Kewei Hou

Best Publications

• Digesting Anomalies: An Investment Approach

  Kewei Hou;Chen Xue;Lu Zhang

  2847
  Citations

• Industry Concentration and Average Stock Returns

  Kewei Hou;David T. Robinson

  1387
  Citations

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

  Kewei Hou;Tobias J. Moskowitz

  1255
  Citations

• Do Investors Overvalue Firms With Bloated Balance Sheets

  David Hirshleifer;Kewei Hou;Siew Hong Teoh;Yinglei Zhang

  999
  Citations

• Industry Information Diffusion and the Lead-lag Effect in Stock Returns

  Kewei Hou

  941
  Citations

• Replicating Anomalies

  Unknown

  909
  Citations

• The implied cost of capital: A new approach

  Kewei Hou;Mathijs A. van Dijk;Yinglei Zhang

  894
  Citations

• What Factors Drive Global Stock Returns

  Kewei Hou;G. Andrew Karolyi;Bong-Chan Kho

  623
  Citations

• Real effects of climate policy: Financial constraints and spillovers

  Söhnke M. Bartram;Söhnke M. Bartram;Kewei Hou;Sehoon Kim

  611
  Citations

• A Comparison of New Factor Models

  Kewei Hou;Chen Xue;Lu Zhang

  406
  Citations

• An Augmented q-Factor Model with Expected Growth

  Kewei Hou;Haitao Mo;Chen Xue;Lu Zhang;Lu Zhang

  405
  Citations

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

  Kewei Hou;Wei Xiong;Wei Xiong;Lin Peng

  372
  Citations

• Accruals, cash flows, and aggregate stock returns

  David Hirshleifer;Kewei Hou;Siew Hong Teoh

  340
  Citations

• Have we solved the idiosyncratic volatility puzzle

  Kewei Hou;Roger K. Loh

  302
  Citations

• A Comparison of New Factor Models

  Kewei Hou;Chen Xue;Lu Zhang

  263
  Citations

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

  Kewei Hou;Tobias J. Moskowitz;Tobias J. Moskowitz

  244
  Citations

• Digesting Anomalies: An Investment Approach

  Kewei Hou;Chen Xue;Lu Zhang;Lu Zhang

  236
  Citations

• Replicating Anomalies

  Unknown

  219
  Citations

• What Factors Drive Global Stock Returns

  Kewei Hou;G. Karolyi;Bong Chan Kho

  217
  Citations

• Do Investors Overvalue Firms With Bloated Balance Sheets

  David A. Hirshleifer;David A. Hirshleifer;David A. Hirshleifer;Kewei Hou;Siew Hong Teoh;Yinglei Zhang

  200
  Citations