Chen Xue

University of Cincinnati

Assistant Professor of Finance

College of Business Administration

Cincinnati, OH 45221

United States

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 2,266

SSRN RANKINGS

Top 2,266

in Total Papers Downloads

13,548

CITATIONS
Rank 14,889

SSRN RANKINGS

Top 14,889

in Total Papers Citations

24

Scholarly Papers (12)

1.
Downloads 5,223 ( 1,192)

Replicating Anomalies

Fisher College of Business Working Paper No. 2017-03-010, Charles A. Dice Center Working Paper No. 2017-10, 28th Annual Conference on Financial Economics and Accounting
Number of pages: 146 Posted: 03 May 2017 Last Revised: 27 Jul 2017
Kewei Hou, Chen Xue and Lu Zhang, 张橹
Ohio State University (OSU) - Department of Finance, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 5,093 (1,237)

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Replication, P-Hacking, Anomalies, The q-Factor Model, Efficient Markets

Replicating Anomalies

NBER Working Paper No. w23394
Number of pages: 130 Posted: 08 May 2017
Kewei Hou, Chen Xue and Lu Zhang, 张橹
Ohio State University (OSU) - Department of Finance, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 130 (200,200)
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2.
Downloads 3,269 ( 2,729)
Citation 15

Digesting Anomalies: An Investment Approach

Review of Financial Studies, Forthcoming, Fisher College of Business Working Paper No. WP 2012-03-021, Dice Center Working Paper No. 2012-21
Number of pages: 182 Posted: 12 Oct 2014
Kewei Hou, Chen Xue and Lu Zhang, 张橹
Ohio State University (OSU) - Department of Finance, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 1,900 (6,726)
Citation 15

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The q-factor model, anomalies, factor regressions

Digesting Anomalies: An Investment Approach

Fisher College of Business Working Paper No. 2012-03-021, Charles A. Dice Center Working Paper No. 2012-021
Number of pages: 95 Posted: 26 Sep 2012 Last Revised: 05 Dec 2012
Kewei Hou, Chen Xue and Lu Zhang, 张橹
Ohio State University (OSU) - Department of Finance, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 1,345 (11,959)
Citation 15

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Asset pricing anomalies, investment, ROE, factor models, investment-based asset pricing

Digesting Anomalies: An Investment Approach

NBER Working Paper No. w18435
Number of pages: 85 Posted: 06 Oct 2012
Kewei Hou, Chen Xue and Lu Zhang, 张橹
Ohio State University (OSU) - Department of Finance, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 24 (470,764)
Citation 15

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3.
Downloads 2,500 ( 4,321)

A Comparison of New Factor Models

Fisher College of Business Working Paper No. 2015-03-05, HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital, Charles A. Dice Center Working Paper No. 2015-05
Number of pages: 67 Posted: 11 Nov 2014 Last Revised: 19 Apr 2017
Kewei Hou, Chen Xue and Lu Zhang, 张橹
Ohio State University (OSU) - Department of Finance, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 2,467 (4,328)

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Q-factor model, investment-based asset pricing, capital markets anomalies, factor regressions

A Comparison of New Factor Models

NBER Working Paper No. w20682
Number of pages: 92 Posted: 17 Nov 2014
Kewei Hou, Chen Xue and Lu Zhang, 张橹
Ohio State University (OSU) - Department of Finance, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 33 (425,015)

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4.
Downloads 714 ( 31,144)

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
Ohio State University (OSU) - Department of Finance, E. J. Ourso College of Business, Louisiana State University, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 697 (31,657)

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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
Ohio State University (OSU) - Department of Finance, E. J. Ourso College of Business, Louisiana State University, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 17 (512,425)
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5.
Downloads 353 ( 75,804)

q5

Charles A. Dice Center Working Paper No. 2018-10, Fisher College of Business Working Paper No. 2018-03-010
Number of pages: 96 Posted: 05 Jun 2018 Last Revised: 12 Jun 2018
Ohio State University (OSU) - Department of Finance, E. J. Ourso College of Business, Louisiana State University, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 351 (75,665)

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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
Ohio State University (OSU) - Department of Finance, E. J. Ourso College of Business, Louisiana State University, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 2 (604,775)
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6.
Downloads 284 ( 96,706)
Citation 1

Cross-Sectional Tobin's Q

AFA 2013 San Diego Meetings Paper
Number of pages: 43 Posted: 26 Feb 2012 Last Revised: 27 Feb 2012
University of Minnesota, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 146 (182,091)
Citation 1

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Tobin's Q, investment, valuation, structural estimation

Cross-Sectional Tobin's Q

Number of pages: 43 Posted: 16 Mar 2010 Last Revised: 27 Feb 2012
University of Minnesota, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 117 (217,217)
Citation 1

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Tobin's Q, the value spread, investment, valuation, structural estimation

Cross-Sectional Tobin's Q

NBER Working Paper No. w16336
Number of pages: 44 Posted: 07 Sep 2010
University of Minnesota, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 21 (488,407)
Citation 1

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7.

Intangible Assets and Cross-Sectional Stock Returns: Evidence from Structural Estimation

Number of pages: 37 Posted: 28 Feb 2010 Last Revised: 02 Jan 2015
Cheung Kong Graduate School of Business, Guanghua School of Management, Peking University and University of Cincinnati
Downloads 283 (53,621)
Citation 6

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investment-based asset pricing, intangible assets, structural estimation, R&D, investment specific technological change, adjustment costs, structural estimation, GMM

Aggregation, Capital Heterogeneity, and the Investment CAPM

Charles A Dice Center Working Paper No. 2017-19, Fisher College of Business Working Paper No. 2017-03-19
Number of pages: 63 Posted: 03 Oct 2017 Last Revised: 04 Dec 2017
Ohio State University (OSU), Fisher College of Business, Department of Finance, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 196 (140,071)

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The Investment Model of Asset Pricing, GMM, Structural Estimation, Anomalies, Joint Estimation

Does the Investment Model Explain Value and Momentum Simultaneously?

NBER Working Paper No. w23910
Number of pages: 62 Posted: 09 Oct 2017
Ohio State University (OSU), Fisher College of Business, Department of Finance, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 6 (577,390)
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9.

A Supply Approach to Valuation

Review of Financial Studies, Forthcoming
Number of pages: 69 Posted: 08 Sep 2013
University of Minnesota, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 100 (170,077)
Citation 2

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Valuation, Tobin's q, investment, structural estimation

10.

An Investment-Based Investigation of Mutual Fund Performance

Number of pages: 51 Posted: 04 Oct 2012 Last Revised: 18 Mar 2013
Chen Xue
University of Cincinnati
Downloads 73 (227,635)

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Mutual fund performance, Investment-based asset pricing

11.

Motivating Factors

Fisher College of Business Working Paper No. 2018-03-003, Charles A. Dice Center Working Paper No. 2018-03-03
Number of pages: 62 Posted: 06 Mar 2018
Ohio State University (OSU) - Department of Finance, E. J. Ourso College of Business, Louisiana State University, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 0 (104,078)

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

The Cross Section of Expected Real Estate Returns: Insights from Investment-Based Asset Pricing

Journal of Real Estate Finance and Economics, Vol. 54, No. 3, 2017
Posted: 18 Mar 2017
Shaun A. Bond and Chen Xue
University of Cincinnati and University of Cincinnati

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REITs; Asset Pricing

The Cross Section of Expected Real Estate Returns: Insights from Investment-Based Asset Pricing

Journal of Real Estate Finance and Economics, Vol. 54, No. 3, 2017, University of Cincinnati Lindner College of Business Research Paper
Posted: 03 Nov 2017
Shaun A. Bond and Chen Xue
University of Cincinnati and University of Cincinnati

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REITs, Asset pricing