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 3 7 137
A Comparison of New Factor Models 0 0 2 57 2 8 29 236
A Model of Momentum 0 0 0 38 6 6 14 189
Aggregate Asset Pricing with Labor Market Frictions 0 0 0 21 3 10 20 94
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 105 1 1 9 320
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 1 99 3 5 16 214
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 53 2 4 11 140
Anomalies 0 0 0 97 0 4 20 340
Asset Prices and Business Cycles with Costly External Finance 0 0 0 126 4 7 44 516
Asset Prices and Business Cycles with Costly External Finance 0 0 0 148 1 4 28 445
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 130 0 3 11 622
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 109 2 7 16 473
Asymmetric Investment Rates 0 0 1 12 2 3 13 44
Costly External Finance: Implications for Capital Markets Anomalies 0 0 0 57 0 3 7 232
Covariances versus Characteristics in General Equilibrium 0 0 0 8 0 0 7 97
Covariances versus Characteristics in General Equilibrium 0 0 0 17 1 3 12 177
Cross-sectional Tobin's Q 0 0 0 45 1 3 26 199
Digesting Anomalies: An Investment Approach 0 0 9 175 1 7 43 613
Digesting Anomalies: An Investment Approach 0 1 3 58 2 7 18 264
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 0 21 1 1 12 140
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 1 1 15 3 4 14 100
Does the Investment Model Explain Value and Momentum Simultaneously? 1 1 1 43 2 5 12 65
Endogenous Economic Disasters and Asset Prices 0 0 0 66 2 4 18 112
Equilibrium Cross-Section of Returns 0 0 0 227 8 9 17 862
Equilibrium Stock Return Dynamics Under Alternative Rules of Learning About Hidden States 0 0 0 56 4 9 19 513
Equity market volatility and expected risk premium 0 1 1 385 1 3 9 1,717
Expected Returns, Yield Spreads, and Asset Pricing Tests 0 0 0 207 6 6 11 826
Financially Constrained Stock Returns 0 0 1 137 2 2 12 434
Firm-level Irreversibility 0 0 0 12 1 4 18 51
Investment-Based Momentum Profits 0 0 0 13 0 0 3 78
Investment-Based Underperformance Following Seasoned Equity Offerings 0 0 0 146 3 3 14 808
Investment-based Costs of Equity 2 2 2 2 3 3 3 3
Momentum Profits and Macroeconomic Risk 0 0 0 140 1 2 11 504
Motivating Factors 0 0 1 66 1 1 13 249
Neoclassical Factors 0 0 1 93 1 6 18 398
Optimal Market Timing 0 0 0 104 1 7 15 434
Q-factors and Investment CAPM 1 1 2 37 5 15 29 139
Q5 0 0 0 25 1 3 4 81
Regularities 0 0 0 41 2 3 10 168
Replicating Anomalies 0 0 1 92 8 19 53 389
Replicating Anomalies 0 0 3 72 3 3 25 252
Searching for the Equity Premium 0 0 1 17 4 9 17 71
Security Analysis: An Investment Perspective 0 0 0 12 3 4 12 66
Solving the DMP Model Accurately 0 0 0 97 4 7 18 302
Testing the q-Theory of Anomalies 0 0 0 64 2 4 14 190
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 32 3 3 11 116
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 15 2 4 16 62
The Economics of Value Investing 0 1 1 16 1 2 7 59
The Economics of Value Investing 0 0 1 36 2 5 11 116
The Expected Value Premium 0 0 0 146 6 8 20 774
The Investment CAPM 0 0 0 106 6 15 30 211
The Investment CAPM 0 0 1 21 1 2 102 203
The Value Spread as a Predictor of Returns 0 0 0 153 6 11 23 614
The Value Spread: A Puzzle 0 0 0 15 0 1 4 81
The stock market and aggregate employment 0 0 0 58 1 5 14 215
Understanding the Accrual Anomaly 0 0 0 157 3 4 13 859
Unemployment Crises 0 0 0 29 1 1 7 42
Unemployment Crises 0 0 0 19 2 5 13 84
Unemployment Crises 0 0 0 104 2 3 9 121
Value versus Growth: Time-Varying Expected Stock Returns 0 0 0 42 5 8 12 187
Which Factors? 0 0 0 124 1 4 15 419
q⁵ 0 0 0 26 8 25 40 246
Total Working Papers 4 8 34 4,668 153 330 1,099 18,713

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 3 5 16 258
A neoclassical interpretation of momentum 0 0 0 18 0 4 57 194
Anomalies 0 1 2 62 2 5 22 417
Asset Prices and Business Cycles with Costly External Finance 0 0 0 347 1 3 14 1,047
Asset Pricing Implications of Firms' Financing Constraints 1 1 1 123 2 3 12 478
Do Anomalies Exist Ex Ante? 0 0 0 11 2 2 4 54
Do time-varying risk premiums explain labor market performance? 0 0 0 37 1 3 6 153
Does q-theory with investment frictions explain anomalies in the cross section of returns? 0 0 0 55 4 7 21 275
EFM Special Issue “Corporate Policies and Asset Prices” 0 0 0 0 0 1 2 14
Editor's Choice Digesting Anomalies: An Investment Approach 1 4 21 147 7 29 90 617
Endogenous Disasters 0 0 1 52 3 4 16 396
Equilibrium Cross Section of Returns 0 0 0 316 8 10 20 1,130
Equilibrium stock return dynamics under alternative rules of learning about hidden states 0 0 0 47 0 2 14 237
Erratum: "Equilibrium Cross Section of Returns" 0 0 0 7 0 1 7 164
Expected returns, yield spreads, and asset pricing tests 0 0 0 30 4 8 15 283
Expected returns, yield spreads, and asset pricing tests 0 0 1 105 9 10 29 500
Financially Constrained Stock Returns 0 0 0 105 4 11 20 493
Investment-Based Expected Stock Returns 0 0 4 150 4 8 31 660
Is the value spread a useful predictor of returns? 0 0 0 45 6 6 14 214
Is value riskier than growth? 0 2 6 488 1 5 25 1,371
Momentum Profits, Factor Pricing, and Macroeconomic Risk 0 0 0 68 3 5 15 258
Solving the Diamond–Mortensen–Pissarides model accurately 0 0 1 25 2 6 26 134
The CAPM strikes back? An equilibrium model with disasters 0 0 0 26 2 7 18 208
The Investment CAPM 0 1 1 22 1 3 17 125
The New Issues Puzzle: Testing the Investment-Based Explanation 0 2 4 182 3 10 22 586
The Value Premium 1 2 8 525 23 54 86 1,377
The expected value premium 0 0 0 226 1 4 15 858
The investment manifesto 0 0 1 42 0 1 9 217
The q‐Theory Approach to Understanding the Accrual Anomaly 0 0 0 55 2 4 87 333
Value versus Growth: Time‐Varying Expected Stock Returns 0 0 0 0 1 4 13 181
Which Factors? 0 1 7 48 3 9 26 194
Total Journal Articles 3 14 58 3,386 102 234 769 13,426

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Statistics updated 2026-05-06