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 4 4 5 134
A Comparison of New Factor Models 1 2 2 57 3 10 24 228
A Model of Momentum 0 0 1 38 7 8 10 183
Aggregate Asset Pricing with Labor Market Frictions 0 0 0 21 6 10 10 84
An Equilibrium Asset Pricing Model with Labor Market Search 0 1 1 99 2 6 11 209
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 105 3 8 8 319
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 53 5 5 8 136
Anomalies 0 0 0 97 11 16 18 336
Asset Prices and Business Cycles with Costly External Finance 0 0 0 126 2 6 45 509
Asset Prices and Business Cycles with Costly External Finance 0 0 0 148 15 23 25 441
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 130 2 5 8 619
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 109 5 8 9 466
Asymmetric Investment Rates 0 0 1 12 2 5 10 41
Costly External Finance: Implications for Capital Markets Anomalies 0 0 0 57 2 4 4 229
Covariances versus Characteristics in General Equilibrium 0 0 0 17 5 7 9 174
Covariances versus Characteristics in General Equilibrium 0 0 0 8 2 5 7 97
Cross-sectional Tobin's Q 0 0 0 45 5 21 23 196
Digesting Anomalies: An Investment Approach 1 1 3 57 4 7 13 257
Digesting Anomalies: An Investment Approach 0 3 10 175 8 19 45 606
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 0 21 6 8 11 139
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 0 14 3 9 10 96
Does the Investment Model Explain Value and Momentum Simultaneously? 0 0 0 42 5 7 7 60
Endogenous Economic Disasters and Asset Prices 0 0 0 66 3 9 14 108
Equilibrium Cross-Section of Returns 0 0 0 227 3 6 8 853
Equilibrium Stock Return Dynamics Under Alternative Rules of Learning About Hidden States 0 0 0 56 8 9 10 504
Equity market volatility and expected risk premium 0 0 0 384 1 2 6 1,714
Expected Returns, Yield Spreads, and Asset Pricing Tests 0 0 0 207 3 5 6 820
Financially Constrained Stock Returns 0 0 1 137 6 8 12 432
Firm-level Irreversibility 0 0 0 12 7 10 14 47
Investment-Based Momentum Profits 0 0 0 13 2 3 3 78
Investment-Based Underperformance Following Seasoned Equity Offerings 0 0 0 146 5 7 12 805
Momentum Profits and Macroeconomic Risk 0 0 0 140 2 7 9 502
Motivating Factors 0 0 2 66 2 4 18 248
Neoclassical Factors 0 0 1 93 6 8 12 392
Optimal Market Timing 0 0 0 104 6 8 8 427
Q-factors and Investment CAPM 0 0 1 36 5 12 15 124
Q5 0 0 0 25 0 1 1 78
Regularities 0 0 0 41 1 5 7 165
Replicating Anomalies 0 1 3 72 5 16 23 249
Replicating Anomalies 1 1 1 92 5 20 39 370
Searching for the Equity Premium 0 0 1 17 2 7 8 62
Security Analysis: An Investment Perspective 0 0 0 12 5 7 8 62
Solving the DMP Model Accurately 0 0 0 97 3 4 13 295
Testing the q-Theory of Anomalies 0 0 0 64 4 10 11 186
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 15 8 12 12 58
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 32 4 8 10 113
The Economics of Value Investing 0 0 1 36 2 2 6 111
The Economics of Value Investing 0 0 0 15 2 3 5 57
The Expected Value Premium 0 0 0 146 2 8 12 766
The Investment CAPM 0 0 1 21 48 96 100 201
The Investment CAPM 0 0 0 106 10 14 17 196
The Value Spread as a Predictor of Returns 0 0 0 153 6 8 12 603
The Value Spread: A Puzzle 0 0 0 15 3 3 4 80
The stock market and aggregate employment 0 0 0 58 4 8 11 210
Understanding the Accrual Anomaly 0 0 0 157 7 8 9 855
Unemployment Crises 0 0 0 29 1 2 6 41
Unemployment Crises 0 0 0 104 2 3 7 118
Unemployment Crises 0 0 0 19 5 8 8 79
Value versus Growth: Time-Varying Expected Stock Returns 0 0 0 42 1 4 6 179
Which Factors? 0 0 0 124 4 9 11 415
q⁵ 0 0 0 26 4 9 17 221
Total Working Papers 3 9 30 4,660 304 574 830 18,383

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 4 10 12 253
A neoclassical interpretation of momentum 0 0 0 18 27 50 54 190
Anomalies 0 0 1 61 8 15 18 412
Asset Prices and Business Cycles with Costly External Finance 0 0 0 347 6 8 12 1,044
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 122 5 8 9 475
Do Anomalies Exist Ex Ante? 0 0 0 11 1 1 3 52
Do time-varying risk premiums explain labor market performance? 0 0 0 37 3 3 3 150
Does q-theory with investment frictions explain anomalies in the cross section of returns? 0 0 0 55 5 7 16 268
EFM Special Issue “Corporate Policies and Asset Prices” 0 0 0 0 0 0 1 13
Editor's Choice Digesting Anomalies: An Investment Approach 2 5 18 143 9 24 75 588
Endogenous Disasters 0 0 2 52 3 8 16 392
Equilibrium Cross Section of Returns 0 0 0 316 1 4 12 1,120
Equilibrium stock return dynamics under alternative rules of learning about hidden states 0 0 0 47 9 11 12 235
Erratum: "Equilibrium Cross Section of Returns" 0 0 0 7 1 5 7 163
Expected returns, yield spreads, and asset pricing tests 0 0 0 30 4 7 7 275
Expected returns, yield spreads, and asset pricing tests 0 0 1 105 7 14 19 490
Financially Constrained Stock Returns 0 0 0 105 2 8 11 482
Investment-Based Expected Stock Returns 0 1 4 150 5 9 24 652
Is the value spread a useful predictor of returns? 0 0 0 45 3 6 8 208
Is value riskier than growth? 0 2 6 486 3 13 23 1,366
Momentum Profits, Factor Pricing, and Macroeconomic Risk 0 0 0 68 3 6 11 253
Solving the Diamond–Mortensen–Pissarides model accurately 0 0 1 25 6 10 23 128
The CAPM strikes back? An equilibrium model with disasters 0 0 0 26 4 9 11 201
The Investment CAPM 0 0 0 21 5 12 15 122
The New Issues Puzzle: Testing the Investment-Based Explanation 1 1 2 180 8 9 13 576
The Value Premium 0 2 9 523 3 14 36 1,323
The expected value premium 0 0 0 226 6 10 11 854
The investment manifesto 0 0 2 42 0 3 12 216
The q‐Theory Approach to Understanding the Accrual Anomaly 0 0 0 55 44 82 83 329
Value versus Growth: Time‐Varying Expected Stock Returns 0 0 0 0 5 9 10 177
Which Factors? 0 1 7 47 4 8 20 185
Total Journal Articles 3 12 53 3,372 194 383 587 13,192

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Statistics updated 2026-02-12