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 0 2 130
A Comparison of New Factor Models 0 0 0 55 0 2 14 213
A Model of Momentum 0 0 1 38 0 0 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 98 0 1 1 199
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 53 0 1 2 130
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 105 0 0 0 311
Anomalies 0 0 0 97 0 0 4 320
Asset Prices and Business Cycles with Costly External Finance 0 0 0 148 0 1 8 418
Asset Prices and Business Cycles with Costly External Finance 0 0 0 126 15 26 54 498
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 130 0 1 3 612
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 109 0 1 2 458
Asymmetric Investment Rates 0 0 1 12 0 1 4 33
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 1 1 1 166
Covariances versus Characteristics in General Equilibrium 0 0 0 8 0 1 1 91
Cross-sectional Tobin's Q 0 0 1 45 1 2 4 175
Digesting Anomalies: An Investment Approach 0 0 5 170 1 2 26 580
Digesting Anomalies: An Investment Approach 0 0 2 56 0 1 13 250
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 0 14 0 0 0 86
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 0 21 0 0 0 128
Does the Investment Model Explain Value and Momentum Simultaneously? 0 0 0 42 0 0 1 53
Endogenous Economic Disasters and Asset Prices 0 0 0 66 2 2 3 96
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 0 1 815
Financially Constrained Stock Returns 0 0 1 137 0 0 3 423
Firm-level Irreversibility 0 0 0 12 0 3 4 36
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 3 795
Momentum Profits and Macroeconomic Risk 0 0 0 140 1 2 2 495
Motivating Factors 0 1 2 66 2 4 22 243
Neoclassical Factors 0 0 1 93 1 1 3 383
Optimal Market Timing 0 0 0 104 0 0 1 419
Q-factors and Investment CAPM 0 0 0 35 0 0 3 110
Q5 0 0 0 25 0 0 0 77
Regularities 0 0 0 41 0 1 1 159
Replicating Anomalies 0 0 0 91 2 7 13 344
Replicating Anomalies 1 1 2 71 1 2 10 231
Searching for the Equity Premium 0 0 0 16 0 0 0 54
Security Analysis: An Investment Perspective 0 0 0 12 1 1 2 55
Solving the DMP Model Accurately 0 0 2 97 1 2 9 287
Testing the q-Theory of Anomalies 0 0 0 64 0 0 1 176
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 15 0 0 0 46
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 32 0 0 2 105
The Economics of Value Investing 0 0 0 15 0 1 2 53
The Economics of Value Investing 0 0 1 36 0 0 3 106
The Expected Value Premium 0 0 0 146 1 1 2 756
The Investment CAPM 0 0 0 20 1 2 3 103
The Investment CAPM 0 0 0 106 0 0 5 181
The Value Spread as a Predictor of Returns 0 0 0 153 0 2 2 593
The Value Spread: A Puzzle 0 0 0 15 0 0 1 77
The stock market and aggregate employment 0 0 0 58 0 0 2 201
Understanding the Accrual Anomaly 0 0 0 157 1 1 1 847
Unemployment Crises 0 0 0 19 0 0 0 71
Unemployment Crises 0 0 0 104 0 2 4 114
Unemployment Crises 0 0 0 29 0 0 0 35
Value versus Growth: Time-Varying Expected Stock Returns 0 0 0 42 0 0 3 175
Which Factors? 0 0 1 124 0 0 5 405
q⁵ 0 0 1 26 2 2 17 210
Total Working Papers 1 2 21 4,646 35 78 281 17,723

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 0 22 1 1 4 243
A neoclassical interpretation of momentum 0 0 0 18 0 1 3 138
Anomalies 1 1 3 61 1 1 15 397
Asset Prices and Business Cycles with Costly External Finance 0 0 0 347 0 0 3 1,034
Asset Pricing Implications of Firms' Financing Constraints 0 0 1 122 0 0 6 467
Do Anomalies Exist Ex Ante? 0 0 1 11 0 0 2 50
Do time-varying risk premiums explain labor market performance? 0 0 1 37 0 0 3 147
Does q-theory with investment frictions explain anomalies in the cross section of returns? 0 0 1 55 1 3 11 259
EFM Special Issue “Corporate Policies and Asset Prices” 0 0 0 0 1 1 1 13
Editor's Choice Digesting Anomalies: An Investment Approach 0 5 11 132 5 14 60 549
Endogenous Disasters 0 1 2 52 0 4 9 384
Equilibrium Cross Section of Returns 0 0 2 316 0 3 11 1,114
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 2 158
Expected returns, yield spreads, and asset pricing tests 0 1 1 105 2 3 7 476
Expected returns, yield spreads, and asset pricing tests 0 0 0 30 0 0 1 268
Financially Constrained Stock Returns 0 0 1 105 0 1 4 474
Investment-Based Expected Stock Returns 1 1 1 147 2 5 12 635
Is the value spread a useful predictor of returns? 0 0 0 45 0 0 1 200
Is value riskier than growth? 0 1 12 484 1 5 32 1,352
Momentum Profits, Factor Pricing, and Macroeconomic Risk 0 0 2 68 1 1 6 244
Solving the Diamond–Mortensen–Pissarides model accurately 0 0 1 24 1 2 9 110
The CAPM strikes back? An equilibrium model with disasters 0 0 0 26 1 1 3 192
The Investment CAPM 0 0 2 21 0 1 9 109
The New Issues Puzzle: Testing the Investment-Based Explanation 0 0 2 179 0 1 6 567
The Value Premium 2 3 18 521 4 9 33 1,303
The expected value premium 0 0 1 226 0 1 2 844
The investment manifesto 0 1 4 42 1 2 11 212
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 0 3 168
Which Factors? 0 3 6 44 1 6 19 175
Total Journal Articles 4 17 73 3,349 23 67 291 12,751

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Statistics updated 2025-09-05