Access Statistics for Lu Zhang

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Shooting" the CAPM 0 0 0 24 0 1 2 130
A Comparison of New Factor Models 0 0 0 55 2 3 12 207
A Model of Momentum 0 1 1 38 0 2 6 175
Aggregate Asset Pricing with Labor Market Frictions 0 0 0 21 0 0 1 74
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 53 0 1 1 129
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 105 0 0 0 311
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 98 0 0 1 198
Anomalies 0 0 0 97 0 2 6 320
Asset Prices and Business Cycles with Costly External Finance 0 0 0 126 4 8 28 472
Asset Prices and Business Cycles with Costly External Finance 0 0 0 148 0 1 12 417
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 130 0 0 3 611
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 109 0 0 1 457
Asymmetric Investment Rates 0 0 0 11 0 0 2 31
Costly External Finance: Implications for Capital Markets Anomalies 0 0 0 57 0 0 0 225
Covariances versus Characteristics in General Equilibrium 0 0 0 17 0 0 0 165
Covariances versus Characteristics in General Equilibrium 0 0 0 8 0 0 0 90
Cross-sectional Tobin's Q 0 0 3 45 0 0 7 173
Digesting Anomalies: An Investment Approach 0 1 1 166 2 9 21 570
Digesting Anomalies: An Investment Approach 0 1 1 55 0 2 10 246
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 0 21 0 0 0 128
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 0 14 0 0 0 86
Does the Investment Model Explain Value and Momentum Simultaneously? 0 0 0 42 0 0 2 53
Endogenous Economic Disasters and Asset Prices 0 0 0 66 0 0 1 94
Equilibrium Cross-Section of Returns 0 0 0 227 0 0 0 845
Equilibrium Stock Return Dynamics Under Alternative Rules of Learning About Hidden States 0 0 0 56 0 0 0 494
Equity market volatility and expected risk premium 0 0 0 384 0 0 1 1,708
Expected Returns, Yield Spreads, and Asset Pricing Tests 0 0 0 207 0 1 1 815
Financially Constrained Stock Returns 0 0 0 136 1 2 2 422
Firm-level Irreversibility 0 0 0 12 0 0 1 33
Investment-Based Momentum Profits 0 0 0 13 0 0 0 75
Investment-Based Underperformance Following Seasoned Equity Offerings 0 0 0 146 1 1 2 794
Momentum Profits and Macroeconomic Risk 0 0 0 140 0 0 1 493
Motivating Factors 1 1 3 65 1 6 21 236
Neoclassical Factors 0 0 0 92 0 0 0 380
Optimal Market Timing 0 0 0 104 0 0 1 419
Q-factors and Investment CAPM 0 0 1 35 1 1 10 110
Q5 0 0 0 25 0 0 0 77
Regularities 0 0 0 41 0 0 0 158
Replicating Anomalies 0 0 0 69 0 1 9 227
Replicating Anomalies 0 0 1 91 1 5 9 336
Searching for the Equity Premium 0 0 0 16 0 0 0 54
Security Analysis: An Investment Perspective 0 0 0 12 0 0 2 54
Solving the DMP Model Accurately 0 0 3 97 2 2 9 284
Testing the q-Theory of Anomalies 0 0 0 64 0 1 1 176
The CAPM Strikes Back? An Investment Model with Disasters 0 0 1 32 1 2 4 105
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 15 0 0 1 46
The Economics of Value Investing 0 0 0 15 0 0 2 52
The Economics of Value Investing 0 0 0 35 0 0 4 105
The Expected Value Premium 0 0 0 146 0 0 0 754
The Investment CAPM 0 0 0 20 0 0 2 101
The Investment CAPM 0 0 2 106 0 2 7 181
The Value Spread as a Predictor of Returns 0 0 1 153 0 0 1 591
The Value Spread: A Puzzle 0 0 0 15 0 1 1 77
The stock market and aggregate employment 0 0 0 58 2 2 2 201
Understanding the Accrual Anomaly 0 0 0 157 0 0 0 846
Unemployment Crises 0 0 0 29 0 0 0 35
Unemployment Crises 0 0 0 104 1 1 2 112
Unemployment Crises 0 0 0 19 0 0 0 71
Value versus Growth: Time-Varying Expected Stock Returns 0 0 0 42 0 2 4 175
Which Factors? 0 0 1 124 0 0 4 404
q⁵ 0 0 1 26 2 2 19 206
Total Working Papers 1 4 20 4,634 21 61 239 17,614

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Supply Approach to Valuation 0 0 1 22 0 1 4 242
A neoclassical interpretation of momentum 0 0 0 18 0 1 5 137
Anomalies 0 0 2 60 1 1 17 395
Asset Prices and Business Cycles with Costly External Finance 0 0 0 347 0 1 4 1,033
Asset Pricing Implications of Firms' Financing Constraints 0 0 1 122 0 0 5 466
Do Anomalies Exist Ex Ante? 0 0 2 11 1 1 3 50
Do time-varying risk premiums explain labor market performance? 0 0 2 37 0 0 4 147
Does q-theory with investment frictions explain anomalies in the cross section of returns? 0 0 1 55 1 2 6 254
EFM Special Issue “Corporate Policies and Asset Prices” 0 0 0 0 0 0 0 12
Editor's Choice Digesting Anomalies: An Investment Approach 0 1 9 126 3 14 62 527
Endogenous Disasters 0 1 2 51 0 4 9 380
Equilibrium Cross Section of Returns 0 0 3 316 1 2 9 1,110
Equilibrium stock return dynamics under alternative rules of learning about hidden states 0 0 0 47 0 0 0 223
Erratum: "Equilibrium Cross Section of Returns" 0 0 0 7 0 1 1 157
Expected returns, yield spreads, and asset pricing tests 0 0 0 30 0 0 1 268
Expected returns, yield spreads, and asset pricing tests 0 0 0 104 0 0 2 471
Financially Constrained Stock Returns 0 0 1 105 0 2 4 473
Investment-Based Expected Stock Returns 0 0 0 146 0 1 10 629
Is the value spread a useful predictor of returns? 0 0 0 45 0 0 1 200
Is value riskier than growth? 1 2 11 482 2 3 34 1,346
Momentum Profits, Factor Pricing, and Macroeconomic Risk 0 0 2 68 0 1 7 243
Solving the Diamond–Mortensen–Pissarides model accurately 0 0 1 24 0 3 11 108
The CAPM strikes back? An equilibrium model with disasters 0 0 1 26 0 0 3 190
The Investment CAPM 0 0 2 21 0 1 10 108
The New Issues Puzzle: Testing the Investment-Based Explanation 0 0 5 178 1 1 8 564
The Value Premium 2 3 15 517 2 4 30 1,291
The expected value premium 0 0 1 226 0 0 2 843
The investment manifesto 0 1 3 41 0 4 10 208
The q‐Theory Approach to Understanding the Accrual Anomaly 0 0 0 55 0 0 3 246
Value versus Growth: Time‐Varying Expected Stock Returns 0 0 0 0 0 1 3 168
Which Factors? 0 1 3 41 0 3 15 168
Total Journal Articles 3 9 68 3,328 12 52 283 12,657

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Statistics updated 2025-05-12