Lu Zhang

All Institutions: Simon School of Business, University of Rochester; University of Rochester; NA; National Bureau of Economic Research; Rutgers Business School; Yale University; Stephen M. Ross School of Business, University of Michigan; Ohio State University; Rice University; The Ohio State University; Fisher College of Business, The Ohio State University; University of Luxembourg; Simon School, University of Rochester; University of Michigan; University of Wisconsin

Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Asset Prices and Business Cycles with Costly External Finance

Year: 2002
Journal: Review of Economic Dynamics
Authors: Joao Gomes; Amir Yaron; Lu Zhang

Equilibrium Cross-Section of Returns

Year: 2002
Journal: Journal of Political Economy
Authors: Joao Gomes; Leonid Kogan; Lu Zhang

Asset Pricing Implications of Firms' Financing Constraints

Year: 2002
Journal: Review of Financial Studies
Authors: Joao Gomes; Amir Yaron; Lu Zhang

Asset Pricing Implications of Firms Financing Constraints

Year: 2002
Journal: Review of Financial Studies
Authors: Joao Gomes; Amir Yaron; Lu Zhang

Asset Prices and Business Cycles with Costly External Finance

Year: 2003
Journal: Review of Economic Dynamics
Authors: Joao F. Gomes; Amir Yaron; Lu Zhang

Anomalies

Year: 2005
Journal: Review of Financial Studies
Authors: Lu Zhang

Expected Returns, Yield Spreads, and Asset Pricing Tests

Year: 2005
Journal: Review of Financial Studies
Authors: Murillo Campello; Long Chen; Lu Zhang

Investment-Based Underperformance Following Seasoned Equity Offerings

Year: 2005
Journal: No Journal Matched
Authors: Evgeny Lyandres; Le Sun; Lu Zhang

Momentum Profits and Macroeconomic Risk

Year: 2005
Journal: No Journal Matched
Authors: Laura X.L. Liu; Jerold B. Warner; Lu Zhang

The Value Spread as a Predictor of Returns

Year: 2005
Journal: Journal of Financial Markets
Authors: Naiping Liu; Lu Zhang

The Expected Value Premium

Year: 2006
Journal: Journal of Financial Economics
Authors: Long Chen; Ralitsa Petkova; Lu Zhang

Financially Constrained Stock Returns

Year: 2006
Journal: Journal of Finance
Authors: Dmitry Livdan; Horacio Sapriza; Lu Zhang

Optimal Market Timing

Year: 2006
Journal: No Journal Matched
Authors: Erica X. N. Li; Dmitry Livdan; Lu Zhang

Understanding the Accrual Anomaly

Year: 2007
Journal: Journal of Accounting Research
Authors: Jin Ginger Wu; Lu Zhang; X Frank Zhang

Regularities

Year: 2007
Journal: No Journal Matched
Authors: Laura X. L. Liu; Toni Whited; Lu Zhang

Neoclassical Factors

Year: 2007
Journal: No Journal Matched
Authors: Long Chen; Lu Zhang

Costly External Finance Implications for Capital Markets Anomalies

Year: 2008
Journal: No Journal Matched
Authors: Dongmei Li; Lu Zhang

The Stock Market and Aggregate Employment

Year: 2009
Journal: Journal of Financial Economics
Authors: Long Chen; Lu Zhang

Does Risk Explain Anomalies? Evidence from Expected Return Estimates

Year: 2010
Journal: No Journal Matched
Authors: Jin Ginger Wu; Lu Zhang

Value versus Growth: Time-Varying Expected Stock Returns

Year: 2010
Journal: Financial Management
Authors: Huseyin Gulen; Yuhang Xing; Lu Zhang

Cross-Sectional Tobin's Q

Year: 2010
Journal: No Journal Matched
Authors: Frederico Belo; Chen Xue; Lu Zhang

Covariances versus Characteristics in General Equilibrium

Year: 2011
Journal: No Journal Matched
Authors: Xiaoji Lin; Lu Zhang

A Model of Momentum

Year: 2011
Journal: No Journal Matched
Authors: Laura Xiaolei Liu; Lu Zhang

An Equilibrium Asset Pricing Model with Labor Market Search

Year: 2012
Journal: No Journal Matched
Authors: Lars Alexander Kuehn; Nicolas Petrosky-Nadeau; Lu Zhang

Digesting Anomalies: An Investment Approach

Year: 2012
Journal: Review of Financial Studies
Authors: Kewei Hou; Chen Xue; Lu Zhang

How Exports Matter: Trade Patterns Over Development Stages

Year: 2012
Journal: No Journal Matched
Authors: David B. Audretsch; Mark Sanders; Lu Zhang

Unemployment Crises

Year: 2013
Journal: Journal of Monetary Economics
Authors: Nicolas Petrosky-Nadeau; Lu Zhang

Solving the DMP Model Accurately

Year: 2013
Journal: Quantitative Economics
Authors: Nicolas Petrosky-Nadeau; Lu Zhang

Which Factors?

Year: 2014
Journal: Review of Finance
Authors: Kewei Hou; Haitao Mo; Chen Xue; Lu Zhang

The CAPM Strikes Back: An Investment Model with Disasters

Year: 2015
Journal: No Journal Matched
Authors: Hang Bai; Kewei Hou; Howard Kung; Lu Zhang

The Investment CAPM

Year: 2017
Journal: European Financial Management
Authors: Lu Zhang

Replicating Anomalies

Year: 2017
Journal: Review of Financial Studies
Authors: Kewei Hou; Chen Xue; Lu Zhang

The Economics of Value Investing

Year: 2017
Journal: No Journal Matched
Authors: Kewei Hou; Haitao Mo; Chen Xue; Lu Zhang

Does the Investment Model Explain Value and Momentum Simultaneously?

Year: 2017
Journal: No Journal Matched
Authors: Andrei S. Gonalves; Chen Xue; Lu Zhang

Q5

Year: 2018
Journal: No Journal Matched
Authors: Kewei Hou; Haitao Mo; Chen Xue; Lu Zhang

Security Analysis: An Investment Perspective

Year: 2019
Journal: No Journal Matched
Authors: Kewei Hou; Haitao Mo; Chen Xue; Lu Zhang

QFactors and Investment CAPM

Year: 2019
Journal: No Journal Matched
Authors: Lu Zhang

Does Costly Reversibility Matter for U.S. Public Firms?

Year: 2019
Journal: No Journal Matched
Authors: Hang Bai; Erica X. N. Li; Chen Xue; Lu Zhang

Searching for the Equity Premium

Year: 2020
Journal: Journal of Financial Economics
Authors: Hang Bai; Lu Zhang

Asymmetric Investment Rates

Year: 2022
Journal: No Journal Matched
Authors: Hang Bai; Erica X. N. Li; Chen Xue; Lu Zhang

Is Bitcoin a Better Safe Haven Asset for Individual Investors than Gold? Evidence from Sanctioned Russia

Year: 2022
Journal: No Journal Matched
Authors: Lu Zhang; Christian Wolff

Author Disambiguation

This page includes results for all related names (only one name shown, no other authors with similar names):