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
USA

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

NBER Working Papers and Publications

June 2018q5
with Kewei Hou, Haitao Mo, Lu Zhang: w24709
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: Kewei Hou & Chen Xue & Lu Zhang, 2015. "Digesting Anomalies: An Investment Approach," Review of Financial Studies, vol 28(3), pages 650-705.

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