Follow
Haitao Mo
Haitao Mo
Associate Professor, University of Kansas
Verified email at ku.edu
Title
Cited by
Cited by
Year
An Augmented q-Factor Model with Expected Growth
K Hou, H Mo, C Xue, L Zhang
Review of Finance 25 (1), 1-41, 2021
3572021
Which factors?
K Hou, H Mo, C Xue, L Zhang
Review of Finance 23 (1), 1-35, 2019
2222019
Performance measurement with selectivity, market and volatility timing
W Ferson, H Mo
Journal of Financial Economics 121 (1), 93-110, 2016
882016
Out-of-sample performance of mutual fund predictors
CS Jones, H Mo
The Review of Financial Studies 34 (1), 149-193, 2021
522021
Option momentum
SL Heston, CS Jones, M Khorram, S Li, H Mo
The Journal of Finance 78 (6), 3141-3192, 2023
282023
The economics of value investing
K Hou, H Mo, C Xue, L Zhang
National Bureau of Economic Research, 2017
162017
Do option prices forecast aggregate stock returns?
CS Jones, H Mo, T Wang
Available at SSRN 3009490, 2018
142018
Motivating factors
K Hou, H Mo, C Xue, L Zhang
Ohio State University, Charles A. Dice Center for Research in Financial …, 2018
142018
The economics of security analysis
K Hou, H Mo, C Xue, L Zhang
Management Science 70 (1), 164-186, 2024
112024
Security analysis: An investment perspective
K Hou, H Mo, C Xue, L Zhang
National Bureau of Economic Research, 2019
62019
Momentum, reversal, and seasonality in option returns
CS Jones, M Khorram, H Mo
Available at SSRN 3705500, 2020
52020
Measuring performance with market and volatility timing and selectivity
W Ferson, H Mo
Working Paper, University of Southern California, 2015
52015
Feedback control over packet dropping network links
H Mo, CN Hadjicostis
2007 Mediterranean Conference on Control & Automation, 1-6, 2007
52007
Seasonal momentum in option returns
SL Heston, CS Jones, M Khorram, S Li, H Mo
Available at SSRN 4167231, 2022
32022
Too good to be true: Look-ahead bias in empirical option research
J Duarte, CS Jones, H Mo, M Khorram
Available at SSRN, 2023
22023
Information flow and credit rating announcements
M Khorram, H Mo, GC Sanger
Journal of Financial Markets 65, 100837, 2023
22023
Implied Economic Risk Premiums
H Mo
Available at SSRN 2302872, 2014
12014
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
The system can't perform the operation now. Try again later.
Articles 1–20