Kewei Hou
Economics, Econometrics and Finance · The Ohio State University
Publications
103
Citations
12,478
Est. group size
—
Recurring co-author estimate
Active years
28
Publishing since 1999
Kewei Hou studies empirical asset pricing and corporate finance, focusing on how stock, bond, and currency prices relate to company fundamentals, credit risk, and investor behavior. His work includes building and testing factor models that explain patterns of stock returns (such as momentum and value effects), and examining topics like corporate R&D, debt structure, bank risk, and cross-country market anomalies. This research is generally aimed at understanding what drives asset returns and how well existing financial theories hold up when tested rigorously across different markets.
Publication output was highest around 2017-2018 and has since settled into a steadier, lower pace of roughly 2-3 outputs per year over the last five years.
Generated by claude-sonnet-5 from public bibliographic data · Jul 20, 2026
- What Drives Global Corporate Bond Returns? 
SSRN Electronic Journal · 2026
- A Tale of Two Anomalies: The Implications of Investor Attention for Price and Earnings Momentum <br>
SSRN Electronic Journal · 2025
- Uninsured Deposits, Run Risk, and Bank Stock Returns
SSRN Electronic Journal · 2025
- Political Uncertainty and Commodity Markets
SSRN Electronic Journal · 2025
- Beyond Carry: The Prospective Interest Rate Differential and Currency Excess Returns
SSRN Electronic Journal · 2024
- Default Risk Shocks of Financial Institutions as a Systemic Risk Indicator <br>
SSRN Electronic Journal · 2024
- Finding Anomalies in China
SSRN Electronic Journal · 2023
- Systematic default and return predictability in the stock and bond markets
Journal of Financial Economics · 2023
- Debt Maturity Structure and Corporate Investment
SSRN Electronic Journal · 2023
- The Economics of Security Analysis
Management Science · 2022
- An Augmented q-Factor Model with Expected Growth [Abnormal returns to a fundamental analysis strategy]
Review of Finance · 2021
- Corporate R&D and Stock Returns: International Evidence
Journal of Financial and Quantitative Analysis · 2021
- An Augmented q-Factor Model with Expected Growth
SSRN Electronic Journal · 2020
- An Augmented <i>q</i> -Factor Model with Expected Growth
European Finance Review · 2020
- Corporate R&amp;D and Stock Returns: International Evidence
SSRN Electronic Journal · 2020
- SSRN Electronic Journal×20
- Journal of Financial Economics×4
- National Bureau of Economic Research×4
- RePEc: Research Papers in Economics×4
- Review of Financial Studies×3
- Arun J. Prakash
Economics, Econometrics and Finance · Purdue University West Lafayette
- Huseyin Gulen
Economics, Econometrics and Finance · Purdue University West Lafayette
- Andrei S. Gonçalves
Economics, Econometrics and Finance · The Ohio State University
- Charles Trzcinka
Economics, Econometrics and Finance · Indiana University
- Ingrid M. Werner
Economics, Econometrics and Finance · The Ohio State University
This profile was generated automatically from public scholarly data (OpenAlex). Group size and activity levels are estimates derived from co-authorship patterns.
Last updated Jul 19, 2026.
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