Dr. Haitao Mo
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, August 2013 (CV).
Publications
Performance Measurement with Market and Volatility Timing and Selectivity, (with Wayne Ferson), 2016, Journal of Financial Economics, 121(1), 93-110.
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
Out-of-sample Performance of Mutual Fund Predictors, (with Chris Jones), 2021, Review of Financial Studies, 34(1), 149-193.
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.
Option Momentum, (with Steven Heston, Chris Jones, Mehdi Khorram, and Shuaiqi Li), forthcoming, Journal of Finance.
The Economics of Security Analysis, (with Kewei Hou, Chen Xue, and Lu Zhang), forthcoming, Management Science.
Information Flow and Credit Rating Announcements, (with Mehdi Khorram and Gary Sanger), forthcoming, Journal of Financial Markets.
Working Papers
Too Good to Be True: Look-ahead Bias in Empirical Option Research, (with Jefferson Duarte, Christopher Jones, and Mehdi Khorram)
Seasonal Momentum in Option Returns, (with Steven Heston, Chris Jones, Mehdi Khorram, and Shuaiqi Li), R&R RFS
Do option prices forecast aggregate stock returns? (with Chris Jones, Tong Wang, and Yuanyi Zhang), R&R
Updated 9/2023