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 7 137
A Comparison of New Factor Models 0 0 2 57 0 4 25 236
A Model of Momentum 0 0 0 38 1 7 15 190
Aggregate Asset Pricing with Labor Market Frictions 0 0 0 21 0 4 20 94
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 53 0 4 11 140
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 105 0 1 9 320
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 1 99 0 5 16 214
Anomalies 0 0 0 97 0 3 20 340
Asset Prices and Business Cycles with Costly External Finance 0 0 0 148 0 3 28 445
Asset Prices and Business Cycles with Costly External Finance 0 0 0 126 5 11 49 521
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 130 0 2 11 622
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 109 0 4 16 473
Asymmetric Investment Rates 0 0 0 12 3 5 15 47
Costly External Finance: Implications for Capital Markets Anomalies 0 0 0 57 0 0 7 232
Covariances versus Characteristics in General Equilibrium 0 0 0 17 0 2 12 177
Covariances versus Characteristics in General Equilibrium 0 0 0 8 0 0 7 97
Cross-sectional Tobin's Q 0 0 0 45 1 3 27 200
Digesting Anomalies: An Investment Approach 0 1 2 58 1 5 16 265
Digesting Anomalies: An Investment Approach 0 0 5 175 3 8 38 616
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 1 1 15 0 4 14 100
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 0 21 1 2 13 141
Does the Investment Model Explain Value and Momentum Simultaneously? 0 1 1 43 0 3 12 65
Endogenous Economic Disasters and Asset Prices 0 0 0 66 1 3 19 113
Equilibrium Cross-Section of Returns 0 0 0 227 0 9 17 862
Equilibrium Stock Return Dynamics Under Alternative Rules of Learning About Hidden States 0 0 0 56 0 5 19 513
Equity market volatility and expected risk premium 0 1 1 385 0 2 9 1,717
Expected Returns, Yield Spreads, and Asset Pricing Tests 0 0 0 207 1 7 12 827
Financially Constrained Stock Returns 0 0 0 137 1 3 12 435
Firm-level Irreversibility 0 0 0 12 0 3 18 51
Investment-Based Momentum Profits 0 0 0 13 1 1 4 79
Investment-Based Underperformance Following Seasoned Equity Offerings 0 0 0 146 0 3 14 808
Investment-based Costs of Equity 0 2 2 2 0 3 3 3
Momentum Profits and Macroeconomic Risk 0 0 0 140 0 1 11 504
Motivating Factors 0 0 1 66 0 1 10 249
Neoclassical Factors 0 0 0 93 1 4 17 399
Optimal Market Timing 0 0 0 104 0 2 15 434
Q-factors and Investment CAPM 0 1 2 37 2 9 31 141
Q5 0 0 0 25 0 2 4 81
Regularities 0 0 0 41 0 2 10 168
Replicating Anomalies 1 1 3 73 4 7 27 256
Replicating Anomalies 0 0 1 92 8 22 60 397
Searching for the Equity Premium 0 0 1 17 1 6 18 72
Security Analysis: An Investment Perspective 0 0 0 12 0 3 12 66
Solving the DMP Model Accurately 0 0 0 97 0 7 17 302
Testing the q-Theory of Anomalies 0 0 0 64 0 4 14 190
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 32 0 3 11 116
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 15 0 3 16 62
The Economics of Value Investing 0 1 1 16 1 3 8 60
The Economics of Value Investing 0 0 0 36 0 4 10 116
The Expected Value Premium 0 0 0 146 1 9 20 775
The Investment CAPM 0 0 1 21 0 2 102 203
The Investment CAPM 0 0 0 106 1 11 31 212
The Value Spread as a Predictor of Returns 0 0 0 153 1 8 24 615
The Value Spread: A Puzzle 0 0 0 15 0 0 4 81
The stock market and aggregate employment 0 0 0 58 0 3 14 215
Understanding the Accrual Anomaly 0 0 0 157 2 6 15 861
Unemployment Crises 0 0 0 29 0 1 7 42
Unemployment Crises 0 0 0 104 0 3 9 121
Unemployment Crises 0 0 0 19 0 5 13 84
Value versus Growth: Time-Varying Expected Stock Returns 0 0 0 42 0 5 12 187
Which Factors? 0 0 0 124 1 4 15 420
q⁵ 0 0 0 26 2 21 40 248
Total Working Papers 1 9 25 4,669 44 280 1,112 18,757

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 1 4 17 259
A neoclassical interpretation of momentum 0 0 0 18 0 3 57 194
Anomalies 0 1 2 62 0 3 21 417
Asset Prices and Business Cycles with Costly External Finance 1 1 1 348 1 4 14 1,048
Asset Pricing Implications of Firms' Financing Constraints 0 1 1 123 1 4 12 479
Do Anomalies Exist Ex Ante? 0 0 0 11 1 3 5 55
Do time-varying risk premiums explain labor market performance? 0 0 0 37 2 5 8 155
Does q-theory with investment frictions explain anomalies in the cross section of returns? 0 0 0 55 2 8 21 277
EFM Special Issue “Corporate Policies and Asset Prices” 0 0 0 0 0 0 2 14
Editor's Choice Digesting Anomalies: An Investment Approach 3 5 23 150 8 28 90 625
Endogenous Disasters 0 0 1 52 1 4 17 397
Equilibrium Cross Section of Returns 1 1 1 317 4 13 23 1,134
Equilibrium stock return dynamics under alternative rules of learning about hidden states 0 0 0 47 1 3 15 238
Erratum: "Equilibrium Cross Section of Returns" 0 0 0 7 0 0 7 164
Expected returns, yield spreads, and asset pricing tests 0 0 0 30 0 6 15 283
Expected returns, yield spreads, and asset pricing tests 0 0 1 105 1 10 28 501
Financially Constrained Stock Returns 0 0 0 105 2 9 22 495
Investment-Based Expected Stock Returns 0 0 4 150 0 6 30 660
Is the value spread a useful predictor of returns? 0 0 0 45 0 6 14 214
Is value riskier than growth? 2 3 7 490 3 5 27 1,374
Momentum Profits, Factor Pricing, and Macroeconomic Risk 0 0 0 68 0 4 15 258
Solving the Diamond–Mortensen–Pissarides model accurately 0 0 1 25 2 5 28 136
The CAPM strikes back? An equilibrium model with disasters 0 0 0 26 1 5 18 209
The Investment CAPM 0 0 1 22 1 3 18 126
The New Issues Puzzle: Testing the Investment-Based Explanation 0 2 3 182 1 8 21 587
The Value Premium 0 1 7 525 11 60 94 1,388
The expected value premium 0 0 0 226 1 4 16 859
The investment manifesto 0 0 1 42 2 3 9 219
The q‐Theory Approach to Understanding the Accrual Anomaly 0 0 0 55 1 4 88 334
Value versus Growth: Time‐Varying Expected Stock Returns 0 0 0 0 1 2 14 182
Which Factors? 1 1 8 49 2 8 27 196
Total Journal Articles 8 16 62 3,394 51 230 793 13,477

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Statistics updated 2026-06-04