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 2 130
A Comparison of New Factor Models 0 0 0 55 1 6 15 213
A Model of Momentum 0 0 1 38 0 0 6 175
Aggregate Asset Pricing with Labor Market Frictions 0 0 0 21 0 0 1 74
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 53 1 1 2 130
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 98 1 1 2 199
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 105 0 0 0 311
Anomalies 0 0 0 97 0 0 4 320
Asset Prices and Business Cycles with Costly External Finance 0 0 0 148 1 1 10 418
Asset Prices and Business Cycles with Costly External Finance 0 0 0 126 8 11 39 483
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 109 1 1 2 458
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 130 1 1 3 612
Asymmetric Investment Rates 0 1 1 12 1 2 4 33
Costly External Finance: Implications for Capital Markets Anomalies 0 0 0 57 0 0 0 225
Covariances versus Characteristics in General Equilibrium 0 0 0 17 0 0 0 165
Covariances versus Characteristics in General Equilibrium 0 0 0 8 1 1 1 91
Cross-sectional Tobin's Q 0 0 1 45 0 1 3 174
Digesting Anomalies: An Investment Approach 0 4 5 170 1 9 26 579
Digesting Anomalies: An Investment Approach 0 1 2 56 1 4 13 250
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 0 21 0 0 0 128
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 0 14 0 0 0 86
Does the Investment Model Explain Value and Momentum Simultaneously? 0 0 0 42 0 0 1 53
Endogenous Economic Disasters and Asset Prices 0 0 0 66 0 0 1 94
Equilibrium Cross-Section of Returns 0 0 0 227 0 0 0 845
Equilibrium Stock Return Dynamics Under Alternative Rules of Learning About Hidden States 0 0 0 56 0 0 0 494
Equity market volatility and expected risk premium 0 0 0 384 0 0 1 1,708
Expected Returns, Yield Spreads, and Asset Pricing Tests 0 0 0 207 0 0 1 815
Financially Constrained Stock Returns 0 1 1 137 0 1 3 423
Firm-level Irreversibility 0 0 0 12 2 3 4 36
Investment-Based Momentum Profits 0 0 0 13 0 0 0 75
Investment-Based Underperformance Following Seasoned Equity Offerings 0 0 0 146 0 0 2 794
Momentum Profits and Macroeconomic Risk 0 0 0 140 0 1 2 494
Motivating Factors 0 1 3 66 0 5 21 241
Neoclassical Factors 0 1 1 93 0 2 2 382
Optimal Market Timing 0 0 0 104 0 0 1 419
Q-factors and Investment CAPM 0 0 0 35 0 0 7 110
Q5 0 0 0 25 0 0 0 77
Regularities 0 0 0 41 0 1 1 159
Replicating Anomalies 0 0 0 91 3 6 14 342
Replicating Anomalies 0 1 1 70 1 3 10 230
Searching for the Equity Premium 0 0 0 16 0 0 0 54
Security Analysis: An Investment Perspective 0 0 0 12 0 0 1 54
Solving the DMP Model Accurately 0 0 2 97 0 2 9 286
Testing the q-Theory of Anomalies 0 0 0 64 0 0 1 176
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 15 0 0 1 46
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 32 0 0 3 105
The Economics of Value Investing 0 0 0 15 0 1 2 53
The Economics of Value Investing 0 1 1 36 0 1 3 106
The Expected Value Premium 0 0 0 146 0 1 1 755
The Investment CAPM 0 0 1 106 0 0 6 181
The Investment CAPM 0 0 0 20 1 1 3 102
The Value Spread as a Predictor of Returns 0 0 0 153 2 2 2 593
The Value Spread: A Puzzle 0 0 0 15 0 0 1 77
The stock market and aggregate employment 0 0 0 58 0 0 2 201
Understanding the Accrual Anomaly 0 0 0 157 0 0 0 846
Unemployment Crises 0 0 0 29 0 0 0 35
Unemployment Crises 0 0 0 19 0 0 0 71
Unemployment Crises 0 0 0 104 2 2 4 114
Value versus Growth: Time-Varying Expected Stock Returns 0 0 0 42 0 0 3 175
Which Factors? 0 0 1 124 0 1 5 405
q⁵ 0 0 1 26 0 2 17 208
Total Working Papers 0 11 22 4,645 29 74 268 17,688

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 0 0 3 242
A neoclassical interpretation of momentum 0 0 0 18 0 1 4 138
Anomalies 0 0 2 60 0 1 14 396
Asset Prices and Business Cycles with Costly External Finance 0 0 0 347 0 1 3 1,034
Asset Pricing Implications of Firms' Financing Constraints 0 0 1 122 0 1 6 467
Do Anomalies Exist Ex Ante? 0 0 1 11 0 0 2 50
Do time-varying risk premiums explain labor market performance? 0 0 1 37 0 0 3 147
Does q-theory with investment frictions explain anomalies in the cross section of returns? 0 0 1 55 2 4 10 258
EFM Special Issue “Corporate Policies and Asset Prices” 0 0 0 0 0 0 0 12
Editor's Choice Digesting Anomalies: An Investment Approach 2 6 13 132 4 17 58 544
Endogenous Disasters 0 1 3 52 1 4 10 384
Equilibrium Cross Section of Returns 0 0 2 316 3 4 11 1,114
Equilibrium stock return dynamics under alternative rules of learning about hidden states 0 0 0 47 0 0 0 223
Erratum: "Equilibrium Cross Section of Returns" 0 0 0 7 1 1 2 158
Expected returns, yield spreads, and asset pricing tests 0 1 1 105 0 3 5 474
Expected returns, yield spreads, and asset pricing tests 0 0 0 30 0 0 1 268
Financially Constrained Stock Returns 0 0 1 105 1 1 4 474
Investment-Based Expected Stock Returns 0 0 0 146 2 4 12 633
Is the value spread a useful predictor of returns? 0 0 0 45 0 0 1 200
Is value riskier than growth? 0 2 13 484 0 5 34 1,351
Momentum Profits, Factor Pricing, and Macroeconomic Risk 0 0 2 68 0 0 6 243
Solving the Diamond–Mortensen–Pissarides model accurately 0 0 1 24 1 1 9 109
The CAPM strikes back? An equilibrium model with disasters 0 0 0 26 0 1 2 191
The Investment CAPM 0 0 2 21 1 1 9 109
The New Issues Puzzle: Testing the Investment-Based Explanation 0 1 2 179 1 3 6 567
The Value Premium 0 2 16 519 1 8 31 1,299
The expected value premium 0 0 1 226 0 1 2 844
The investment manifesto 1 1 4 42 1 3 10 211
The q‐Theory Approach to Understanding the Accrual Anomaly 0 0 0 55 0 0 3 246
Value versus Growth: Time‐Varying Expected Stock Returns 0 0 0 0 0 0 3 168
Which Factors? 3 3 6 44 4 6 18 174
Total Journal Articles 6 17 73 3,345 23 71 282 12,728

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Statistics updated 2025-08-05