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 3 7 8 137
A Comparison of New Factor Models 0 1 2 57 4 11 27 232
A Model of Momentum 0 0 0 38 0 8 9 183
Aggregate Asset Pricing with Labor Market Frictions 0 0 0 21 6 16 16 90
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 105 0 5 8 319
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 53 0 5 7 136
An Equilibrium Asset Pricing Model with Labor Market Search 0 1 1 99 0 6 11 209
Anomalies 0 0 0 97 1 13 19 337
Asset Prices and Business Cycles with Costly External Finance 0 0 0 148 1 22 25 442
Asset Prices and Business Cycles with Costly External Finance 0 0 0 126 1 3 45 510
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 130 1 4 9 620
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 109 3 10 12 469
Asymmetric Investment Rates 0 0 1 12 1 5 11 42
Costly External Finance: Implications for Capital Markets Anomalies 0 0 0 57 3 6 7 232
Covariances versus Characteristics in General Equilibrium 0 0 0 8 0 5 7 97
Covariances versus Characteristics in General Equilibrium 0 0 0 17 1 6 10 175
Cross-sectional Tobin's Q 0 0 0 45 1 20 24 197
Digesting Anomalies: An Investment Approach 0 1 9 175 2 18 42 608
Digesting Anomalies: An Investment Approach 0 1 2 57 3 9 14 260
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 0 14 0 7 10 96
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 0 21 0 8 11 139
Does the Investment Model Explain Value and Momentum Simultaneously? 0 0 0 42 2 8 9 62
Endogenous Economic Disasters and Asset Prices 0 0 0 66 2 9 16 110
Equilibrium Cross-Section of Returns 0 0 0 227 0 5 8 853
Equilibrium Stock Return Dynamics Under Alternative Rules of Learning About Hidden States 0 0 0 56 4 13 14 508
Equity market volatility and expected risk premium 0 0 0 384 1 2 7 1,715
Expected Returns, Yield Spreads, and Asset Pricing Tests 0 0 0 207 0 3 6 820
Financially Constrained Stock Returns 0 0 1 137 0 6 11 432
Firm-level Irreversibility 0 0 0 12 1 8 15 48
Investment-Based Momentum Profits 0 0 0 13 0 3 3 78
Investment-Based Underperformance Following Seasoned Equity Offerings 0 0 0 146 0 6 12 805
Momentum Profits and Macroeconomic Risk 0 0 0 140 1 7 10 503
Motivating Factors 0 0 2 66 0 3 17 248
Neoclassical Factors 0 0 1 93 3 10 15 395
Optimal Market Timing 0 0 0 104 5 12 13 432
Q-factors and Investment CAPM 0 0 1 36 8 17 23 132
Q5 0 0 0 25 1 2 2 79
Regularities 0 0 0 41 1 3 8 166
Replicating Anomalies 0 1 1 92 5 18 41 375
Replicating Anomalies 0 0 3 72 0 9 22 249
Searching for the Equity Premium 0 0 1 17 4 9 12 66
Security Analysis: An Investment Perspective 0 0 0 12 1 8 9 63
Solving the DMP Model Accurately 0 0 0 97 0 4 13 295
Testing the q-Theory of Anomalies 0 0 0 64 0 7 10 186
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 32 0 8 10 113
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 15 1 11 13 59
The Economics of Value Investing 0 0 1 36 1 3 7 112
The Economics of Value Investing 0 0 0 15 0 3 5 57
The Expected Value Premium 0 0 0 146 0 4 12 766
The Investment CAPM 0 0 1 21 0 92 100 201
The Investment CAPM 0 0 0 106 5 19 20 201
The Value Spread as a Predictor of Returns 0 0 0 153 4 11 16 607
The Value Spread: A Puzzle 0 0 0 15 1 4 4 81
The stock market and aggregate employment 0 0 0 58 2 8 13 212
Understanding the Accrual Anomaly 0 0 0 157 0 7 9 855
Unemployment Crises 0 0 0 19 0 6 8 79
Unemployment Crises 0 0 0 29 0 2 6 41
Unemployment Crises 0 0 0 104 0 2 7 118
Value versus Growth: Time-Varying Expected Stock Returns 0 0 0 42 3 7 8 182
Which Factors? 0 0 0 124 1 9 12 416
q⁵ 0 0 0 26 6 13 23 227
Total Working Papers 0 5 27 4,660 94 575 901 18,477

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 2 9 14 255
A neoclassical interpretation of momentum 0 0 0 18 1 49 54 191
Anomalies 0 0 1 61 2 16 20 414
Asset Prices and Business Cycles with Costly External Finance 0 0 0 347 0 8 11 1,044
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 122 0 7 9 475
Do Anomalies Exist Ex Ante? 0 0 0 11 0 1 3 52
Do time-varying risk premiums explain labor market performance? 0 0 0 37 0 3 3 150
Does q-theory with investment frictions explain anomalies in the cross section of returns? 0 0 0 55 1 8 16 269
EFM Special Issue “Corporate Policies and Asset Prices” 0 0 0 0 1 1 2 14
Editor's Choice Digesting Anomalies: An Investment Approach 2 5 19 145 9 26 73 597
Endogenous Disasters 0 0 2 52 1 7 14 393
Equilibrium Cross Section of Returns 0 0 0 316 1 5 12 1,121
Equilibrium stock return dynamics under alternative rules of learning about hidden states 0 0 0 47 0 9 12 235
Erratum: "Equilibrium Cross Section of Returns" 0 0 0 7 1 6 7 164
Expected returns, yield spreads, and asset pricing tests 0 0 0 30 2 9 9 277
Expected returns, yield spreads, and asset pricing tests 0 0 1 105 1 15 20 491
Financially Constrained Stock Returns 0 0 0 105 4 6 14 486
Investment-Based Expected Stock Returns 0 1 4 150 2 9 25 654
Is the value spread a useful predictor of returns? 0 0 0 45 0 5 8 208
Is value riskier than growth? 1 2 6 487 3 10 25 1,369
Momentum Profits, Factor Pricing, and Macroeconomic Risk 0 0 0 68 1 4 12 254
Solving the Diamond–Mortensen–Pissarides model accurately 0 0 1 25 3 13 24 131
The CAPM strikes back? An equilibrium model with disasters 0 0 0 26 3 9 14 204
The Investment CAPM 1 1 1 22 1 10 15 123
The New Issues Puzzle: Testing the Investment-Based Explanation 0 1 2 180 3 12 16 579
The Value Premium 1 1 9 524 5 11 39 1,328
The expected value premium 0 0 0 226 1 8 12 855
The investment manifesto 0 0 1 42 0 2 8 216
The q‐Theory Approach to Understanding the Accrual Anomaly 0 0 0 55 1 83 84 330
Value versus Growth: Time‐Varying Expected Stock Returns 0 0 0 0 3 9 13 180
Which Factors? 1 2 8 48 3 9 23 188
Total Journal Articles 6 13 55 3,378 55 379 611 13,247

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Statistics updated 2026-03-04