Lu Zhang
Names
Identifer
Contact
Affiliations
-
Ohio State University
/ Fisher College of Business
/ Department of Finance
Research profile
author of:
- Endogenous Disasters (RePEc:aea:aecrev:v:108:y:2018:i:8:p:2212-45)
by Nicolas Petrosky-Nadeau & Lu Zhang & Lars-Alexander Kuehn - The Investment CAPM (RePEc:bla:eufman:v:23:y:2017:i:4:p:545-603)
by Lu Zhang - EFM Special Issue “Corporate Policies and Asset Prices” (RePEc:bla:eufman:v:24:y:2018:i:4:p:487-487)
by Lu Zhang - Value versus Growth: Time‐Varying Expected Stock Returns (RePEc:bla:finmgt:v:40:y:2011:i:2:p:381-407)
by Huseyin Gulen & Yuhang Xing & Lu Zhang - The Value Premium (RePEc:bla:jfinan:v:60:y:2005:i:1:p:67-103)
by Lu Zhang - Financially Constrained Stock Returns (RePEc:bla:jfinan:v:64:y:2009:i:4:p:1827-1862)
by Dmitry Livdan & Horacio Sapriza & Lu Zhang - The q‐Theory Approach to Understanding the Accrual Anomaly (RePEc:bla:joares:v:48:y:2010:i:1:p:177-223)
by Jin (Ginger) Wu & Lu Zhang & X. Frank Zhang - Unemployment Crises (RePEc:cmu:gsiawp:1531714773)
by Nicolas Petrosky-Nadeau & Lu Zhang - An Equilibrium Asset Pricing Model with Labor Market Search (RePEc:cmu:gsiawp:1780526870)
by Kuehn Lars-Alexander & Petrosky-Nadeau Nicolas & Zhang Lu - Equilibrium Cross-Section of Returns (RePEc:cpr:ceprdp:3482)
by Gomes, Joao & Kogan, Leonid & Zhang, Lu - Asset Pricing Implications of Firms' Financing Constraints (RePEc:cpr:ceprdp:3495)
by Yaron, Amir & Gomes, Joao & Zhang, Lu - Asset Prices and Business Cycles with Costly External Finance (RePEc:cpr:ceprdp:3927)
by Yaron, Amir & Gomes, Joao & Zhang, Lu - The Value Spread: A Puzzle (RePEc:ecl:ohidic:2010-15)
by Belo, Frederico & Xue, Chen & Zhang, Lu - Investment-Based Momentum Profits (RePEc:ecl:ohidic:2010-17)
by Liu, Laura Xiaolei & Zhang, Lu - Does Risk Explain Anomalies? Evidence from Expected Return Estimates (RePEc:ecl:ohidic:2010-18)
by Wu, Jin (Ginger) & Zhang, Lu - Covariances versus Characteristics in General Equilibrium (RePEc:ecl:ohidic:2011-15)
by Lin, Xiaoji & Zhang, Lu - An Equilibrium Asset Pricing Model with Labor Market Search (RePEc:ecl:ohidic:2012-01)
by Kuehn, Lars-Alexander & Petrosky-Nadeau, Nicolas & Zhang, Lu - Digesting Anomalies: An Investment Approach (RePEc:ecl:ohidic:2012-21)
by Hou, Kewei & Xue, Chen & Zhang, Lu - Unemployment Crises (RePEc:ecl:ohidic:2014-11)
by Petrosky-Nadeau, Nicolas & Zhang, Lu - The CAPM Strikes Back? An Investment Model with Disasters (RePEc:ecl:ohidic:2015-03)
by Bai, Hang & Hou, Kewei & Kung, Howard & Zhang, Lu - A Comparison of New Factor Models (RePEc:ecl:ohidic:2015-05)
by Hou, Kewei & Xue, Chen & Zhang, Lu - The Investment CAPM (RePEc:ecl:ohidic:2015-19)
by Zhang, Lu - Replicating Anomalies (RePEc:ecl:ohidic:2017-10)
by Hou, Kewei & Xue, Chen & Zhang, Lu - The Economics of Value Investing (RePEc:ecl:ohidic:2017-16)
by Hou, Kewei & Mo, Haitao & Xue, Chen & Zhang, Lu - Motivating Factors (RePEc:ecl:ohidic:2018-03)
by Hou, Kewei & Mo, Haitao & Xue, Chen & Zhang, Lu - Q5 (RePEc:ecl:ohidic:2018-10)
by Hou, Kewei & Mo, Haitao & Xue, Chen & Zhang, Lu - Equilibrium stock return dynamics under alternative rules of learning about hidden states (RePEc:eee:dyncon:v:28:y:2004:i:10:p:1925-1954)
by Brandt, M.W.Michael W. & Zeng, Qi & Zhang, Lu - Is the value spread a useful predictor of returns? (RePEc:eee:finmar:v:11:y:2008:i:3:p:199-227)
by Liu, Naiping & Zhang, Lu - The CAPM strikes back? An equilibrium model with disasters (RePEc:eee:jfinec:v:131:y:2019:i:2:p:269-298)
by Bai, Hang & Hou, Kewei & Kung, Howard & Li, Erica X.N. & Zhang, Lu - Is value riskier than growth? (RePEc:eee:jfinec:v:78:y:2005:i:1:p:187-202)
by Petkova, Ralitsa & Zhang, Lu - The expected value premium (RePEc:eee:jfinec:v:87:y:2008:i:2:p:269-280)
by Chen, Long & Petkova, Ralitsa & Zhang, Lu - Does q-theory with investment frictions explain anomalies in the cross section of returns? (RePEc:eee:jfinec:v:98:y:2010:i:2:p:297-314)
by Li, Dongmei & Zhang, Lu - Do time-varying risk premiums explain labor market performance? (RePEc:eee:jfinec:v:99:y:2011:i:2:p:385-399)
by Chen, Long & Zhang, Lu - The investment manifesto (RePEc:eee:moneco:v:60:y:2013:i:3:p:351-366)
by Lin, Xiaoji & Zhang, Lu - A neoclassical interpretation of momentum (RePEc:eee:moneco:v:67:y:2014:i:c:p:109-128)
by Liu, Laura Xiaolei & Zhang, Lu - Expected returns, yield spreads, and asset pricing tests (RePEc:fip:fedgpr:y:2005:x:19)
by Murillo Campello & Long Chen & Lu Zhang - Equity market volatility and expected risk premium (RePEc:fip:fedlwp:2006-007)
by Long Chen & Hui Guo & Lu Zhang - Anomalies (RePEc:nbr:nberwo:11322)
by Lu Zhang - Expected Returns, Yield Spreads, and Asset Pricing Tests (RePEc:nbr:nberwo:11323)
by Murillo Campello & Long Chen & Lu Zhang - The Value Spread as a Predictor of Returns (RePEc:nbr:nberwo:11326)
by Naiping Lu & Lu Zhang - Investment-Based Underperformance Following Seasoned Equity Offerings (RePEc:nbr:nberwo:11459)
by Evgeny Lyandres & Le Sun & Lu Zhang - Momentum Profits and Macroeconomic Risk (RePEc:nbr:nberwo:11480)
by Laura X.L. Liu & Jerold B. Warner & Lu Zhang - Optimal Market Timing (RePEc:nbr:nberwo:12014)
by Erica X. N. Li & Dmitry Livdan & Lu Zhang - The Expected Value Premium (RePEc:nbr:nberwo:12183)
by Long Chen & Ralitsa Petkova & Lu Zhang - Financially Constrained Stock Returns (RePEc:nbr:nberwo:12555)
by Dmitry Livdan & Horacio Sapriza & Lu Zhang - Regularities (RePEc:nbr:nberwo:13024)
by Laura X. L. Liu & Toni Whited & Lu Zhang - Neoclassical Factors (RePEc:nbr:nberwo:13282)
by Long Chen & Lu Zhang - Understanding the Accrual Anomaly (RePEc:nbr:nberwo:13525)
by Jin Ginger Wu & Lu Zhang & X. Frank Zhang - Costly External Finance: Implications for Capital Markets Anomalies (RePEc:nbr:nberwo:14342)
by Dongmei Li & Lu Zhang - The stock market and aggregate employment (RePEc:nbr:nberwo:15219)
by Long Chen & Lu Zhang - Does Risk Explain Anomalies? Evidence from Expected Return Estimates (RePEc:nbr:nberwo:15950)
by Jin Ginger Wu & Lu Zhang - Value versus Growth: Time-Varying Expected Stock Returns (RePEc:nbr:nberwo:15993)
by Huseyin Gulen & Yuhang Xing & Lu Zhang - Cross-sectional Tobin's Q (RePEc:nbr:nberwo:16336)
by Frederico Belo & Chen Xue & Lu Zhang - A Model of Momentum (RePEc:nbr:nberwo:16747)
by Laura Xiaolei Liu & Lu Zhang - Covariances versus Characteristics in General Equilibrium (RePEc:nbr:nberwo:17285)
by Xiaoji Lin & Lu Zhang - An Equilibrium Asset Pricing Model with Labor Market Search (RePEc:nbr:nberwo:17742)
by Lars-Alexander Kuehn & Nicolas Petrosky-Nadeau & Lu Zhang - Digesting Anomalies: An Investment Approach (RePEc:nbr:nberwo:18435)
by Kewei Hou & Chen Xue & Lu Zhang - Unemployment Crises (RePEc:nbr:nberwo:19207)
by Nicolas Petrosky-Nadeau & Lu Zhang - Solving the DMP Model Accurately (RePEc:nbr:nberwo:19208)
by Nicolas Petrosky-Nadeau & Lu Zhang - Which Factors? (RePEc:nbr:nberwo:20682)
by Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang - The CAPM Strikes Back? An Investment Model with Disasters (RePEc:nbr:nberwo:21016)
by Hang Bai & Kewei Hou & Howard Kung & Lu Zhang - The Investment CAPM (RePEc:nbr:nberwo:23226)
by Lu Zhang - Replicating Anomalies (RePEc:nbr:nberwo:23394)
by Kewei Hou & Chen Xue & Lu Zhang - The Economics of Value Investing (RePEc:nbr:nberwo:23563)
by Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang - Does the Investment Model Explain Value and Momentum Simultaneously? (RePEc:nbr:nberwo:23910)
by Andrei S. Gonçalves & Chen Xue & Lu Zhang - q⁵ (RePEc:nbr:nberwo:24709)
by Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang - Security Analysis: An Investment Perspective (RePEc:nbr:nberwo:26060)
by Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang - Firm-level Irreversibility (RePEc:nbr:nberwo:26372)
by Hang Bai & Erica X.N. Li & Chen Xue & Lu Zhang - Q-factors and Investment CAPM (RePEc:nbr:nberwo:26538)
by Lu Zhang - Searching for the Equity Premium (RePEc:nbr:nberwo:28001)
by Hang Bai & Lu Zhang - Asymmetric Investment Rates (RePEc:nbr:nberwo:29957)
by Hang Bai & Erica X. N. Li & Chen Xue & Lu Zhang - Investment-based Costs of Equity (RePEc:nbr:nberwo:35040)
by Yicheng Liu & Chen Xue & Lu Zhang - Asset Prices and Business Cycles with Costly External Finance (RePEc:nbr:nberwo:9364)
by Joao Gomes & Amir Yaron & Lu Zhang - Asset Pricing Implications of Firms' Financing Constraints (RePEc:nbr:nberwo:9365)
by Joao Gomes & Amir Yaron & Lu Zhang - Do Anomalies Exist Ex Ante? (RePEc:oup:revfin:v:18:y:2014:i:3:p:843-875.)
by Yue Tang & Jin (Ginger) Wu & Lu Zhang - Which Factors? (RePEc:oup:revfin:v:23:y:2019:i:1:p:1-35.)
by Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang - Asset Pricing Implications of Firms' Financing Constraints (RePEc:oup:rfinst:v:19:y:2006:i:4:p:1321-1356)
by João F. Gomes & Amir Yaron & Lu Zhang - Expected returns, yield spreads, and asset pricing tests (RePEc:oup:rfinst:v:21:y:2008:i:3:p:1297-1338)
by Murillo Campello & Long Chen & Lu Zhang - Momentum Profits, Factor Pricing, and Macroeconomic Risk (RePEc:oup:rfinst:v:21:y:2008:i:6:p:2417-2448)
by Laura Xiaolei Liu & Lu Zhang - The New Issues Puzzle: Testing the Investment-Based Explanation (RePEc:oup:rfinst:v:21:y:2008:i:6:p:2825-2855)
by Evgeny Lyandres & Le Sun & Lu Zhang - Anomalies (RePEc:oup:rfinst:v:22:y:2009:i:11:p:4301-4334)
by Erica X. N. Li & Dmitry Livdan & Lu Zhang - A Supply Approach to Valuation (RePEc:oup:rfinst:v:26:y:2013:i:12:p:3029-3067)
by Frederico Belo & Chen Xue & Lu Zhang - Editor's Choice Digesting Anomalies: An Investment Approach (RePEc:oup:rfinst:v:28:y:2015:i:3:p:650-705.)
by Kewei Hou & Chen Xue & Lu Zhang - Asset Prices and Business Cycles with Costly External Finance (RePEc:red:issued:v:6:y:2003:i:4:p:767-788)
by Joao F. Gomes & Amir Yaron & Lu Zhang - Testing the q-Theory of Anomalies (RePEc:red:sed006:380)
by Toni M. Whited & Lu Zhang - Aggregate Asset Pricing with Labor Market Frictions (RePEc:red:sed010:904)
by Nicolas Petrosky-Nadeau & Lu Zhang & Lars-Alexander Kuehn - "Shooting" the CAPM (RePEc:red:sed013:905)
by Lu Zhang & Howard Kung & Hang Bai - Endogenous Economic Disasters and Asset Prices (RePEc:red:sed014:163)
by Lu Zhang & Lars-Alexander Kuehn & Nicolas Petrosky-Nadeau - Equilibrium Stock Return Dynamics Under Alternative Rules of Learning About Hidden States (RePEc:sce:scecf1:41)
by Michael Brandt, Qi Zeng and Lu Zhang - Equilibrium Cross Section of Returns (RePEc:ucp:jpolec:v:111:y:2003:i:4:p:693-732)
by Joao Gomes & Leonid Kogan & Lu Zhang - Erratum: "Equilibrium Cross Section of Returns" (RePEc:ucp:jpolec:v:112:y:2004:i:3:p:724-753)
by Joao Gomes & Leonid Kogan & Lu Zhang - Investment-Based Expected Stock Returns (RePEc:ucp:jpolec:v:117:y:2009:i:6:p:1105-1139)
by Laura Xiaolei Liu & Toni M. Whited & Lu Zhang - Solving the Diamond–Mortensen–Pissarides model accurately (RePEc:wly:quante:v:8:y:2017:i:2:p:611-650)
by Nicolas Petrosky‐Nadeau & Lu Zhang