An Augmented q-Factor Model with Expected Growth K Hou, H Mo, C Xue, L Zhang Review of Finance 25 (1), 1-41, 2021 | 370 | 2021 |
Which factors? K Hou, H Mo, C Xue, L Zhang Review of Finance 23 (1), 1-35, 2019 | 222 | 2019 |
Performance measurement with selectivity, market and volatility timing W Ferson, H Mo Journal of Financial Economics 121 (1), 93-110, 2016 | 89 | 2016 |
Out-of-sample performance of mutual fund predictors CS Jones, H Mo The Review of Financial Studies 34 (1), 149-193, 2021 | 52 | 2021 |
Option momentum SL Heston, CS Jones, M Khorram, S Li, H Mo The Journal of Finance 78 (6), 3141-3192, 2023 | 30 | 2023 |
The economics of value investing K Hou, H Mo, C Xue, L Zhang National Bureau of Economic Research, 2017 | 16 | 2017 |
Motivating factors K Hou, H Mo, C Xue, L Zhang Ohio State University, Charles A. Dice Center for Research in Financial …, 2018 | 14 | 2018 |
Do option prices forecast aggregate stock returns? CS Jones, H Mo, T Wang Available at SSRN 3009490, 2018 | 13 | 2018 |
The economics of security analysis K Hou, H Mo, C Xue, L Zhang Management Science 70 (1), 164-186, 2024 | 11 | 2024 |
Momentum, reversal, and seasonality in option returns CS Jones, M Khorram, H Mo Available at SSRN 3705500, 2020 | 5 | 2020 |
Security analysis: An investment perspective K Hou, H Mo, C Xue, L Zhang National Bureau of Economic Research, 2019 | 5 | 2019 |
Measuring performance with market and volatility timing and selectivity W Ferson, H Mo Working Paper, University of Southern California, 2015 | 5 | 2015 |
Feedback control over packet dropping network links H Mo, CN Hadjicostis 2007 Mediterranean Conference on Control & Automation, 1-6, 2007 | 5 | 2007 |
Too good to be true: Look-ahead bias in empirical option research J Duarte, CS Jones, H Mo, M Khorram Available at SSRN, 2023 | 3 | 2023 |
Information flow and credit rating announcements M Khorram, H Mo, GC Sanger Journal of Financial Markets 65, 100837, 2023 | 3 | 2023 |
Seasonal momentum in option returns SL Heston, CS Jones, M Khorram, S Li, H Mo Available at SSRN 4167231, 2022 | 3 | 2022 |
Implied Economic Risk Premiums H Mo Available at SSRN 2302872, 2014 | 1 | 2014 |
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 |