Chen Xue

University of Cincinnati

Assistant Professor of Finance

College of Business Administration

Cincinnati, OH 45221

United States

SCHOLARLY PAPERS

13

DOWNLOADS
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Top 1,940

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15,645

CITATIONS
Rank 14,919

SSRN RANKINGS

Top 14,919

in Total Papers Citations

24

Scholarly Papers (13)

1.
Downloads 6,210 ( 950)

Replicating Anomalies

Fisher College of Business Working Paper No. 2017-03-010, 28th Annual Conference on Financial Economics and Accounting, Charles A. Dice Center Working Paper No. 2017-10
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 5,928 (1,013)

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

Replicating Anomalies

Review of Financial Studies, forthcoming, Fisher College of Business Working Paper No. 2017-03-010, Charles A. Dice Center Working Paper No. 2017-10
Number of pages: 134 Posted: 31 Oct 2018
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 148 (188,152)

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Replication, factor investing, anomalies, microcaps, multiple testing

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 134 (202,925)

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2.
Downloads 3,460 ( 2,614)
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 2,034 (6,320)
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 1,395 (11,887)
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 31 (448,765)
Citation 15

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3.
Downloads 2,699 ( 4,032)

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 2,657 (4,049)

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

Which Factors?

NBER Working Paper No. w20682
Number of pages: 52 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 42 (402,130)

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4.
Downloads 765 ( 29,627)

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 748 (30,117)

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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 (529,166)
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5.
Downloads 650 ( 36,996)

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
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 633 (37,775)

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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 17 (529,166)
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6.

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 494 (52,721)
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

7.

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
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 488 (53,688)

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

8.
Downloads 286 (100,112)
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 148 (187,074)
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 (225,435)
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 (504,701)
Citation 1

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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 219 (131,129)

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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 (596,957)
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10.

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 161 (173,909)
Citation 2

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Valuation, Tobin's q, investment, structural estimation

11.

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 110 (234,623)

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Mutual fund performance, Investment-based asset pricing

12.

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
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 97 (257,631)

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

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