NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Chen Xue

Lindner College of Business
University of Cincinnati
405 Lindner Hall
Cincinnati, OH 45221

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org

NBER Working Papers and Publications

October 2017Does the Investment Model Explain Value and Momentum Simultaneously?
with Andrei S. Gonçalves, Lu Zhang: w23910
June 2017The Economics of Value Investing
with Kewei Hou, Haitao Mo, Lu Zhang: w23563
May 2017Replicating Anomalies
with Kewei Hou, Lu Zhang: w23394
November 2014A Comparison of New Factor Models
with Kewei Hou, Lu Zhang: w20682
October 2012Digesting Anomalies: An Investment Approach
with Kewei Hou, Lu Zhang: w18435

Published: Digesting Anomalies: An Investment Approach Kewei Hou, Chen Xue and Lu Zhang Rev. Financ. Stud. (2015) 28 (3): 650-705. doi: 10.1093/rfs/hhu068 First published online: September 26, 2014

September 2010Cross-sectional Tobin's Q
with Frederico Belo, Lu Zhang: w16336
 
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