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 1 2 9 139
A Comparison of New Factor Models 0 0 2 57 1 2 25 238
A Model of Momentum 0 0 0 38 0 1 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 1 11 141
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 1 99 1 1 16 215
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 105 0 0 9 320
Anomalies 0 0 0 97 0 1 21 341
Asset Prices and Business Cycles with Costly External Finance 0 0 0 126 2 7 40 523
Asset Prices and Business Cycles with Costly External Finance 0 0 0 148 0 0 27 445
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 130 0 0 10 622
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 109 0 0 15 473
Asymmetric Investment Rates 0 0 0 12 0 4 15 48
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 1 7 98
Covariances versus Characteristics in General Equilibrium 0 0 0 17 1 1 13 178
Cross-sectional Tobin's Q 0 0 0 45 0 2 27 201
Digesting Anomalies: An Investment Approach 0 1 3 59 0 4 18 268
Digesting Anomalies: An Investment Approach 0 0 5 175 1 6 40 619
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 1 15 0 0 14 100
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 0 21 0 2 14 142
Does the Investment Model Explain Value and Momentum Simultaneously? 0 0 1 43 0 1 13 66
Endogenous Economic Disasters and Asset Prices 0 0 0 66 0 1 19 113
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 0 0 19 513
Equity market volatility and expected risk premium 0 0 1 385 1 1 10 1,718
Expected Returns, Yield Spreads, and Asset Pricing Tests 0 0 0 207 1 3 14 829
Financially Constrained Stock Returns 0 0 0 137 2 5 16 439
Firm-level Irreversibility 0 0 0 12 0 0 15 51
Investment-Based Momentum Profits 0 0 0 13 0 1 4 79
Investment-Based Underperformance Following Seasoned Equity Offerings 0 0 0 146 0 0 14 808
Investment-based Costs of Equity 0 0 2 2 0 2 5 5
Momentum Profits and Macroeconomic Risk 0 0 0 140 0 1 11 505
Motivating Factors 0 0 0 66 2 3 11 252
Neoclassical Factors 0 0 0 93 0 1 17 399
Optimal Market Timing 0 0 0 104 1 1 16 435
Q-factors and Investment CAPM 0 0 2 37 1 3 32 142
Q5 0 0 0 25 0 0 4 81
Regularities 0 0 0 41 0 0 9 168
Replicating Anomalies 0 1 2 93 4 26 73 415
Replicating Anomalies 0 2 4 74 4 14 36 266
Searching for the Equity Premium 0 0 1 17 0 1 18 72
Security Analysis: An Investment Perspective 0 0 0 12 1 1 13 67
Solving the DMP Model Accurately 0 0 0 97 0 1 17 303
Testing the q-Theory of Anomalies 0 0 0 64 0 0 14 190
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 0 1 7 60
The Economics of Value Investing 0 0 0 36 0 2 12 118
The Expected Value Premium 0 0 0 146 0 1 20 775
The Investment CAPM 0 0 1 21 0 1 102 204
The Investment CAPM 0 0 0 106 1 4 34 215
The Value Spread as a Predictor of Returns 0 0 0 153 1 2 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 15 216
Understanding the Accrual Anomaly 0 0 0 157 0 2 15 861
Unemployment Crises 0 0 0 104 0 2 9 123
Unemployment Crises 0 0 0 19 1 1 14 85
Unemployment Crises 0 0 0 29 0 0 7 42
Value versus Growth: Time-Varying Expected Stock Returns 0 0 0 42 0 0 12 187
Which Factors? 0 0 0 124 1 2 16 421
q⁵ 0 1 1 27 2 7 45 253
Total Working Papers 0 5 28 4,673 30 127 1,152 18,840

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 17 259
A neoclassical interpretation of momentum 1 1 1 19 1 1 57 195
Anomalies 1 1 3 63 1 1 22 418
Asset Prices and Business Cycles with Costly External Finance 0 1 1 348 0 2 15 1,049
Asset Pricing Implications of Firms' Financing Constraints 0 0 1 123 0 1 12 479
Do Anomalies Exist Ex Ante? 0 1 1 12 0 2 6 56
Do time-varying risk premiums explain labor market performance? 0 0 0 37 0 2 8 155
Does q-theory with investment frictions explain anomalies in the cross section of returns? 0 0 0 55 1 3 20 278
EFM Special Issue “Corporate Policies and Asset Prices” 0 0 0 0 0 0 2 14
Editor's Choice Digesting Anomalies: An Investment Approach 0 3 18 150 10 24 97 641
Endogenous Disasters 0 0 0 52 0 1 13 397
Equilibrium Cross Section of Returns 0 1 1 317 1 6 22 1,136
Equilibrium stock return dynamics under alternative rules of learning about hidden states 0 0 0 47 0 1 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 30 2 3 18 286
Expected returns, yield spreads, and asset pricing tests 0 0 0 105 0 1 27 501
Financially Constrained Stock Returns 0 0 0 105 1 4 23 497
Investment-Based Expected Stock Returns 1 1 5 151 3 5 32 665
Is the value spread a useful predictor of returns? 0 0 0 45 1 1 15 215
Is value riskier than growth? 0 3 7 491 0 5 25 1,376
Momentum Profits, Factor Pricing, and Macroeconomic Risk 0 0 0 68 1 1 16 259
Solving the Diamond–Mortensen–Pissarides model accurately 0 0 1 25 0 2 27 136
The CAPM strikes back? An equilibrium model with disasters 0 0 0 26 1 2 19 210
The Investment CAPM 0 0 1 22 3 7 23 132
The New Issues Puzzle: Testing the Investment-Based Explanation 0 0 3 182 0 4 23 590
The Value Premium 0 1 7 526 5 31 109 1,408
The expected value premium 0 0 0 226 0 1 15 859
The investment manifesto 0 0 0 42 0 4 10 221
The q‐Theory Approach to Understanding the Accrual Anomaly 0 0 0 55 1 2 89 335
Value versus Growth: Time‐Varying Expected Stock Returns 0 0 0 0 0 2 15 183
Which Factors? 0 1 5 49 1 3 23 197
Total Journal Articles 3 14 55 3,400 33 125 823 13,551

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Statistics updated 2026-08-07