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A Comparison of New Factor Models · Study

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PreprintA Comparison of New Factor Models

Kewei Hou2014

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Preprintgreen2014

A Comparison of New Factor Models

Kewei Hou · Xue Chen · Lu Zhang

168 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Financial Reporting and Valuation Research

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References

1993Common risk factors in the returns on stocks and bonds 1997On Persistence in Mutual Fund Performance 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 2014A five-factor asset pricing model 1985Does the Stock Market Overreact?1961Dividend Policy, Growth, and the Valuation of Shares 1968An Empirical Evaluation of Accounting Income Numbers 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy

Cited by

2016A Better Model? An Empirical Investigation of the Fama–French Five‐factor Model in Australia 2018Government debt and the returns to innovation 2017Empirical Investigation of an Equity Pairs Trading Strategy 2019Challenging the Conventional Wisdom on Active Management: A Review of the Past 20 Years of Academic Literature on Actively Managed Mutual Funds 2019A diagnostic Criterion for approximate factor structure 2016Are Cash Flows Better Stock Return Predictors Than Profits?

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Details

Year2014

Typepreprint

Published2014-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations168

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.2520929

openalex_workW2735514780

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2018Firm Characteristics and Chinese Stocks

2018The Cross-Section of Emerging Market Stock Returns