Chen Xue

University of Cincinnati

Assistant Professor of Finance

College of Business Administration

Cincinnati, OH 45221

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 4,224

SSRN RANKINGS

Top 4,224

in Total Papers Downloads

7,775

CITATIONS
Rank 15,389

SSRN RANKINGS

Top 15,389

in Total Papers Citations

23

Scholarly Papers (8)

1.
Downloads 2,779 ( 3,110)
Citation 14

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
Ohio State University (OSU) - Department of Finance, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 1,513 (8,632)
Citation 14

Abstract:

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
Ohio State University (OSU) - Department of Finance, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 1,250 (11,754)
Citation 14

Abstract:

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
Ohio State University (OSU) - Department of Finance, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 16 (479,055)
Citation 14

Abstract:

2.
Downloads 2,522 ( 3,684)

Replicating Anomalies

Charles A. Dice Center Working Paper No. 2017-10, Fisher College of Business Working Paper No. 2017-03-010
Number of pages: 146 Posted: 03 May 2017 Last Revised: 14 Jun 2017
Kewei Hou, Chen Xue and Lu Zhang
Ohio State University (OSU) - Department of Finance, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 2,400 (3,917)

Abstract:

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
Ohio State University (OSU) - Department of Finance, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 122 (191,085)

Abstract:

3.
Downloads 1,562 ( 8,376)

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
Ohio State University (OSU) - Department of Finance, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 1,548 (8,345)

Abstract:

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
Ohio State University (OSU) - Department of Finance, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 14 (490,791)

Abstract:

4.

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 (57,611)
Citation 6

Abstract:

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

5.
Downloads 277 ( 89,460)
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
Frederico Belo, Chen Xue and Lu Zhang
University of Minnesota, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 140 (171,204)
Citation 1

Abstract:

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
Frederico Belo, Chen Xue and Lu Zhang
University of Minnesota, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 117 (197,305)
Citation 1

Abstract:

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
Frederico Belo, Chen Xue and Lu Zhang
University of Minnesota, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 20 (456,040)
Citation 1

Abstract:

6.

A Supply Approach to Valuation

Review of Financial Studies, Forthcoming
Number of pages: 69 Posted: 08 Sep 2013
Frederico Belo, Chen Xue and Lu Zhang
University of Minnesota, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 100 (177,913)
Citation 2

Abstract:

Valuation, Tobin's q, investment, structural estimation

7.

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 (226,179)

Abstract:

Mutual fund performance, Investment-based asset pricing

8.

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

Abstract:

REITs; Asset Pricing