---
title: "Hou-Xue-Zhang q-factors: research papers using this data"
description: "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)."
url: https://scholar4ai.com/datasets/hou-xue-zhang-q-factors
markdown_url: https://scholar4ai.com/datasets/hou-xue-zhang-q-factors.md
license: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/)
share_text: "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). (as of 2026-11-05)"
data_url: https://scholar4ai.com/data/rankings.json
updated: 2026-11-05T06:02:37+09:00
window: 2026-10-07 to 2026-11-05
source: OpenAlex (CC0)
---

# Hou-Xue-Zhang q-factors

[Browse dataset profiles](https://scholar4ai.com/datasets/directory/page/3.md)

Published factor returns and anomaly portfolios used as benchmarks.

- data category: Asset pricing factor data
- 0 papers in the last 7 days
- Names searched for: q5 factor, q-factor model, Hou, Xue, and Zhang, Hou, Xue and Zhang

Most-used data: https://scholar4ai.com/rankings/datasets.md · All Asset pricing factor data datasets: https://scholar4ai.com/datasets/asset-pricing-factor-data.md



## 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)*

| Trend | Nov 23–Oct 24 | Nov 24–Oct 25 | Nov 25–Oct 26 | 36 months |
|---|---:|---:|---:|---:|
|  | 7 | 8 | 11 | 26 |

## Papers per year

*Papers per publication year and category*

| Category | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 (so far) |
|---|---:|---:|---:|---:|---:|---:|---:|---:|---:|---:|
| [Finance](https://scholar4ai.com/categories/finance.md) | 1 | 1 | 0 | 0 | 2 | 1 | 2 | 8 | 3 | 6 |
| [Economics](https://scholar4ai.com/categories/economics.md) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 2 | 3 |
| [Accounting](https://scholar4ai.com/categories/accounting.md) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 1 |
| [Management](https://scholar4ai.com/categories/management.md) | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 0 |
| All categories | 1 | 1 | 0 | 0 | 2 | 1 | 2 | 9 | 7 | 10 |

## Where the papers come from

*Journals with the most papers, since 2023*

| # | Journal | Papers |
|---:|---|---:|
| 1 | [International Review of Financial Analysis](https://scholar4ai.com/journals/international-review-of-financial-analysis.md) | 4 |
| 2 | [Journal of Empirical Finance](https://scholar4ai.com/journals/journal-of-empirical-finance.md) | 3 |
| 3 | [Journal of Financial Economics](https://scholar4ai.com/journals/journal-of-financial-economics.md) | 2 |
| 4 | [Pacific-Basin Finance Journal](https://scholar4ai.com/journals/pacific-basin-finance-journal.md) | 2 |
| 5 | [Research Policy](https://scholar4ai.com/journals/research-policy.md) | 1 |
| 6 | [Economics Letters](https://scholar4ai.com/journals/economics-letters.md) | 1 |
| 7 | [Journal of Economic Behavior & Organization](https://scholar4ai.com/journals/journal-of-economic-behavior-organization.md) | 1 |
| 8 | [Economic Modelling](https://scholar4ai.com/journals/economic-modelling.md) | 1 |
| 9 | [Journal of Econometrics](https://scholar4ai.com/journals/journal-of-econometrics.md) | 1 |
| 10 | [Journal of Banking & Finance](https://scholar4ai.com/journals/journal-of-banking-finance.md) | 1 |

*Institutions with the most papers, since 2023*

| # | Institution | Papers |
|---:|---|---:|
| 1 | [Durham University](https://scholar4ai.com/institutions/durham-university.md) | 3 |
| 2 | Cyprus University of Technology | 2 |
| 3 | [Xi’an Jiaotong-Liverpool University](https://scholar4ai.com/institutions/xian-jiaotong-liverpool-university.md) | 2 |
| 4 | Abu Dhabi University | 1 |
| 5 | [Anhui University of Finance and Economics](https://scholar4ai.com/institutions/anhui-university-of-finance-and-economics.md) | 1 |
| 6 | Aston University | 1 |
| 7 | Azerbaijan State University of Economics | 1 |
| 8 | Beijing Normal-Hong Kong Baptist University | 1 |
| 9 | COMSATS University Islamabad | 1 |
| 10 | China Institute of Finance and Capital Markets | 1 |

*Countries with the most papers, since 2023*

| # | Country | Papers |
|---:|---|---:|
| 1 | United Kingdom | 8 |
| 2 | China | 7 |
| 3 | Cyprus | 3 |
| 4 | Hong Kong | 3 |
| 5 | United States | 3 |
| 6 | Australia | 2 |
| 7 | Germany | 2 |
| 8 | United Arab Emirates | 1 |
| 9 | Austria | 1 |
| 10 | Azerbaijan | 1 |

*Keywords with the most papers, since 2023*

| # | Keyword | Papers |
|---:|---|---:|
| 1 | cross-section of stock returns | 6 |
| 2 | factor models | 5 |
| 3 | [stock returns](https://scholar4ai.com/keywords/stock-returns.md) | 5 |
| 4 | asset pricing models | 4 |
| 5 | [Chinese stock market](https://scholar4ai.com/keywords/chinese-stock-market.md) | 3 |
| 6 | Fama-French five-factor model | 3 |
| 7 | Fama-French six-factor model | 3 |
| 8 | international stock markets | 3 |
| 9 | q-factor model | 3 |
| 10 | stock return predictability | 3 |

## Most-cited papers

*Most-cited papers since 2017*

| # | Citations | Per month | Title | Journal | Published | Authors |
|---:|---:|---:|---|---|---|---|
| 1 | 55 | 0.5 | [The 52-week high, q-theory, and the cross section of stock returns](https://doi.org/10.1016/j.jfineco.2018.01.005) | [Journal of Financial Economics](https://scholar4ai.com/journals/journal-of-financial-economics.md) | 2018-01-31 | Thomas J. George, Chuan-Yang Hwang, Yuan Li |
| 2 | 28 | 1.1 | [ESG investment performance and global attention to sustainability](https://doi.org/10.1016/j.najef.2024.102287) | [The North American Journal of Economics and Finance](https://scholar4ai.com/journals/the-north-american-journal-of-economics-and-finance.md) | 2024-09-12 | Thanh Nam Vu, Heikki Lehkonen, Juha-Pekka Junttila et al. |
| 3 | 25 | 1.2 | [Growing the efficient frontier on panel trees](https://doi.org/10.1016/j.jfineco.2025.104024) | [Journal of Financial Economics](https://scholar4ai.com/journals/journal-of-financial-economics.md) | 2025-02-18 | Lin William Cong, Guanhao Feng, Jingyu He et al. |
| 4 | 18 | 0.3 | [What do we know about the second moment of financial markets?](https://doi.org/10.1016/j.irfa.2021.101891) | [International Review of Financial Analysis](https://scholar4ai.com/journals/international-review-of-financial-analysis.md) | 2021-09-27 | Klaus Grobys |
| 5 | 16 | 0.4 | [Factor models for Chinese A-shares](https://doi.org/10.1016/j.irfa.2023.102975) | [International Review of Financial Analysis](https://scholar4ai.com/journals/international-review-of-financial-analysis.md) | 2023-10-10 | Matthias Xaver Hanauer, Maarten Jansen, Laurens A. P. Swinkels et al. |

## 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.

*What papers use Hou-Xue-Zhang q-factors together with (at least 3 papers; lift 1 = chance)*

| Used with | Type | Papers using both | Lift |
|---|---|---:|---:|
| [Compustat](https://scholar4ai.com/datasets/compustat.md) | Dataset | 10 | 23.0 |
| [CRSP](https://scholar4ai.com/datasets/crsp.md) | Dataset | 10 | 34.0 |
| [Kenneth French Data Library](https://scholar4ai.com/datasets/kenneth-french-data-library.md) | Dataset | 10 | 87.9 |
| [S&P 500](https://scholar4ai.com/datasets/s-p-500.md) | Dataset | 8 | 5.1 |
| [Baker-Wurgler investor sentiment](https://scholar4ai.com/datasets/baker-wurgler-investor-sentiment.md) | Dataset | 6 | 53.4 |
| [Refinitiv Datastream](https://scholar4ai.com/datasets/refinitiv-datastream.md) | Dataset | 6 | 23.3 |
| [Marketization index (Fan Gang)](https://scholar4ai.com/datasets/marketization-index-fan-gang.md) | Dataset | 5 | 10.8 |
| [I/B/E/S](https://scholar4ai.com/datasets/i-b-e-s.md) | Dataset | 4 | 23.0 |
| [MSCI indices](https://scholar4ai.com/datasets/msci-indices.md) | Dataset | 4 | 32.0 |
| [CSMAR](https://scholar4ai.com/datasets/csmar.md) | Dataset | 3 | 9.9 |
| [Economic Policy Uncertainty index](https://scholar4ai.com/datasets/economic-policy-uncertainty-index.md) | Dataset | 3 | 1.8 |
| [Open Source Asset Pricing](https://scholar4ai.com/datasets/open-source-asset-pricing.md) | Dataset | 3 | 334.6 |

The whole network: https://scholar4ai.com/code/network.md

## 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

```bibtex
@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}
}
```

License: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/).