Associate Professor of Finance
School of Business
Finance Area
University of Kansas
Contact:
Capitol Federal Hall, Room 4116, Lawrence, KS
E-mail: haitaomo@ku.edu
PhD in Finance, University of Southern California, 2013 (CV).
The Variance Premium and Seasonal Momentum in Option Returns, (with Steven Heston, Chris Jones, Mehdi Khorram, and Shuaiqi Li), Review of Financial Studies (accepted).
Too Good to Be True: Look-ahead Bias in Empirical Options Research, (with Jefferson Duarte, Christopher Jones, Mehdi Khorram, and Junbo Wang), Review of Financial Studies (accepted).
The Economics of Security Analysis, (with Kewei Hou, Chen Xue, and Lu Zhang), 2024, Management Science, 70(1), 164–186.
Information Flow and Credit Rating Announcements, (with Mehdi Khorram and Gary Sanger), 2023, Journal of Financial Markets, 65, 100837.
Option Momentum, (with Steven Heston, Chris Jones, Mehdi Khorram, and Shuaiqi Li), 2023, Journal of Finance, 78(6), 3141-3192.
An Augmented q-factor Model with Expected Growth, (with Kewei Hou, Chen Xue, and Lu Zhang), 2021 (Lead Article, Editor's Choice), Review of Finance, 25(1), 1-41.
Out-of-sample Performance of Mutual Fund Predictors, (with Chris Jones), 2021, Review of Financial Studies, 34(1), 149-193.
Which Factors?, (with Kewei Hou, Chen Xue, and Lu Zhang), 2019 (Lead Article, Editor's Choice, 2019 Spängler-IQAM award for Best Investments Paper in the Review of Finance), Review of Finance, 23(1), 1–35
Performance Measurement with Market and Volatility Timing and Selectivity, (with Wayne Ferson), 2016, Journal of Financial Economics, 121(1), 93-110.
Peer Option Momentum, (with Chris Jones, Mehdi Khorram, Shuaiqi Li, Lihai Yang, and Yuanyi Zhang)
Do option prices forecast aggregate stock returns? (with Chris Jones, Tong Wang, and Yuanyi Zhang), R&R
Updated 9/2025