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 0 0 8 114
A Comparison of New Factor Models 0 2 14 38 2 7 43 114
A Model of Momentum 0 0 0 34 0 3 6 147
Aggregate Asset Pricing with Labor Market Frictions 0 0 3 19 1 2 5 63
An Equilibrium Asset Pricing Model with Labor Market Search 3 3 5 92 3 5 15 163
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 2 53 1 3 10 124
An Equilibrium Asset Pricing Model with Labor Market Search 1 1 4 103 1 4 17 297
Anomalies 0 0 1 94 0 2 12 286
Asset Prices and Business Cycles with Costly External Finance 0 0 1 146 0 0 5 385
Asset Prices and Business Cycles with Costly External Finance 0 0 1 125 1 1 11 431
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 130 1 4 13 581
Asset Pricing Implications of Firms' Financing Constraints 0 0 1 109 0 1 9 444
Costly External Finance: Implications for Capital Markets Anomalies 0 0 1 57 0 0 2 220
Covariances versus Characteristics in General Equilibrium 0 0 0 17 1 2 6 163
Covariances versus Characteristics in General Equilibrium 0 0 0 8 1 1 4 84
Cross-sectional Tobin's Q 0 0 2 41 1 1 9 149
Digesting Anomalies: An Investment Approach 0 1 8 45 1 8 30 184
Digesting Anomalies: An Investment Approach 0 0 12 137 4 7 46 350
Does Costly Reversibility Matter for U.S. Public Firms? 0 0 1 11 0 1 13 20
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 1 1 1 21 3 4 13 123
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 0 12 0 1 5 82
Does the Investment Model Explain Value and Momentum Simultaneously? 0 0 0 42 0 2 9 43
Endogenous Economic Disasters and Asset Prices 0 1 5 64 1 3 9 82
Equilibrium Cross-Section of Returns 0 0 1 223 1 2 9 823
Equilibrium Stock Return Dynamics Under Alternative Rules of Learning About Hidden States 0 0 0 56 0 2 6 486
Equity market volatility and expected risk premium 0 0 1 384 0 0 16 1,703
Expected Returns, Yield Spreads, and Asset Pricing Tests 0 0 0 203 2 7 15 750
Financially Constrained Stock Returns 0 0 2 135 0 0 11 409
Investment-Based Momentum Profits 0 0 1 13 0 1 6 73
Investment-Based Underperformance Following Seasoned Equity Offerings 0 0 0 146 1 8 16 722
Momentum Profits and Macroeconomic Risk 0 0 0 139 0 0 2 485
Motivating Factors 0 0 9 25 2 3 28 79
Neoclassical Factors 0 0 1 89 1 1 10 374
Optimal Market Timing 0 0 0 103 0 0 5 410
Q-factors and Investment CAPM 0 0 25 25 1 3 51 51
Q5 3 4 10 16 5 9 23 45
Regularities 0 0 0 41 1 1 1 155
Replicating Anomalies 2 3 23 78 8 18 86 209
Replicating Anomalies 0 3 20 49 4 11 58 132
Searching for the Equity Premium 0 0 0 0 3 3 3 3
Security Analysis: An Investment Perspective 0 0 2 8 1 2 14 29
Solving the DMP Model Accurately 0 0 3 90 4 5 15 240
Testing the q-Theory of Anomalies 0 0 0 64 1 1 2 168
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 27 0 0 9 88
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 15 0 0 2 39
The Economics of Value Investing 0 0 2 30 2 4 18 66
The Economics of Value Investing 0 0 4 11 2 4 12 32
The Expected Value Premium 0 0 1 140 0 2 16 673
The Investment CAPM 0 1 2 93 0 2 13 124
The Investment CAPM 0 0 0 19 0 1 12 74
The Value Spread as a Predictor of Returns 0 0 0 152 1 3 6 585
The Value Spread: A Puzzle 0 0 0 15 0 0 1 75
The stock market and aggregate employment 0 0 1 57 0 0 7 186
Understanding the Accrual Anomaly 0 0 1 157 0 0 6 838
Unemployment Crises 0 0 0 103 0 2 12 97
Unemployment Crises 0 0 0 19 0 2 6 67
Unemployment Crises 0 0 0 28 0 1 7 28
Value versus Growth: Time-Varying Expected Stock Returns 0 0 0 39 0 3 10 158
Which Factors? 0 3 11 123 1 6 42 362
q⁵ 0 0 3 16 8 14 43 76
Total Working Papers 10 23 185 4,351 71 183 899 15,563

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 1 18 1 7 19 114
A neoclassical interpretation of momentum 0 0 0 13 1 3 7 99
Anomalies 0 0 0 51 3 11 27 313
Asset Prices and Business Cycles with Costly External Finance 1 1 4 344 2 4 21 1,004
Asset Pricing Implications of Firms' Financing Constraints 1 1 3 117 6 9 27 428
Do Anomalies Exist Ex Ante? 0 0 2 5 0 0 10 32
Do time-varying risk premiums explain labor market performance? 0 0 2 34 0 1 10 137
Does q-theory with investment frictions explain anomalies in the cross section of returns? 0 0 0 49 1 1 7 218
EFM Special Issue “Corporate Policies and Asset Prices” 0 0 0 0 0 0 4 9
Editor's Choice Digesting Anomalies: An Investment Approach 0 0 10 87 1 6 48 330
Endogenous Disasters 2 3 12 36 9 18 83 278
Equilibrium Cross Section of Returns 0 0 0 305 2 8 26 989
Equilibrium stock return dynamics under alternative rules of learning about hidden states 0 0 1 46 1 1 7 207
Erratum: "Equilibrium Cross Section of Returns" 0 0 0 7 0 2 9 150
Expected returns, yield spreads, and asset pricing tests 3 5 9 97 7 12 42 371
Expected returns, yield spreads, and asset pricing tests 0 0 1 30 1 3 15 187
Financially Constrained Stock Returns 0 1 2 101 1 2 16 425
Investment-Based Expected Stock Returns 0 1 5 134 1 5 25 561
Is the value spread a useful predictor of returns? 0 1 1 40 2 5 8 183
Is value riskier than growth? 0 5 25 367 7 17 71 1,018
Momentum Profits, Factor Pricing, and Macroeconomic Risk 0 0 1 53 0 4 12 198
Solving the Diamond–Mortensen–Pissarides model accurately 0 0 4 13 1 2 19 43
The CAPM strikes back? An equilibrium model with disasters 1 2 6 16 3 6 30 73
The Investment CAPM 0 0 3 12 0 4 28 50
The New Issues Puzzle: Testing the Investment-Based Explanation 2 8 33 122 5 19 86 388
The Value Premium 0 1 8 486 2 5 44 1,177
The expected value premium 0 2 8 209 2 5 20 793
The investment manifesto 0 0 1 26 1 3 19 151
The q‐Theory Approach to Understanding the Accrual Anomaly 0 0 1 55 0 0 11 232
Value versus Growth: Time‐Varying Expected Stock Returns 0 0 0 0 3 4 17 151
Which Factors? 2 5 6 12 3 13 37 60
Total Journal Articles 12 36 149 2,885 66 180 805 10,369

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Statistics updated 2020-11-03