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 22 1 5 10 100
A Comparison of New Factor Models 0 0 4 22 2 11 26 55
A Model of Momentum 0 0 0 33 0 0 9 137
Aggregate Asset Pricing with Labor Market Frictions 0 0 0 16 0 1 2 55
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 51 1 1 8 110
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 86 2 3 7 136
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 1 99 1 2 11 275
Anomalies 0 0 1 93 0 2 6 271
Asset Prices and Business Cycles with Costly External Finance 0 0 1 144 2 3 7 373
Asset Prices and Business Cycles with Costly External Finance 0 0 0 124 0 0 0 414
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 130 1 1 2 566
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 108 1 1 4 432
Costly External Finance: Implications for Capital Markets Anomalies 0 0 0 56 0 0 2 217
Covariances versus Characteristics in General Equilibrium 0 0 0 8 0 2 6 76
Covariances versus Characteristics in General Equilibrium 0 0 0 17 0 2 5 155
Cross-sectional Tobin's Q 0 0 0 38 0 2 5 137
Digesting Anomalies: An Investment Approach 1 8 31 113 3 11 50 285
Digesting Anomalies: An Investment Approach 0 2 4 33 3 7 20 145
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 0 20 0 0 8 107
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 0 12 0 1 6 70
Does the Investment Model Explain Value and Momentum Simultaneously? 0 1 2 41 0 3 11 30
Endogenous Economic Disasters and Asset Prices 0 0 1 59 3 3 11 72
Equilibrium Cross-Section of Returns 0 0 0 222 1 2 7 807
Equilibrium Stock Return Dynamics Under Alternative Rules of Learning About Hidden States 0 0 0 56 1 2 11 479
Equity market volatility and expected risk premium 0 0 1 382 1 2 6 1,683
Expected Returns, Yield Spreads, and Asset Pricing Tests 0 0 1 203 0 0 4 731
Financially Constrained Stock Returns 0 0 3 132 0 0 6 391
Investment-Based Momentum Profits 0 0 0 12 0 2 3 67
Investment-Based Underperformance Following Seasoned Equity Offerings 0 0 0 146 0 0 1 702
Momentum Profits and Macroeconomic Risk 0 0 0 139 0 0 0 482
Motivating Factors 1 2 10 11 8 10 31 38
Neoclassical Factors 0 0 1 88 0 1 5 356
Optimal Market Timing 0 0 0 102 0 0 1 402
Q5 0 0 1 1 3 4 11 11
Regularities 0 1 2 41 1 3 6 154
Replicating Anomalies 2 5 9 37 3 11 30 85
Replicating Anomalies 3 7 21 22 4 16 49 51
Solving the DMP Model Accurately 0 0 3 85 1 5 17 209
Testing the q-Theory of Anomalies 0 0 0 64 0 0 1 164
The CAPM Strikes Back? An Investment Model with Disasters 0 0 1 27 0 1 6 74
The CAPM Strikes Back? An Investment Model with Disasters 0 0 1 15 0 4 10 34
The Economics of Value Investing 0 0 2 4 0 1 12 15
The Economics of Value Investing 0 0 3 28 0 1 14 43
The Expected Value Premium 0 0 0 139 0 0 1 652
The Investment CAPM 0 1 2 19 1 4 8 57
The Investment CAPM 0 0 5 89 1 4 28 102
The Value Spread as a Predictor of Returns 0 0 0 151 0 0 9 576
The Value Spread: A Puzzle 0 0 0 15 0 0 3 74
The stock market and aggregate employment 0 0 0 55 0 0 3 178
Understanding the Accrual Anomaly 0 0 0 156 0 1 12 831
Unemployment Crises 0 0 1 28 0 1 9 17
Unemployment Crises 0 0 1 18 1 2 8 50
Unemployment Crises 0 0 0 103 0 1 3 80
Value versus Growth: Time-Varying Expected Stock Returns 0 0 0 38 0 0 2 143
Which Factors? 0 5 16 107 1 7 31 304
q 5 1 2 9 9 3 7 24 24
Total Working Papers 8 34 138 4,069 50 153 588 14,284
1 registered items for which data could not be found

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 16 0 0 9 92
A neoclassical interpretation of momentum 0 0 1 13 0 1 8 89
Anomalies 0 0 0 49 1 2 4 277
Asset Prices and Business Cycles with Costly External Finance 0 0 3 339 2 3 18 971
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 113 0 1 2 398
Do Anomalies Exist Ex Ante? 0 0 0 3 3 4 4 22
Do time-varying risk premiums explain labor market performance? 0 0 0 30 1 3 6 125
Does q-theory with investment frictions explain anomalies in the cross section of returns? 0 1 1 48 0 2 7 206
EFM Special Issue “Corporate Policies and Asset Prices” 0 0 0 0 0 0 5 5
Editor's Choice Digesting Anomalies: An Investment Approach 1 6 16 75 10 28 74 258
Endogenous Disasters 1 4 20 20 5 42 178 178
Equilibrium Cross Section of Returns 0 0 2 302 2 5 22 946
Equilibrium stock return dynamics under alternative rules of learning about hidden states 0 0 0 44 0 0 6 196
Erratum: "Equilibrium Cross Section of Returns" 0 0 0 7 0 1 9 140
Expected returns, yield spreads, and asset pricing tests 0 0 1 29 0 0 6 165
Expected returns, yield spreads, and asset pricing tests 0 0 3 86 2 4 14 317
Financially Constrained Stock Returns 1 1 2 98 4 7 15 399
Investment-Based Expected Stock Returns 1 1 6 124 1 3 15 527
Is the value spread a useful predictor of returns? 0 0 0 38 2 2 5 172
Is value riskier than growth? 0 4 55 335 2 17 139 910
Momentum Profits, Factor Pricing, and Macroeconomic Risk 0 1 2 52 0 1 5 178
Solving the Diamond–Mortensen–Pissarides model accurately 0 1 3 6 0 3 9 17
The CAPM strikes back? An equilibrium model with disasters 1 3 7 7 6 10 30 30
The Investment CAPM 0 1 8 8 1 3 12 12
The New Issues Puzzle: Testing the Investment-Based Explanation 2 7 13 83 7 20 52 285
The Value Premium 0 4 10 473 2 12 32 1,123
The expected value premium 0 0 2 199 5 6 22 760
The investment manifesto 0 0 4 24 0 3 19 127
The q‐Theory Approach to Understanding the Accrual Anomaly 0 1 2 54 0 3 10 218
Value versus Growth: Time‐Varying Expected Stock Returns 0 0 0 0 1 2 5 129
Which Factors? 0 0 0 0 1 9 10 10
Total Journal Articles 7 35 161 2,675 58 197 752 9,282

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Statistics updated 2019-07-03