Digesting anomalies: An investment approach K Hou, C Xue, L Zhang The Review of Financial Studies 28 (3), 650-705, 2015 | 2852 | 2015 |
Replicating anomalies K Hou, C Xue, L Zhang The Review of financial studies 33 (5), 2019-2133, 2020 | 1382 | 2020 |
Market frictions, price delay, and the cross-section of expected returns K Hou, TJ Moskowitz The Review of Financial Studies 18 (3), 981-1020, 2005 | 1309 | 2005 |
Industry concentration and average stock returns K Hou, DT Robinson The journal of finance 61 (4), 1927-1956, 2006 | 1253 | 2006 |
Do investors overvalue firms with bloated balance sheets? D Hirshleifer, K Hou, SH Teoh, Y Zhang Journal of accounting and economics 38, 297-331, 2004 | 1081 | 2004 |
What factors drive global stock returns? K Hou, GA Karolyi, BC Kho The Review of Financial Studies 24 (8), 2527-2574, 2011 | 829 | 2011 |
The implied cost of capital: A new approach K Hou, MA Van Dijk, Y Zhang Journal of Accounting and Economics 53 (3), 504-526, 2012 | 776 | 2012 |
Industry information diffusion and the lead-lag effect in stock returns K Hou The review of financial studies 20 (4), 1113-1138, 2007 | 765 | 2007 |
A Tale of Two Anomalies: The Implications of Investor Attention for Price and Earnings Momentum K Hou | 653 | 2009 |
An Augmented q-Factor Model with Expected Growth K Hou, H Mo, C Xue, L Zhang Review of Finance 25 (1), 1-41, 2021 | 411 | 2021 |
Real effects of climate policy: Financial constraints and spillovers SM Bartram, K Hou, S Kim Journal of Financial Economics 143 (2), 668-696, 2022 | 366 | 2022 |
Have we solved the idiosyncratic volatility puzzle? K Hou, RK Loh Journal of Financial Economics 121 (1), 167-194, 2016 | 344 | 2016 |
Accruals, cash flows, and aggregate stock returns D Hirshleifer, K Hou, SH Teoh Journal of Financial Economics 91 (3), 389-406, 2009 | 335 | 2009 |
The accrual anomaly: risk or mispricing? D Hirshleifer, K Hou, SH Teoh Management Science 58 (2), 320-335, 2012 | 286 | 2012 |
A comparison of new factor models K Hou, C Xue, L Zhang Fisher college of business working paper, 05, 2017 | 265 | 2017 |
Which factors? K Hou, H Mo, C Xue, L Zhang Review of Finance 23 (1), 1-35, 2019 | 233 | 2019 |
Resurrecting the size effect: Firm size, profitability shocks, and expected stock returns K Hou, MA Van Dijk The Review of Financial Studies 32 (7), 2850-2889, 2019 | 183* | 2019 |
Is R-squared a measure of market inefficiency? K Hou, L Peng, W Xiong Princeton University. Economics Department. Working Papers, 2013 | 172* | 2013 |
The CAPM strikes back? An equilibrium model with disasters H Bai, K Hou, H Kung, EXN Li, L Zhang Journal of Financial Economics 131 (2), 269-298, 2019 | 100 | 2019 |
Digesting anomalies: An investment approach K Hou, C Xue, L Zhang National Bureau of Economic Research, 2012 | 67 | 2012 |