiency. (2019). Chen, Tao. In: Japan and the World Economy. RePEc:eee:japwor:v:49:y:2019:i:c:p:195-203.

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2019Option-Implied variance asymmetry and the cross-section of stock returns. (2019). Li, Junye ; Huang, Tao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:21-36.

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2019Network origins of portfolio risk. (2019). Zareei, Abalfazl . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:109:y:2019:i:c:s0378426619302389.

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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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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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article122
2004Do Investors Overvalue Firms with Bloated Balance Sheets? In: Working Paper Series.
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paper134
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: 134
article
2004Do Investors Overvalue Firms With Bloated Balance Sheets?.(2004) In: Finance.
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This paper has another version. Agregated cites: 134
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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paper13
2006The Accrual Anomaly: Risk or Mispricing? In: Working Paper Series.
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paper34
2012The Accrual Anomaly: Risk or Mispricing?.(2012) In: Management Science.
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This paper has another version. Agregated cites: 34
article
2007The Accrual Anomaly: Risk or Mispricing?.(2007) In: MPRA Paper.
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This paper has another version. Agregated cites: 34
paper
2006What Factors Drive Global Stock Returns? In: Working Paper Series.
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paper124
2011What Factors Drive Global Stock Returns?.(2011) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 124
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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paper66
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: 66
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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article39
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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paper1
2015The CAPM Strikes Back? An Investment Model with Disasters In: NBER Working Papers.
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paper3
2017Replicating Anomalies In: NBER Working Papers.
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paper22
2017The Economics of Value Investing In: NBER Working Papers.
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paper2
2018q⁵ 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.
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article135
2007Industry Information Diffusion and the Lead-lag Effect in Stock Returns In: Review of Financial Studies.
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article86
2007Accruals and Aggregate Stock Market Returns In: MPRA Paper.
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paper1

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