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 0 1 130
A Comparison of New Factor Models 0 1 1 56 4 10 22 225
A Model of Momentum 0 0 1 38 1 1 3 176
Aggregate Asset Pricing with Labor Market Frictions 0 0 0 21 4 4 4 78
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 105 2 5 5 316
An Equilibrium Asset Pricing Model with Labor Market Search 1 1 1 99 4 6 9 207
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 53 0 1 3 131
Anomalies 0 0 0 97 1 5 7 325
Asset Prices and Business Cycles with Costly External Finance 0 0 0 148 6 8 10 426
Asset Prices and Business Cycles with Costly External Finance 0 0 0 126 0 9 53 507
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 109 2 3 5 461
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 130 1 4 6 617
Asymmetric Investment Rates 0 0 1 12 2 6 8 39
Costly External Finance: Implications for Capital Markets Anomalies 0 0 0 57 1 2 2 227
Covariances versus Characteristics in General Equilibrium 0 0 0 8 3 4 5 95
Covariances versus Characteristics in General Equilibrium 0 0 0 17 0 3 4 169
Cross-sectional Tobin's Q 0 0 1 45 14 16 19 191
Digesting Anomalies: An Investment Approach 1 5 10 175 8 16 37 598
Digesting Anomalies: An Investment Approach 0 0 2 56 2 3 10 253
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 0 21 2 5 5 133
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 0 14 4 7 7 93
Does the Investment Model Explain Value and Momentum Simultaneously? 0 0 0 42 1 2 2 55
Endogenous Economic Disasters and Asset Prices 0 0 0 66 4 9 11 105
Equilibrium Cross-Section of Returns 0 0 0 227 2 5 5 850
Equilibrium Stock Return Dynamics Under Alternative Rules of Learning About Hidden States 0 0 0 56 1 2 2 496
Equity market volatility and expected risk premium 0 0 0 384 0 5 5 1,713
Expected Returns, Yield Spreads, and Asset Pricing Tests 0 0 0 207 0 2 3 817
Financially Constrained Stock Returns 0 0 1 137 0 2 6 426
Firm-level Irreversibility 0 0 0 12 0 4 7 40
Investment-Based Momentum Profits 0 0 0 13 1 1 1 76
Investment-Based Underperformance Following Seasoned Equity Offerings 0 0 0 146 1 5 7 800
Momentum Profits and Macroeconomic Risk 0 0 0 140 4 5 7 500
Motivating Factors 0 0 2 66 1 2 20 246
Neoclassical Factors 0 0 1 93 1 3 6 386
Optimal Market Timing 0 0 0 104 1 2 2 421
Q-factors and Investment CAPM 0 1 1 36 4 9 10 119
Q5 0 0 0 25 1 1 1 78
Regularities 0 0 0 41 1 5 6 164
Replicating Anomalies 0 1 3 72 4 12 20 244
Replicating Anomalies 0 0 0 91 8 21 34 365
Searching for the Equity Premium 0 0 1 17 3 5 6 60
Security Analysis: An Investment Perspective 0 0 0 12 2 2 4 57
Solving the DMP Model Accurately 0 0 0 97 1 5 10 292
Testing the q-Theory of Anomalies 0 0 0 64 3 6 7 182
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 15 2 4 4 50
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 32 4 4 6 109
The Economics of Value Investing 0 0 1 36 0 3 5 109
The Economics of Value Investing 0 0 0 15 1 2 3 55
The Expected Value Premium 0 0 0 146 2 8 10 764
The Investment CAPM 0 0 1 21 44 49 52 153
The Investment CAPM 0 0 0 106 4 5 8 186
The Value Spread as a Predictor of Returns 0 0 0 153 1 4 6 597
The Value Spread: A Puzzle 0 0 0 15 0 0 1 77
The stock market and aggregate employment 0 0 0 58 2 5 7 206
Understanding the Accrual Anomaly 0 0 0 157 0 1 2 848
Unemployment Crises 0 0 0 19 1 3 3 74
Unemployment Crises 0 0 0 29 1 3 5 40
Unemployment Crises 0 0 0 104 0 1 6 116
Value versus Growth: Time-Varying Expected Stock Returns 0 0 0 42 3 3 5 178
Which Factors? 0 0 1 124 4 6 8 411
q⁵ 0 0 0 26 3 7 14 217
Total Working Papers 2 9 29 4,657 177 341 552 18,079

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 6 9 249
A neoclassical interpretation of momentum 0 0 0 18 21 25 27 163
Anomalies 0 0 1 61 6 7 10 404
Asset Prices and Business Cycles with Costly External Finance 0 0 0 347 2 3 6 1,038
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 122 2 3 5 470
Do Anomalies Exist Ex Ante? 0 0 0 11 0 0 2 51
Do time-varying risk premiums explain labor market performance? 0 0 0 37 0 0 1 147
Does q-theory with investment frictions explain anomalies in the cross section of returns? 0 0 1 55 2 2 13 263
EFM Special Issue “Corporate Policies and Asset Prices” 0 0 0 0 0 0 1 13
Editor's Choice Digesting Anomalies: An Investment Approach 1 7 16 141 8 26 73 579
Endogenous Disasters 0 0 2 52 3 5 14 389
Equilibrium Cross Section of Returns 0 0 0 316 3 5 12 1,119
Equilibrium stock return dynamics under alternative rules of learning about hidden states 0 0 0 47 0 3 3 226
Erratum: "Equilibrium Cross Section of Returns" 0 0 0 7 4 4 6 162
Expected returns, yield spreads, and asset pricing tests 0 0 0 30 3 3 3 271
Expected returns, yield spreads, and asset pricing tests 0 0 1 105 7 7 13 483
Financially Constrained Stock Returns 0 0 0 105 0 6 9 480
Investment-Based Expected Stock Returns 1 2 4 150 2 10 19 647
Is the value spread a useful predictor of returns? 0 0 0 45 2 4 5 205
Is value riskier than growth? 1 2 8 486 4 11 26 1,363
Momentum Profits, Factor Pricing, and Macroeconomic Risk 0 0 0 68 0 6 10 250
Solving the Diamond–Mortensen–Pissarides model accurately 0 1 1 25 4 12 17 122
The CAPM strikes back? An equilibrium model with disasters 0 0 0 26 2 5 7 197
The Investment CAPM 0 0 1 21 4 8 12 117
The New Issues Puzzle: Testing the Investment-Based Explanation 0 0 2 179 1 1 6 568
The Value Premium 0 2 10 523 3 15 34 1,320
The expected value premium 0 0 1 226 1 4 6 848
The investment manifesto 0 0 2 42 2 4 13 216
The q‐Theory Approach to Understanding the Accrual Anomaly 0 0 0 55 38 38 40 285
Value versus Growth: Time‐Varying Expected Stock Returns 0 0 0 0 1 4 6 172
Which Factors? 1 1 8 47 2 4 20 181
Total Journal Articles 4 15 58 3,369 130 231 428 12,998

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Statistics updated 2026-01-09