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 1 9 139
A Comparison of New Factor Models 0 0 2 57 2 5 27 242
A Model of Momentum 0 0 0 38 0 0 15 190
Aggregate Asset Pricing with Labor Market Frictions 0 0 0 21 0 0 20 94
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 53 0 0 11 141
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 105 0 1 10 321
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 1 99 0 3 16 217
Anomalies 0 0 0 97 0 1 22 342
Asset Prices and Business Cycles with Costly External Finance 0 0 0 126 0 7 30 528
Asset Prices and Business Cycles with Costly External Finance 0 0 0 148 1 1 28 446
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 130 0 2 11 624
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 109 0 5 20 478
Asymmetric Investment Rates 0 0 0 12 0 1 16 49
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 8 0 0 7 98
Covariances versus Characteristics in General Equilibrium 0 0 0 17 0 1 12 178
Cross-sectional Tobin's Q 0 0 0 45 0 0 26 201
Digesting Anomalies: An Investment Approach 0 0 5 175 0 2 38 620
Digesting Anomalies: An Investment Approach 0 0 3 59 1 2 20 270
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 0 21 1 1 15 143
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 1 15 1 2 16 102
Does the Investment Model Explain Value and Momentum Simultaneously? 0 0 1 43 0 1 14 67
Endogenous Economic Disasters and Asset Prices 0 0 0 66 0 0 17 113
Equilibrium Cross-Section of Returns 0 0 0 227 1 1 18 863
Equilibrium Stock Return Dynamics Under Alternative Rules of Learning About Hidden States 0 0 0 56 0 1 20 514
Equity market volatility and expected risk premium 0 0 1 385 0 1 10 1,718
Expected Returns, Yield Spreads, and Asset Pricing Tests 0 0 0 207 0 2 15 830
Financially Constrained Stock Returns 0 0 0 137 0 3 16 440
Firm-level Irreversibility 0 0 0 12 0 1 16 52
Investment-Based Momentum Profits 0 0 0 13 0 0 4 79
Investment-Based Underperformance Following Seasoned Equity Offerings 0 0 0 146 0 0 13 808
Investment-based Costs of Equity 0 0 2 2 1 2 7 7
Momentum Profits and Macroeconomic Risk 0 0 0 140 0 3 13 508
Motivating Factors 0 0 0 66 1 3 9 253
Neoclassical Factors 0 0 0 93 0 1 17 400
Optimal Market Timing 0 0 0 104 2 3 18 437
Q-factors and Investment CAPM 1 1 3 38 2 7 38 148
Q5 0 0 0 25 0 1 5 82
Regularities 0 0 0 41 1 2 11 170
Replicating Anomalies 1 1 4 75 8 14 44 276
Replicating Anomalies 1 2 4 95 7 23 90 434
Searching for the Equity Premium 0 0 0 17 0 0 17 72
Security Analysis: An Investment Perspective 0 0 0 12 1 2 13 68
Solving the DMP Model Accurately 0 0 0 97 1 1 17 304
Testing the q-Theory of Anomalies 0 0 0 64 0 1 15 191
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 32 0 0 11 116
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 15 0 0 16 62
The Economics of Value Investing 0 0 1 16 0 3 10 63
The Economics of Value Investing 0 0 0 36 0 1 13 119
The Expected Value Premium 0 0 0 146 2 4 23 779
The Investment CAPM 0 1 1 22 0 2 102 206
The Investment CAPM 0 0 0 106 1 2 35 216
The Value Spread as a Predictor of Returns 0 0 0 153 0 1 23 616
The Value Spread: A Puzzle 0 0 0 15 0 0 4 81
The stock market and aggregate employment 0 0 0 58 0 1 16 217
Understanding the Accrual Anomaly 0 0 0 157 1 2 16 863
Unemployment Crises 0 0 0 19 0 1 14 85
Unemployment Crises 0 0 0 29 0 2 7 44
Unemployment Crises 0 0 0 104 1 2 10 125
Value versus Growth: Time-Varying Expected Stock Returns 0 0 0 42 1 2 14 189
Which Factors? 0 0 0 124 0 2 17 422
q⁵ 0 0 1 27 1 3 44 254
Total Working Papers 3 5 30 4,678 38 136 1,208 18,946

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 1 17 260
A neoclassical interpretation of momentum 0 1 1 19 1 2 58 196
Anomalies 0 1 2 63 1 5 25 422
Asset Prices and Business Cycles with Costly External Finance 0 0 1 348 0 1 15 1,050
Asset Pricing Implications of Firms' Financing Constraints 0 0 1 123 1 1 13 480
Do Anomalies Exist Ex Ante? 1 1 2 13 1 3 8 59
Do time-varying risk premiums explain labor market performance? 0 0 0 37 0 2 10 157
Does q-theory with investment frictions explain anomalies in the cross section of returns? 2 2 2 57 2 3 19 280
EFM Special Issue “Corporate Policies and Asset Prices” 0 0 0 0 1 1 2 15
Editor's Choice Digesting Anomalies: An Investment Approach 1 2 18 152 6 19 97 650
Endogenous Disasters 0 0 0 52 0 1 14 398
Equilibrium Cross Section of Returns 0 0 1 317 0 1 22 1,136
Equilibrium stock return dynamics under alternative rules of learning about hidden states 0 0 0 47 0 0 15 238
Erratum: "Equilibrium Cross Section of Returns" 0 0 0 7 1 1 9 167
Expected returns, yield spreads, and asset pricing tests 0 0 0 30 0 2 18 286
Expected returns, yield spreads, and asset pricing tests 0 0 0 105 1 1 26 502
Financially Constrained Stock Returns 0 0 0 105 1 2 24 498
Investment-Based Expected Stock Returns 1 2 4 152 4 9 34 671
Is the value spread a useful predictor of returns? 0 0 0 45 1 2 15 216
Is value riskier than growth? 0 1 8 492 0 1 25 1,377
Momentum Profits, Factor Pricing, and Macroeconomic Risk 0 0 0 68 1 2 16 260
Solving the Diamond–Mortensen–Pissarides model accurately 0 0 1 25 1 1 27 137
The CAPM strikes back? An equilibrium model with disasters 0 0 0 26 0 5 22 214
The Investment CAPM 0 0 1 22 1 6 26 135
The New Issues Puzzle: Testing the Investment-Based Explanation 0 0 3 182 1 2 25 592
The Value Premium 1 2 7 528 5 16 114 1,419
The expected value premium 0 0 0 226 1 2 17 861
The investment manifesto 0 0 0 42 0 0 9 221
The q‐Theory Approach to Understanding the Accrual Anomaly 1 1 1 56 1 3 90 337
Value versus Growth: Time‐Varying Expected Stock Returns 0 0 0 0 0 0 15 183
Which Factors? 0 0 3 49 1 2 21 198
Total Journal Articles 7 13 56 3,410 33 97 848 13,615

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Statistics updated 2026-10-11