Chen Xue

Finance · 2015–2020

A researcher in the Science corpus: 3 papers; trusts 42 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

• Finance — 143 citations into it; #3,666 of 10,518 by trust here, #2,249 by citations
• Accounting — 121 citations into it; #3,022 of 8,970 by trust here, #2,501 by citations
• Strategy and Management — 66 citations into it
• Economics and Econometrics — 49 citations into it; #7,993 of 23,481 by trust here, #5,925 by citations

Whom Chen Xue trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Narasimhan Jegadeesh
2. Lu Zhang
3. Eugene F. Fama
4. Robert Novy-Marx
5. Yuhang Xing
6. Sheridan Titman
7. Dongmei Li
8. Mark T. Soliman
9. Xiaoji Lin
10. Y. Amihud

Who trusts Chen Xue overall

1. L. Gu
2. Xiaoji Lin
3. Ralph S. J. Koijen
4. S. Kozak
5. Joachim Freyberger
6. Victor DeMiguel
7. A. Donangelo
8. Baolian Wang
9. Lu Zhang

Papers from Chen Xue's perspective

Ordered by how strongly the researchers Chen Xue trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Value Premium
2. The Cross‐Section of Expected Stock Returns
3. Capital Investments and Stock Returns (Journal of Financial and Quantitative Analysis)
4. Common risk factors in the returns on stocks and bonds
5. THE MISPRICING OF ABNORMAL ACCRUALS
6. The Cross-Section of Volatility and Expected Returns
7. The other side of value: The gross profitability premium.
8. The Persistence of Mutual Fund Performance
9. Equilibrium Cross Section of Returns (Journal of Political Economy)
10. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

Their papers

• Digesting Anomalies: An Investment Approach (2015) — 1,982 citations
• A Comparison of New Factor Models (2017) — 159 citations
• An Augmented q-Factor Model with Expected Growth* (2020) — 266 citations