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 22 3 11 17 112
A Comparison of New Factor Models 0 4 9 28 4 21 48 85
A Model of Momentum 0 0 1 34 0 0 10 141
Aggregate Asset Pricing with Labor Market Frictions 0 1 1 17 0 2 5 59
An Equilibrium Asset Pricing Model with Labor Market Search 1 2 3 89 1 8 21 152
An Equilibrium Asset Pricing Model with Labor Market Search 0 1 1 100 1 5 12 283
An Equilibrium Asset Pricing Model with Labor Market Search 1 2 2 53 2 6 10 117
Anomalies 0 0 0 93 1 4 9 276
Asset Prices and Business Cycles with Costly External Finance 1 1 1 125 2 5 8 422
Asset Prices and Business Cycles with Costly External Finance 1 1 2 146 1 4 12 381
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 130 2 4 7 571
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 108 0 0 4 435
Costly External Finance: Implications for Capital Markets Anomalies 0 0 0 56 1 1 2 219
Covariances versus Characteristics in General Equilibrium 0 0 0 17 1 3 6 158
Covariances versus Characteristics in General Equilibrium 0 0 0 8 1 5 8 82
Cross-sectional Tobin's Q 0 1 1 39 1 5 9 142
Digesting Anomalies: An Investment Approach 2 5 30 129 6 14 50 313
Digesting Anomalies: An Investment Approach 0 3 8 39 1 9 27 159
Does Costly Reversibility Matter for U.S. Public Firms? 0 11 11 11 3 14 14 14
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 0 20 2 7 10 115
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 0 12 1 3 11 79
Does the Investment Model Explain Value and Momentum Simultaneously? 0 0 2 42 2 3 11 36
Endogenous Economic Disasters and Asset Prices 0 1 1 60 0 3 7 75
Equilibrium Cross-Section of Returns 0 0 0 222 0 2 11 814
Equilibrium Stock Return Dynamics Under Alternative Rules of Learning About Hidden States 0 0 0 56 0 1 6 481
Equity market volatility and expected risk premium 0 1 2 383 1 11 15 1,694
Expected Returns, Yield Spreads, and Asset Pricing Tests 0 0 0 203 1 4 6 737
Financially Constrained Stock Returns 1 2 2 134 3 7 11 401
Investment-Based Momentum Profits 0 0 0 12 1 1 3 68
Investment-Based Underperformance Following Seasoned Equity Offerings 0 0 0 146 0 6 6 708
Momentum Profits and Macroeconomic Risk 0 0 0 139 0 1 1 483
Motivating Factors 3 6 15 20 4 10 36 57
Neoclassical Factors 0 1 1 89 2 8 15 368
Optimal Market Timing 0 0 1 103 0 1 3 405
Q-factors and Investment CAPM 5 5 5 5 12 12 12 12
Q5 3 7 8 9 5 13 21 27
Regularities 0 0 1 41 0 0 5 154
Replicating Anomalies 2 3 26 31 8 18 66 83
Replicating Anomalies 4 10 35 63 6 29 77 137
Security Analysis: An Investment Perspective 1 2 7 7 4 8 20 20
Solving the DMP Model Accurately 1 2 6 89 2 11 28 229
Testing the q-Theory of Anomalies 0 0 0 64 0 2 2 166
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 15 0 3 8 37
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 27 2 6 11 82
The Economics of Value Investing 0 0 0 28 4 5 11 52
The Economics of Value Investing 0 3 5 8 1 6 12 23
The Expected Value Premium 0 1 1 140 1 6 9 661
The Investment CAPM 0 0 1 19 0 5 11 64
The Investment CAPM 1 1 4 92 1 6 16 113
The Value Spread as a Predictor of Returns 0 0 1 152 0 2 5 580
The Value Spread: A Puzzle 0 0 0 15 0 0 0 74
The stock market and aggregate employment 0 0 1 56 0 1 4 180
Understanding the Accrual Anomaly 0 0 0 156 2 5 9 836
Unemployment Crises 0 1 1 19 0 9 16 63
Unemployment Crises 0 0 0 103 1 9 11 89
Unemployment Crises 0 0 0 28 0 3 8 21
Value versus Growth: Time-Varying Expected Stock Returns 0 1 1 39 2 5 9 151
Which Factors? 1 6 18 117 7 20 43 332
q⁵ 2 6 12 16 6 15 34 43
Total Working Papers 30 91 227 4,224 112 388 879 14,871


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 17 0 1 3 95
A neoclassical interpretation of momentum 0 0 1 13 1 3 6 93
Anomalies 0 1 2 51 0 7 15 289
Asset Prices and Business Cycles with Costly External Finance 0 2 5 341 2 10 26 988
Asset Pricing Implications of Firms' Financing Constraints 0 1 1 114 2 3 6 403
Do Anomalies Exist Ex Ante? 1 1 1 4 2 3 7 25
Do time-varying risk premiums explain labor market performance? 0 2 3 33 1 5 9 131
Does q-theory with investment frictions explain anomalies in the cross section of returns? 0 1 2 49 0 5 9 212
EFM Special Issue “Corporate Policies and Asset Prices” 0 0 0 0 1 1 1 6
Editor's Choice Digesting Anomalies: An Investment Approach 2 5 18 81 8 18 90 295
Endogenous Disasters 2 4 11 26 12 27 114 215
Equilibrium Cross Section of Returns 0 0 5 305 2 9 34 968
Equilibrium stock return dynamics under alternative rules of learning about hidden states 0 1 1 45 1 3 9 202
Erratum: "Equilibrium Cross Section of Returns" 0 0 0 7 1 2 5 142
Expected returns, yield spreads, and asset pricing tests 0 2 4 88 3 14 27 337
Expected returns, yield spreads, and asset pricing tests 0 0 1 29 1 8 12 176
Financially Constrained Stock Returns 0 1 3 99 6 11 28 416
Investment-Based Expected Stock Returns 0 2 7 129 0 6 16 538
Is the value spread a useful predictor of returns? 0 0 1 39 1 3 8 176
Is value riskier than growth? 4 10 33 349 8 30 104 964
Momentum Profits, Factor Pricing, and Macroeconomic Risk 0 0 1 52 2 3 11 188
Solving the Diamond–Mortensen–Pissarides model accurately 1 2 6 10 3 6 15 28
The CAPM strikes back? An equilibrium model with disasters 0 1 10 10 3 6 46 46
The Investment CAPM 0 1 4 10 2 8 18 26
The New Issues Puzzle: Testing the Investment-Based Explanation 3 5 20 92 7 20 61 313
The Value Premium 1 1 11 479 9 11 35 1,143
The expected value premium 3 6 7 205 4 14 32 782
The investment manifesto 0 1 3 25 2 11 22 138
The q‐Theory Approach to Understanding the Accrual Anomaly 1 1 2 55 5 6 13 226
Value versus Growth: Time‐Varying Expected Stock Returns 0 0 0 0 0 6 11 138
Which Factors? 0 2 6 6 2 11 28 28
Total Journal Articles 18 53 170 2,763 91 271 821 9,727


Statistics updated 2020-01-03