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 0 1 9 100
A Comparison of New Factor Models 0 0 4 22 0 5 25 58
A Model of Momentum 0 1 1 34 1 3 10 140
Aggregate Asset Pricing with Labor Market Frictions 0 0 0 16 0 2 3 57
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 99 0 1 9 275
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 51 1 2 6 111
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 86 6 8 13 142
Anomalies 0 0 1 93 0 0 6 271
Asset Prices and Business Cycles with Costly External Finance 0 0 0 124 0 0 0 414
Asset Prices and Business Cycles with Costly External Finance 0 0 0 144 3 5 9 376
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 130 0 1 2 566
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 108 1 2 5 433
Costly External Finance: Implications for Capital Markets Anomalies 0 0 0 56 0 1 3 218
Covariances versus Characteristics in General Equilibrium 0 0 0 17 0 0 3 155
Covariances versus Characteristics in General Equilibrium 0 0 0 8 0 1 5 77
Cross-sectional Tobin's Q 0 0 0 38 0 0 4 137
Digesting Anomalies: An Investment Approach 1 3 7 36 1 7 22 149
Digesting Anomalies: An Investment Approach 3 6 35 118 4 10 52 292
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 0 20 0 1 7 108
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 0 12 5 5 10 75
Does the Investment Model Explain Value and Momentum Simultaneously? 0 1 3 42 1 2 11 32
Endogenous Economic Disasters and Asset Prices 0 0 0 59 0 3 6 72
Equilibrium Cross-Section of Returns 0 0 0 222 0 2 6 808
Equilibrium Stock Return Dynamics Under Alternative Rules of Learning About Hidden States 0 0 0 56 0 2 12 480
Equity market volatility and expected risk premium 0 0 1 382 0 1 6 1,683
Expected Returns, Yield Spreads, and Asset Pricing Tests 0 0 1 203 2 2 5 733
Financially Constrained Stock Returns 0 0 1 132 2 2 6 393
Investment-Based Momentum Profits 0 0 0 12 0 0 2 67
Investment-Based Underperformance Following Seasoned Equity Offerings 0 0 0 146 0 0 1 702
Momentum Profits and Macroeconomic Risk 0 0 0 139 0 0 0 482
Motivating Factors 0 2 10 12 2 13 32 43
Neoclassical Factors 0 0 1 88 0 2 7 358
Optimal Market Timing 1 1 1 103 1 1 1 403
Q5 0 0 1 1 1 4 11 12
Regularities 0 0 2 41 0 1 6 154
Replicating Anomalies 4 8 26 27 6 12 56 59
Replicating Anomalies 5 13 20 48 8 19 46 101
Security Analysis: An Investment Perspective 2 4 4 4 7 10 10 10
Solving the DMP Model Accurately 0 0 3 85 3 5 17 213
Testing the q-Theory of Anomalies 0 0 0 64 0 0 1 164
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 15 0 0 6 34
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 27 0 0 5 74
The Economics of Value Investing 0 0 1 28 1 1 12 44
The Economics of Value Investing 0 0 1 4 1 1 8 16
The Expected Value Premium 0 0 0 139 1 2 2 654
The Investment CAPM 0 0 3 89 1 2 23 103
The Investment CAPM 0 0 2 19 2 3 9 59
The Value Spread as a Predictor of Returns 1 1 1 152 1 2 10 578
The Value Spread: A Puzzle 0 0 0 15 0 0 2 74
The stock market and aggregate employment 1 1 1 56 1 1 3 179
Understanding the Accrual Anomaly 0 0 0 156 0 0 10 831
Unemployment Crises 0 0 1 28 1 1 9 18
Unemployment Crises 0 0 1 18 2 3 10 52
Unemployment Crises 0 0 0 103 0 0 3 80
Value versus Growth: Time-Varying Expected Stock Returns 0 0 0 38 3 3 5 146
Which Factors? 0 0 13 107 1 4 28 307
q 5 0 1 9 9 0 4 22 25
Total Working Papers 18 42 155 4,103 70 163 612 14,397

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 1 1 1 17 2 2 9 94
A neoclassical interpretation of momentum 0 0 1 13 0 0 7 89
Anomalies 0 1 1 50 1 4 7 280
Asset Prices and Business Cycles with Costly External Finance 0 0 3 339 6 9 20 978
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 113 0 2 3 400
Do Anomalies Exist Ex Ante? 0 0 0 3 0 3 4 22
Do time-varying risk premiums explain labor market performance? 0 1 1 31 0 2 6 126
Does q-theory with investment frictions explain anomalies in the cross section of returns? 0 0 1 48 0 0 6 206
EFM Special Issue “Corporate Policies and Asset Prices” 0 0 0 0 0 0 5 5
Editor's Choice Digesting Anomalies: An Investment Approach 0 1 14 75 3 24 82 272
Endogenous Disasters 0 1 16 20 2 11 149 184
Equilibrium Cross Section of Returns 1 2 4 304 4 10 27 954
Equilibrium stock return dynamics under alternative rules of learning about hidden states 0 0 0 44 0 2 7 198
Erratum: "Equilibrium Cross Section of Returns" 0 0 0 7 0 0 7 140
Expected returns, yield spreads, and asset pricing tests 0 0 3 86 4 7 18 322
Expected returns, yield spreads, and asset pricing tests 0 0 1 29 2 2 6 167
Financially Constrained Stock Returns 0 1 2 98 4 10 20 405
Investment-Based Expected Stock Returns 0 3 6 126 1 5 13 531
Is the value spread a useful predictor of returns? 0 1 1 39 0 3 6 173
Is value riskier than growth? 0 2 51 337 15 22 139 930
Momentum Profits, Factor Pricing, and Macroeconomic Risk 0 0 2 52 1 1 4 179
Solving the Diamond–Mortensen–Pissarides model accurately 2 2 5 8 3 4 12 21
The CAPM strikes back? An equilibrium model with disasters 0 1 7 7 2 11 35 35
The Investment CAPM 0 0 7 8 2 5 14 16
The New Issues Puzzle: Testing the Investment-Based Explanation 0 6 17 87 1 14 56 292
The Value Premium 1 4 14 477 1 9 35 1,130
The expected value premium 0 0 2 199 2 10 24 765
The investment manifesto 0 0 3 24 0 0 16 127
The q‐Theory Approach to Understanding the Accrual Anomaly 0 0 2 54 2 2 9 220
Value versus Growth: Time‐Varying Expected Stock Returns 0 0 0 0 1 3 6 131
Which Factors? 0 3 3 3 0 5 14 14
Total Journal Articles 5 30 168 2,698 59 182 766 9,406

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Statistics updated 2019-09-09