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Kewei Hou

Ohio State University (OSU) - Department of Finance

2100 Neil Avenue

Columbus, OH 43210-1144

United States

  • Ohio State University (OSU) - Department of Finance

    • Email
    • Tel: 614-292-0552
    • Fax: 614-292-2418
SCHOLARLY PAPERS

26

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CITATIONS
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559

Scholarly Papers (26)

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1.

Digesting Anomalies: An Investment Approach

Downloads 2,805 ( 3,100)
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 1,533 (8,543)
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 1,256 (11,785)
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 (482,546)
Citation 14

Abstract:

2.

Replicating Anomalies

Downloads 2,717 ( 3,276)

Replicating Anomalies

Fisher College of Business Working Paper No. 2017-03-010, 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
Ohio State University (OSU) - Department of Finance, University of Cincinnati and Ohio State University - Fisher College of Business
Downloads 2,594 (3,460)

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 123 (191,408)

Abstract:

3.

Do Investors Overvalue Firms With Bloated Balance Sheets?

EFA 2004 Maastricht Meetings Paper No. 3233; Dice Center Working Paper No. 2004-18
Number of pages: 53 Posted: 03 Aug 2004
David A. Hirshleifer, Kewei Hou, Siew Hong Teoh and Yinglei Zhang
University of California, Irvine - Paul Merage School of Business, Ohio State University (OSU) - Department of Finance, University of California - Paul Merage School of Business and The Chinese University of Hong Kong (CUHK) - School of Accountancy
Downloads 2,506 (3,142)
Citation 94

Abstract:

limited attention, market efficiency, investor misvaluation

4.

The Accrual Anomaly: Risk or Mispricing?

AFA 2007 Chicago Meetings Paper
Number of pages: 51 Posted: 30 Mar 2006 Last Revised: 31 Mar 2010
David A. Hirshleifer, Kewei Hou and Siew Hong Teoh
University of California, Irvine - Paul Merage School of Business, Ohio State University (OSU) - Department of Finance and University of California - Paul Merage School of Business
Downloads 2,268 (4,162)
Citation 28

Abstract:

Capital markets, accruals, market efficiency, behavioral accounting, behavioral finance, limited attention

5.

What Factors Drive Global Stock Returns?

Charles A. Dice Center Working Paper No. 2006-009, Fisher College of Business Working Paper No. 2006-03-009
Number of pages: 65 Posted: 15 Jun 2006 Last Revised: 27 May 2011
Kewei Hou, George Andrew Karolyi and Bong-Chan Kho
Ohio State University (OSU) - Department of Finance, Cornell University - Johnson Graduate School of Management and Seoul National University, Business School
Downloads 1,756 (5,278)
Citation 37

Abstract:

International finance; asset pricing models; common factors

6.

Industry Information Diffusion and the Lead-Lag Effect in Stock Returns

Downloads 1,676 ( 7,561)
Citation 61

Industry Information Diffusion and the Lead-Lag Effect in Stock Returns

Dice Center Working Paper No. 2003-23
Number of pages: 43 Posted: 11 Nov 2003
Kewei Hou
Ohio State University (OSU) - Department of Finance
Downloads 1,676 (7,405)
Citation 61

Abstract:

Industry Information Diffusion and the Lead-Lag Effect in Stock Returns

The Review of Financial Studies, Vol. 20, Issue 4, pp. 1113-1138, 2007
Posted: 25 Jun 2008
Kewei Hou
Ohio State University (OSU) - Department of Finance

Abstract:

G12, G14

7.

A Comparison of New Factor Models

Downloads 1,623 ( 7,978)

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 1,609 (7,918)

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 (494,239)

Abstract:

8.

The Implied Cost of Capital: A New Approach

Charles A. Dice Center Working Paper No. 2010-4, Fisher College of Business Working Paper No. 2010-03-004, Journal of Accounting & Economics (JAE), Forthcoming
Number of pages: 53 Posted: 02 Mar 2010 Last Revised: 13 Dec 2011
Kewei Hou, Mathijs A. Van Dijk and Yinglei Zhang
Ohio State University (OSU) - Department of Finance, Erasmus University - Rotterdam School of Management and The Chinese University of Hong Kong (CUHK) - School of Accountancy
Downloads 1,514 (6,637)
Citation 29

Abstract:

Cross-sectional earnings model, Earnings forecasts, Expected returns, Implied cost of capital, Asset pricing tests

9.

R2 and Price Inefficiency

Fisher College of Business Working Paper No. 2006-03-007, Charles A. Dice Center Working Paper No. 2006-23
Number of pages: 50 Posted: 02 Jan 2007
Kewei Hou, Wei Xiong and Lin Peng
Ohio State University (OSU) - Department of Finance, Princeton University - Department of Economics and Baruch College/CUNY - Zicklin School of Business
Downloads 1,236 (10,891)
Citation 15

Abstract:

10.

A Tale of Two Anomalies: The Implications of Investor Attention for Price and Earnings Momentum

Number of pages: 44 Posted: 02 Apr 2007 Last Revised: 11 Nov 2010
Kewei Hou, Wei Xiong and Lin Peng
Ohio State University (OSU) - Department of Finance, Princeton University - Department of Economics and Baruch College/CUNY - Zicklin School of Business
Downloads 1,229 (6,855)
Citation 43

Abstract:

11.

Industry Concentration and Average Stock Returns

Dice Center Working Paper No. 2003-30
Number of pages: 43 Posted: 23 Dec 2003
Kewei Hou and David T. Robinson
Ohio State University (OSU) - Department of Finance and Fuqua School of Business, Duke University
Downloads 1,204 (10,954)
Citation 77

Abstract:

12.

Accruals and Aggregate Stock Market Returns

Journal of Financial Economics, Forthcoming
Number of pages: 53 Posted: 21 Nov 2005 Last Revised: 19 Oct 2008
David A. Hirshleifer, Kewei Hou and Siew Hong Teoh
University of California, Irvine - Paul Merage School of Business, Ohio State University (OSU) - Department of Finance and University of California - Paul Merage School of Business
Downloads 1,124 (13,377)
Citation 27

Abstract:

13.

Have We Solved the Idiosyncratic Volatility Puzzle?

Journal of Financial Economics (JFE), Forthcoming, Charles A. Dice Center Working Paper No. 2012-28, Fisher College of Business Working Paper No. 2012-03-028
Number of pages: 63 Posted: 18 Dec 2012 Last Revised: 02 Oct 2015
Kewei Hou and Roger Loh
Ohio State University (OSU) - Department of Finance and Singapore Management University - Lee Kong Chian School of Business
Downloads 958 (6,844)
Citation 1

Abstract:

idiosyncratic volatility, cross-section of stock returns, lottery preferences, market frictions

14.

Market Frictions, Price Delay, and the Cross-Section of Expected Returns

CRSP Working Paper No. 547
Number of pages: 42 Posted: 27 May 2003
Kewei Hou and Tobias J. Moskowitz
Ohio State University (OSU) - Department of Finance and Yale University, Yale SOM
Downloads 914 (17,953)
Citation 129

Abstract:

15.

Resurrecting the Size Effect: Firm Size, Profitability Shocks, and Expected Stock Returns

Charles A. Dice Center Working Paper No. 2010-1 , Fisher College of Business Working Paper No. 2010-03-001
Number of pages: 49 Posted: 18 Jan 2010 Last Revised: 31 Mar 2014
Kewei Hou and Mathijs A. Van Dijk
Ohio State University (OSU) - Department of Finance and Erasmus University - Rotterdam School of Management
Downloads 771 (16,238)
Citation 4

Abstract:

Size effect, Expected stock returns, Profitability shocks, Asset pricing tests

16.

The Economics of Value Investing

Downloads 392 ( 61,239)

The Economics of Value Investing

Fisher College of Business Working Paper No. 2017-03-016, Charles A. Dice Center Working Paper No. 2017-16
Number of pages: 66 Posted: 05 Jul 2017 Last Revised: 27 Jul 2017
Kewei Hou, Haitao Mo, Chen Xue and Lu Zhang
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 380 (62,919)

Abstract:

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
Kewei Hou, Haitao Mo, Chen Xue and Lu Zhang
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 12 (505,859)

Abstract:

17.

The CAPM Strikes Back? An Investment Model with Disasters

Downloads 309 ( 79,818)

The CAPM Strikes Back? An Investment Model with Disasters

Fisher College of Business Working Paper No. 2015-03-03, Charles A. Dice Center Working Paper No. 2015-03
Number of pages: 41 Posted: 23 Feb 2015 Last Revised: 08 Oct 2015
Hang Bai, Kewei Hou, Howard Kung and Lu Zhang
Ohio State University (OSU) - Fisher College of Business, Ohio State University (OSU) - Department of Finance, London Business School and Ohio State University - Fisher College of Business
Downloads 291 (84,924)

Abstract:

The CAPM, Investment-based Asset Pricing, Rare Disasters, Measurement Errors

The CAPM Strikes Back? An Investment Model with Disasters

NBER Working Paper No. w21016
Number of pages: 41 Posted: 16 Mar 2015
Hang Bai, Kewei Hou, Howard Kung and Lu Zhang
Ohio State University (OSU) - Fisher College of Business, Ohio State University (OSU) - Department of Finance, London Business School and Ohio State University - Fisher College of Business
Downloads 18 (471,031)

Abstract:

18.

Are Firms in 'Boring' Industries Worth Less?

Fisher College of Business Working Paper No. 2015-3-02, Charles A. Dice Center Working Paper No. 2015-02
Number of pages: 47 Posted: 16 Jan 2015 Last Revised: 17 Jan 2015
Jia Chen, Kewei Hou and René M. Stulz
Peking University - Guanghua School of Management, Ohio State University (OSU) - Department of Finance and Ohio State University (OSU) - Department of Finance
Downloads 224 (76,504)

Abstract:

Market-to-book ratio, misevaluation, saliency, industry, cost of equity, profitability dispersion

19.

Comovement of Corporate Bonds and Equities

Fisher College of Business Working Paper No. 2013-03-11, Charles A. Dice Center Working Paper No. 2013-11
Number of pages: 45 Posted: 12 Jul 2013
Jack Bao and Kewei Hou
Board of Governors of the Federal Reserve System and Ohio State University (OSU) - Department of Finance
Downloads 172 (92,429)

Abstract:

Comovement, Hedge ratios, Structural models of default, Ratings

20.

Understanding the Variation in the Information Content of Earnings: A Return Decomposition Analysis

Fisher College of Business Working Paper No. 2015-03-01, Charles A. Dice Center Working Paper No. 2015-01
Number of pages: 42 Posted: 14 Jan 2015
Kewei Hou, Yinglei Zhang and Zili Zhuang
Ohio State University (OSU) - Department of Finance, The Chinese University of Hong Kong (CUHK) - School of Accountancy and The Chinese University of Hong Kong (CUHK) - Faculty of Business Administration
Downloads 127 (108,779)

Abstract:

Earnings, Information Content, Return Decomposition, Discount Rate News

21.

Prices and Volatilities in the Corporate Bond Market

Fisher College of Business Working Paper No. 2015-03-18, Charles A. Dice Center Working Paper No. 2015-18
Number of pages: 63 Posted: 29 Aug 2015
Jack Bao, Jia Chen, Kewei Hou and Lei Lu
Board of Governors of the Federal Reserve System, Peking University - Guanghua School of Management, Ohio State University (OSU) - Department of Finance and Peking University - Guanghua School of Management
Downloads 121 (74,728)

Abstract:

Bond volatility, Yield spreads, Credit risk, Illiquidity, Decomposition

22.

Are Firms in "Boring" Industries Worth Less?

NBER Working Paper No. w20880
Number of pages: 47 Posted: 27 Jan 2015 Last Revised: 03 Feb 2015
Jia Chen, Kewei Hou and René M. Stulz
Peking University - Guanghua School of Management, Ohio State University (OSU) - Department of Finance and Ohio State University (OSU) - Department of Finance
Downloads 17 (454,656)

Abstract:

23.

(Priced) Frictions

Fisher College of Business Working Paper No. 2016-03-19, Charles A. Dice Center Working Paper No. 2016-19
Number of pages: 62 Posted: 07 Oct 2016 Last Revised: 06 Nov 2016
Kewei Hou, Sehoon Kim and Ingrid M. Werner
Ohio State University (OSU) - Department of Finance, Ohio State University (OSU) - Department of Finance and The Ohio State University - Fisher College of Business
Downloads 0 (108,779)

Abstract:

Microstructure frictions, return measurement bias, asset pricing, and anomalies

24.

Systemic Default and Return Predictability in the Stock and Bond Markets

Charles A. Dice Center Working Paper No. 2016-2, Fisher College of Business Working Paper No. 2016-03-02
Number of pages: 58 Posted: 27 Jan 2016
Jack Bao, Kewei Hou and Shaojun Zhang
Board of Governors of the Federal Reserve System, Ohio State University (OSU) - Department of Finance and The Ohio State University
Downloads 0 (90,966)

Abstract:

Systemic risk, Joint default, Predictability, Stock returns, Bond returns

25.

Does Takeover Increase Stockholder Value

EFA 0488
Posted: 05 Nov 2000
Kewei Hou, Per Olsson and David T. Robinson
Ohio State University (OSU) - Department of Finance, Duke University and Fuqua School of Business, Duke University

Abstract:

26.

Towards a Property Rights View of Government Ownership

AFA 2001 New Orleans
Posted: 16 May 2000
David T. Robinson and Kewei Hou
Fuqua School of Business, Duke University and Ohio State University (OSU) - Department of Finance

Abstract:

Submit a Paper Section 508 Text Only Pages

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