Haitao Mo

Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration

Baton Rouge, LA 70803-6308

United States

SCHOLARLY PAPERS

11

DOWNLOADS
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Top 10,148

in Total Papers Downloads

5,808

SSRN CITATIONS
Rank 20,568

SSRN RANKINGS

Top 20,568

in Total Papers Citations

39

CROSSREF CITATIONS

11

Scholarly Papers (11)

1.
Downloads 1,154 ( 22,460)
Citation 2

q5

Charles A. Dice Center Working Paper No. 2018-10, Fisher College of Business Working Paper No. 2018-03-010
Number of pages: 99 Posted: 05 Jun 2018 Last Revised: 31 Oct 2018
Kewei Hou, Haitao Mo, Chen Xue and Lu Zhang
Ohio State University (OSU) - Department of Finance, Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 1,119 (23,106)
Citation 1

Abstract:

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The q5-Model, The q-Factor Model, The Expected Growth, The Investment CAPM, Factor Regressions, Anomalies

Q5

NBER Working Paper No. w24709
Number of pages: 61 Posted: 18 Jun 2018 Last Revised: 08 Jul 2021
Kewei Hou, Haitao Mo, Chen Xue and Lu Zhang
Ohio State University (OSU) - Department of Finance, Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 35 (548,994)

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2.
Downloads 906 ( 31,849)

The Economics of Value Investing

Charles A. Dice Center Working Paper No. 2017-16, Fisher College of Business Working Paper No. 2017-03-016
Number of pages: 69 Posted: 05 Jul 2017 Last Revised: 04 Dec 2017
Kewei Hou, Haitao Mo, Chen Xue and Lu Zhang
Ohio State University (OSU) - Department of Finance, Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 863 (33,531)

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Value Investing, Security Analysis, The Investment CAPM, Efficient Markets

The Economics of Value Investing

NBER Working Paper No. w23563
Number of pages: 66 Posted: 10 Jul 2017 Last Revised: 27 Jun 2021
Kewei Hou, Haitao Mo, Chen Xue and Lu Zhang
Ohio State University (OSU) - Department of Finance, Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 43 (508,120)

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3.

Which Factors

Fisher College of Business Working Paper No. 2018-03-003, Charles A. Dice Center Working Paper No. 2018-03-03
Number of pages: 52 Posted: 06 Mar 2018 Last Revised: 12 Jul 2018
Kewei Hou, Haitao Mo, Chen Xue and Lu Zhang
Ohio State University (OSU) - Department of Finance, Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 805 (37,408)
Citation 4

Abstract:

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The q-factor model, the Q5 model, factor spanning tests, the investment CAPM, factor investing

4.

Momentum, Reversal, and Seasonality in Option Returns

Number of pages: 85 Posted: 17 Nov 2020 Last Revised: 20 Nov 2020
University of Southern California - Marshall School of Business - Finance and Business Economics Department, Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration and Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration
Downloads 708 (44,601)
Citation 2

Abstract:

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options, momentum, reversal, seasonality

5.

Do Option Prices Forecast Aggregate Stock Returns?

Number of pages: 71 Posted: 27 Jul 2017 Last Revised: 22 Aug 2018
University of Southern California - Marshall School of Business - Finance and Business Economics Department, Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration and UNIV OF OKLAHOMA
Downloads 686 (46,542)
Citation 1

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Return Predictability, Options, Implied Volatility

Security Analysis: An Investment Perspective

Fisher College of Business Working Paper No. 2019-03-016, Charles A. Dice Center Working Paper No. 2019-16
Number of pages: 71 Posted: 08 Jul 2019
Kewei Hou, Haitao Mo, Chen Xue and Lu Zhang
Ohio State University (OSU) - Department of Finance, Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 369 (98,818)

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Security analysis, q^5, the investment theory, quality minus junk, fundamental score, “magic formula,” agnostic fundamental analysis

Security Analysis: An Investment Perspective

NBER Working Paper No. w26060
Number of pages: 71 Posted: 14 Sep 2020 Last Revised: 27 Jun 2021
Kewei Hou, Haitao Mo, Chen Xue and Lu Zhang
Ohio State University (OSU) - Department of Finance, Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 37 (538,112)

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7.

Out-of-Sample Performance of Mutual Fund Predictors

Review of Financial Studies, Forthcoming
Number of pages: 64 Posted: 28 May 2017 Last Revised: 08 Dec 2019
Christopher S. Jones and Haitao Mo
University of Southern California - Marshall School of Business - Finance and Business Economics Department and Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration
Downloads 373 (98,378)
Citation 9

Abstract:

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mutual funds, out-of-sample performance, market efficiency

8.

Which Factors?

Review of Finance, Forthcoming, Fisher College of Business Working Paper No. 2018-03-003, Charles A. Dice Center Working Paper No. 2018-03-03
Number of pages: 38 Posted: 22 Oct 2018
Kewei Hou, Haitao Mo, Chen Xue and Lu Zhang
Ohio State University (OSU) - Department of Finance, Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 332 (112,154)
Citation 7

Abstract:

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The q-factor model, the q^5 model, spanning regressions, the investment CAPM

9.

An Augmented q-Factor Model with Expected Growth

Review of Finance, Forthcoming
Number of pages: 54 Posted: 19 Mar 2020
Kewei Hou, Haitao Mo, Chen Xue and Lu Zhang
Ohio State University (OSU) - Department of Finance, Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 330 (113,253)
Citation 21

Abstract:

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The expected growth factor, factor models, the q5 model, the investment theory

10.

Information flow and credit rating announcements

Number of pages: 56 Posted: 02 Aug 2019 Last Revised: 04 Nov 2020
Mehdi Khorram, Haitao Mo and Gary C. Sanger
Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration, Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration and Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration
Downloads 108 (305,568)

Abstract:

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Credit Rating Announcements, Implied Volatility Spread, Lending Market, Options Market, Return Predictability

11.

Implied Economic Risk Premiums

Posted: 30 Jul 2013 Last Revised: 14 Nov 2015
Haitao Mo
Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration

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economic risk premiums, factor risk premiums, implied costs of capital, factor mimicking portfolios, factor pricing, time-series predictability, ex ante perspective, time-variant risk premiums