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Haitao Mo
Haitao Mo
Associate Professor, Louisiana State University
Verified email at lsu.edu
Title
Cited by
Cited by
Year
An Augmented q-Factor Model with Expected Growth
K Hou, H Mo, C Xue, L Zhang
Review of Finance 25 (1), 1-41, 2021
2032021
Which factors?
K Hou, H Mo, C Xue, L Zhang
Review of Finance 23 (1), 1-35, 2019
1752019
Performance measurement with selectivity, market and volatility timing
W Ferson, H Mo
Journal of Financial Economics 121 (1), 93-110, 2016
682016
Out-of-sample performance of mutual fund predictors
CS Jones, H Mo
The Review of Financial Studies 34 (1), 149-193, 2021
362021
Motivating factors
K Hou, H Mo, C Xue, L Zhang
Ohio State University, Charles A. Dice Center for Research in Financial …, 2018
132018
The economics of value investing
K Hou, H Mo, C Xue, L Zhang
National Bureau of Economic Research, 2017
122017
Do option prices forecast aggregate stock returns?
CS Jones, H Mo, T Wang
Available at SSRN 3009490, 2018
102018
Security analysis: An investment perspective
K Hou, H Mo, C Xue, L Zhang
National Bureau of Economic Research, 2019
52019
Measuring performance with market and volatility timing and selectivity
WE Ferson, H Mo
Working Paper, University of Southern California, 2015
52015
Feedback control over packet dropping network links
H Mo, CN Hadjicostis
2007 Mediterranean Conference on Control & Automation, 1-6, 2007
52007
The economics of security analysis
K Hou, H Mo, C Xue, L Zhang
Management Science, 2022
42022
Momentum, reversal, and seasonality in option returns
CS Jones, M Khorram, H Mo
Available at SSRN 3705500, 2020
32020
Information flow and credit rating announcements
M Khorram, H Mo, GC Sanger
Available at SSRN 3428816, 2019
22019
Seasonal Momentum in Option Returns
SL Heston, CS Jones, M Khorram, S Li, H Mo
Available at SSRN 4167231, 2022
12022
Implied Economic Risk Premiums
H Mo
Available at SSRN 2302872, 2014
12014
The Internet Appendix:“The Economics of Security Analysis”(for Online Publication Only)
K Hou, H Mo, C Xue, L Zhang
2022
Essays in Empirical Asset Pricing
X Mo
The University of North Carolina at Charlotte, 2021
2021
Information embedded in option prices: Evidence from credit rating agency announcements
M Khorram, H Mo, GC Sanger
2019
Charles A. Dice Center for Research in Financial Economics q 5
K Hou, H Mo, C Xue, L Zhang
2018
q<sup>5
LZ Kewei Hou, Haitao Mo, Chen Xue
Available at SSRN 3191167, 2018
2018
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