Scholar4AI Updated 2026-11-05 06:02 UTC+09:00

Hou-Xue-Zhang q-factors

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data category: Asset pricing factor data · 0 papers in the last 7 days

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Published factor returns and anomaly portfolios used as benchmarks.

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Names searched for: q5 factor, q-factor model, Hou, Xue, and Zhang, Hou, Xue and Zhang

Key findings#

  • From Nov 2023 to Oct 2026, 26 archived papers mentioned Hou-Xue-Zhang q-factors in their title, abstract, keywords or full text, most of them in Mar 2024 (2).
  • No paper of the tracked journals mentioned Hou-Xue-Zhang q-factors in the last 30 days (2026-10-07 to 2026-11-05).
  • From 2017 to 2026 (so far), Hou-Xue-Zhang q-factors was mentioned in 33 papers in the tracked journals, most of them in finance (24), economics (6) and accounting (2).
  • 7 of them were published in 2025, against 1 in 2017.
  • Since 2023, the institutions with the most of these papers were Durham University (3), Cyprus University of Technology (2) and Xi’an Jiaotong-Liverpool University (2).
  • The journals publishing most of them were International Review of Financial Analysis (4), Journal of Empirical Finance (3) and Journal of Financial Economics (2).
  • The most-cited of them is “The 52-week high, q-theory, and the cross section of stock returns” (Journal of Financial Economics, 2018), with 55 citations.
  • Papers use Hou-Xue-Zhang q-factors most often with Compustat (10), CRSP (10) and Kenneth French Data Library (10); it has 12 partners in the code and data network, in the group around S&P 500, Economic Policy…, Compustat.

Mentions over 36 months#

Papers mentioning it by publication month, Nov 2023 to Oct 2026 (titles, abstracts, keywords and full texts)
TrendNov 23–Oct 24Nov 24–Oct 25Nov 25–Oct 2636 months
781126

Papers per year#

2017: 1 paper2018: 1 paper2019: 0 papers2020: 0 papers2021: 2 papers2022: 1 paper2023: 2 papers2024: 9 papers2025: 7 papers2026 (so far): 10 papers
20172026 (so far)
Papers per publication year and category
Category2017201820192020202120222023202420252026 (so far)
Finance1100212836
Economics0000000123
Accounting0000000011
Management0000000010
All categories11002129710

Where the papers come from#

Institutions with the most papers, since 2023
#InstitutionPapers
1Durham University3
2Cyprus University of Technology2
3Xi’an Jiaotong-Liverpool University2
4Abu Dhabi University1
5Anhui University of Finance and Economics1
6Aston University1
7Azerbaijan State University of Economics1
8Beijing Normal-Hong Kong Baptist University1
9COMSATS University Islamabad1
10China Institute of Finance and Capital Markets1
Countries with the most papers, since 2023
#CountryPapers
1United Kingdom8
2China7
3Cyprus3
4Hong Kong3
5United States3
6Australia2
7Germany2
8United Arab Emirates1
9Austria1
10Azerbaijan1
Keywords with the most papers, since 2023
#KeywordPapers
1cross-section of stock returns6
2factor models5
3stock returns5
4asset pricing models4
5Chinese stock market3
6Fama-French five-factor model3
7Fama-French six-factor model3
8international stock markets3
9q-factor model3
10stock return predictability3

Most-cited papers#

Most-cited papers since 2017
#CitationsPer monthTitleJournalPublishedAuthors
1550.5The 52-week high, q-theory, and the cross section of stock returnsJournal of Financial Economics2018-01-31Thomas J. George, Chuan-Yang Hwang, Yuan Li
2281.1ESG investment performance and global attention to sustainabilityThe North American Journal of Economics and Finance2024-09-12Thanh Nam Vu, Heikki Lehkonen, Juha-Pekka Junttila et al.
3251.2Growing the efficient frontier on panel treesJournal of Financial Economics2025-02-18Lin William Cong, Guanhao Feng, Jingyu He et al.
4180.3What do we know about the second moment of financial markets?International Review of Financial Analysis2021-09-27Klaus Grobys
5160.4Factor models for Chinese A-sharesInternational Review of Financial Analysis2023-10-10Matthias Xaver Hanauer, Maarten Jansen, Laurens A. P. Swinkels et al.

Archive counts by publication year: a paper counts when its title, abstract or keywords name the dataset, or when OpenAlex's full-text search finds it there (searched for the last 30 days' papers and, by a pass over the past years, for older ones). Names added to the list later are looked for in older papers as the archive is read again.

Used together with#

Papers use Hou-Xue-Zhang q-factors most often with Compustat (10), CRSP (10) and Kenneth French Data Library (10); it has 12 partners in the code and data network, in the group around S&P 500, Economic Policy…, Compustat. The whole network →

What papers use Hou-Xue-Zhang q-factors together with (at least 3 papers; lift 1 = chance)
Used withTypePapers using bothLift
CompustatDataset1023.0
CRSPDataset1034.0
Kenneth French Data LibraryDataset1087.9
S&P 500Dataset85.1
Baker-Wurgler investor sentimentDataset653.4
Refinitiv DatastreamDataset623.3
Marketization index (Fan Gang)Dataset510.8
I/B/E/SDataset423.0
MSCI indicesDataset432.0
CSMARDataset39.9
Economic Policy Uncertainty indexDataset31.8
Open Source Asset PricingDataset3334.6
Cite this page

Scholar4AI. (2026). Hou-Xue-Zhang q-factors. Journal and Conference Research Rankings. Retrieved November 5, 2026, from https://scholar4ai.com/datasets/hou-xue-zhang-q-factors

@misc{scholar4ai-datasets-hou-xue-zhang-q-factors,
  author = {{Scholar4AI}},
  title = {Hou-Xue-Zhang q-factors},
  year = {2026},
  howpublished = {\url{https://scholar4ai.com/datasets/hou-xue-zhang-q-factors}},
  urldate = {2026-11-05},
  note = {Journal and Conference Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0}
}

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