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 2 9 139
A Comparison of New Factor Models 0 0 2 57 2 4 27 240
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 0 105 1 1 10 321
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 53 0 1 11 141
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 1 99 2 3 18 217
Anomalies 0 0 0 97 1 2 22 342
Asset Prices and Business Cycles with Costly External Finance 0 0 0 148 0 0 27 445
Asset Prices and Business Cycles with Costly External Finance 0 0 0 126 5 7 30 528
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 130 2 2 12 624
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 109 5 5 20 478
Asymmetric Investment Rates 0 0 0 12 1 2 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 17 0 1 12 178
Covariances versus Characteristics in General Equilibrium 0 0 0 8 0 1 7 98
Cross-sectional Tobin's Q 0 0 0 45 0 1 26 201
Digesting Anomalies: An Investment Approach 0 0 5 175 1 4 40 620
Digesting Anomalies: An Investment Approach 0 1 3 59 1 4 19 269
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 0 21 0 1 14 142
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 1 15 1 1 15 101
Does the Investment Model Explain Value and Momentum Simultaneously? 0 0 1 43 1 2 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 0 0 17 862
Equilibrium Stock Return Dynamics Under Alternative Rules of Learning About Hidden States 0 0 0 56 1 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 1 3 15 830
Financially Constrained Stock Returns 0 0 0 137 1 5 17 440
Firm-level Irreversibility 0 0 0 12 1 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 3 6 6
Momentum Profits and Macroeconomic Risk 0 0 0 140 3 4 13 508
Motivating Factors 0 0 0 66 0 3 9 252
Neoclassical Factors 0 0 0 93 1 1 17 400
Optimal Market Timing 0 0 0 104 0 1 16 435
Q-factors and Investment CAPM 0 0 2 37 4 5 36 146
Q5 0 0 0 25 1 1 5 82
Regularities 0 0 0 41 1 1 10 169
Replicating Anomalies 1 2 3 94 12 30 83 427
Replicating Anomalies 0 1 3 74 2 12 37 268
Searching for the Equity Premium 0 0 1 17 0 0 18 72
Security Analysis: An Investment Perspective 0 0 0 12 0 1 12 67
Solving the DMP Model Accurately 0 0 0 97 0 1 16 303
Testing the q-Theory of Anomalies 0 0 0 64 1 1 15 191
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 15 0 0 16 62
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 32 0 0 11 116
The Economics of Value Investing 0 0 1 16 3 3 10 63
The Economics of Value Investing 0 0 0 36 1 3 13 119
The Expected Value Premium 0 0 0 146 2 2 21 777
The Investment CAPM 1 1 2 22 2 3 103 206
The Investment CAPM 0 0 0 106 0 3 34 215
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 1 2 16 217
Understanding the Accrual Anomaly 0 0 0 157 1 1 15 862
Unemployment Crises 0 0 0 29 2 2 9 44
Unemployment Crises 0 0 0 104 1 3 10 124
Unemployment Crises 0 0 0 19 0 1 14 85
Value versus Growth: Time-Varying Expected Stock Returns 0 0 0 42 1 1 13 188
Which Factors? 0 0 0 124 1 2 17 422
q⁵ 0 1 1 27 0 5 43 253
Total Working Papers 2 6 29 4,675 68 151 1,185 18,908

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 1 17 260
A neoclassical interpretation of momentum 0 1 1 19 0 1 57 195
Anomalies 0 1 2 63 3 4 24 421
Asset Prices and Business Cycles with Costly External Finance 0 0 1 348 1 2 16 1,050
Asset Pricing Implications of Firms' Financing Constraints 0 0 1 123 0 0 12 479
Do Anomalies Exist Ex Ante? 0 1 1 12 2 3 8 58
Do time-varying risk premiums explain labor market performance? 0 0 0 37 2 2 10 157
Does q-theory with investment frictions explain anomalies in the cross section of returns? 0 0 0 55 0 1 19 278
EFM Special Issue “Corporate Policies and Asset Prices” 0 0 0 0 0 0 1 14
Editor's Choice Digesting Anomalies: An Investment Approach 1 1 19 151 3 19 95 644
Endogenous Disasters 0 0 0 52 1 1 14 398
Equilibrium Cross Section of Returns 0 0 1 317 0 2 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 0 2 8 166
Expected returns, yield spreads, and asset pricing tests 0 0 0 105 0 0 25 501
Expected returns, yield spreads, and asset pricing tests 0 0 0 30 0 3 18 286
Financially Constrained Stock Returns 0 0 0 105 0 2 23 497
Investment-Based Expected Stock Returns 0 1 4 151 2 7 32 667
Is the value spread a useful predictor of returns? 0 0 0 45 0 1 15 215
Is value riskier than growth? 1 2 8 492 1 3 25 1,377
Momentum Profits, Factor Pricing, and Macroeconomic Risk 0 0 0 68 0 1 15 259
Solving the Diamond–Mortensen–Pissarides model accurately 0 0 1 25 0 0 26 136
The CAPM strikes back? An equilibrium model with disasters 0 0 0 26 4 5 22 214
The Investment CAPM 0 0 1 22 2 8 25 134
The New Issues Puzzle: Testing the Investment-Based Explanation 0 0 3 182 1 4 24 591
The Value Premium 1 2 6 527 6 26 111 1,414
The expected value premium 0 0 0 226 1 1 16 860
The investment manifesto 0 0 0 42 0 2 9 221
The q‐Theory Approach to Understanding the Accrual Anomaly 0 0 0 55 1 2 90 336
Value versus Growth: Time‐Varying Expected Stock Returns 0 0 0 0 0 1 15 183
Which Factors? 0 0 5 49 0 1 22 197
Total Journal Articles 3 9 54 3,403 31 105 831 13,582

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Statistics updated 2026-09-10