Digesting anomalies: An investment approach K Hou, C Xue, L Zhang The Review of Financial Studies 28 (3), 650-705, 2015 | 1954 | 2015 |
Replicating anomalies K Hou, C Xue, L Zhang The Review of Financial Studies 33 (5), 2019-2133, 2020 | 755 | 2020 |
Which factors? K Hou, H Mo, C Xue, L Zhang Review of Finance 23 (1), 1-35, 2019 | 375* | 2019 |
An Augmented q-factor Model with Expected Growth K Hou, H Mo, C Xue, L Zhang | 125 | 2020 |
A supply approach to valuation F Belo, C Xue, L Zhang Review of Financial Studies 26 (12), 3029-3067, 2013 | 53* | 2013 |
Intangible assets and cross-sectional stock returns: Evidence from structural estimation EXN Li, LX Liu, C Xue Available at SSRN 1560014, 2014 | 37 | 2014 |
The cross section of expected real estate returns: Insights from investment-based asset pricing S Bond, C Xue The Journal of Real Estate Finance and Economics 54 (3), 403-428, 2017 | 33 | 2017 |
Aggregation, capital heterogeneity, and the investment CAPM A Gonçalves, C Xue, L Zhang Review of Financial Studies, Forthcoming, 2019 | 31 | 2019 |
The Economics of Security Analysis K Hou, H Mo, C Xue, L Zhang Unpublished manuscript, 2021 | 16* | 2021 |
Does costly reversibility matter for us public firms? H Bai, EXN Li, C Xue, L Zhang National Bureau of Economic Research, 2019 | 12 | 2019 |
An investment-based investigation of mutual fund performance C Xue Available at SSRN 2156335, 2012 | 2 | 2012 |
Asymmetric Investment Rates H Bai, EXN Li, C Xue, L Zhang National Bureau of Economic Research, 2022 | | 2022 |
Technical Document: Factors K Hou, C Xue, L Zhang | | 2022 |
Technical Document: Testing Portfolios K Hou, C Xue, L Zhang | | 2020 |
A Labor-Augmented Investment-Based Asset Pricing Model F Belo, C Xue, L Zhang | | 2009 |