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 0 1 130
A Comparison of New Factor Models 1 1 1 56 3 8 19 221
A Model of Momentum 0 0 1 38 0 0 2 175
Aggregate Asset Pricing with Labor Market Frictions 0 0 0 21 0 0 1 74
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 53 0 1 3 131
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 98 0 4 5 203
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 105 3 3 3 314
Anomalies 0 0 0 97 4 4 7 324
Asset Prices and Business Cycles with Costly External Finance 0 0 0 126 4 9 63 507
Asset Prices and Business Cycles with Costly External Finance 0 0 0 148 2 2 5 420
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 109 1 1 3 459
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 130 2 4 6 616
Asymmetric Investment Rates 0 0 1 12 1 4 6 37
Costly External Finance: Implications for Capital Markets Anomalies 0 0 0 57 1 1 1 226
Covariances versus Characteristics in General Equilibrium 0 0 0 17 2 3 4 169
Covariances versus Characteristics in General Equilibrium 0 0 0 8 0 1 2 92
Cross-sectional Tobin's Q 0 0 1 45 2 2 6 177
Digesting Anomalies: An Investment Approach 2 4 9 174 3 10 32 590
Digesting Anomalies: An Investment Approach 0 0 2 56 1 1 9 251
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 0 21 0 3 3 131
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 0 14 2 3 3 89
Does the Investment Model Explain Value and Momentum Simultaneously? 0 0 0 42 1 1 1 54
Endogenous Economic Disasters and Asset Prices 0 0 0 66 2 5 8 101
Equilibrium Cross-Section of Returns 0 0 0 227 1 3 3 848
Equilibrium Stock Return Dynamics Under Alternative Rules of Learning About Hidden States 0 0 0 56 0 1 1 495
Equity market volatility and expected risk premium 0 0 0 384 1 5 5 1,713
Expected Returns, Yield Spreads, and Asset Pricing Tests 0 0 0 207 2 2 3 817
Financially Constrained Stock Returns 0 0 1 137 2 3 6 426
Firm-level Irreversibility 0 0 0 12 3 4 7 40
Investment-Based Momentum Profits 0 0 0 13 0 0 0 75
Investment-Based Underperformance Following Seasoned Equity Offerings 0 0 0 146 1 4 7 799
Momentum Profits and Macroeconomic Risk 0 0 0 140 1 1 3 496
Motivating Factors 0 0 2 66 1 2 20 245
Neoclassical Factors 0 0 1 93 1 2 5 385
Optimal Market Timing 0 0 0 104 1 1 1 420
Q-factors and Investment CAPM 0 1 1 36 3 5 6 115
Q5 0 0 0 25 0 0 0 77
Regularities 0 0 0 41 3 4 5 163
Replicating Anomalies 0 0 0 91 7 13 26 357
Replicating Anomalies 1 1 3 72 7 9 18 240
Searching for the Equity Premium 0 1 1 17 2 3 3 57
Security Analysis: An Investment Perspective 0 0 0 12 0 0 2 55
Solving the DMP Model Accurately 0 0 0 97 0 4 9 291
Testing the q-Theory of Anomalies 0 0 0 64 3 3 4 179
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 15 2 2 2 48
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 32 0 0 2 105
The Economics of Value Investing 0 0 0 15 0 1 2 54
The Economics of Value Investing 0 0 1 36 0 3 5 109
The Expected Value Premium 0 0 0 146 4 6 8 762
The Investment CAPM 0 0 0 106 0 1 4 182
The Investment CAPM 0 1 1 21 4 6 8 109
The Value Spread as a Predictor of Returns 0 0 0 153 1 3 5 596
The Value Spread: A Puzzle 0 0 0 15 0 0 1 77
The stock market and aggregate employment 0 0 0 58 2 3 5 204
Understanding the Accrual Anomaly 0 0 0 157 1 1 2 848
Unemployment Crises 0 0 0 19 2 2 2 73
Unemployment Crises 0 0 0 29 0 4 4 39
Unemployment Crises 0 0 0 104 1 2 6 116
Value versus Growth: Time-Varying Expected Stock Returns 0 0 0 42 0 0 2 175
Which Factors? 0 0 1 124 1 2 5 407
q⁵ 0 0 0 26 2 4 12 214
Total Working Papers 4 9 27 4,655 93 179 402 17,902

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 3 3 7 246
A neoclassical interpretation of momentum 0 0 0 18 2 4 6 142
Anomalies 0 0 2 61 1 1 9 398
Asset Prices and Business Cycles with Costly External Finance 0 0 0 347 0 2 4 1,036
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 122 1 1 4 468
Do Anomalies Exist Ex Ante? 0 0 0 11 0 1 2 51
Do time-varying risk premiums explain labor market performance? 0 0 0 37 0 0 1 147
Does q-theory with investment frictions explain anomalies in the cross section of returns? 0 0 1 55 0 2 11 261
EFM Special Issue “Corporate Policies and Asset Prices” 0 0 0 0 0 0 1 13
Editor's Choice Digesting Anomalies: An Investment Approach 2 8 16 140 7 22 67 571
Endogenous Disasters 0 0 2 52 2 2 11 386
Equilibrium Cross Section of Returns 0 0 0 316 0 2 10 1,116
Equilibrium stock return dynamics under alternative rules of learning about hidden states 0 0 0 47 2 3 3 226
Erratum: "Equilibrium Cross Section of Returns" 0 0 0 7 0 0 2 158
Expected returns, yield spreads, and asset pricing tests 0 0 1 105 0 0 6 476
Expected returns, yield spreads, and asset pricing tests 0 0 0 30 0 0 0 268
Financially Constrained Stock Returns 0 0 0 105 6 6 9 480
Investment-Based Expected Stock Returns 0 2 3 149 2 10 18 645
Is the value spread a useful predictor of returns? 0 0 0 45 1 3 3 203
Is value riskier than growth? 1 1 11 485 6 7 30 1,359
Momentum Profits, Factor Pricing, and Macroeconomic Risk 0 0 1 68 3 6 11 250
Solving the Diamond–Mortensen–Pissarides model accurately 0 1 1 25 0 8 13 118
The CAPM strikes back? An equilibrium model with disasters 0 0 0 26 3 3 5 195
The Investment CAPM 0 0 1 21 3 4 8 113
The New Issues Puzzle: Testing the Investment-Based Explanation 0 0 2 179 0 0 6 567
The Value Premium 2 2 10 523 8 14 31 1,317
The expected value premium 0 0 1 226 3 3 5 847
The investment manifesto 0 0 2 42 1 2 11 214
The q‐Theory Approach to Understanding the Accrual Anomaly 0 0 0 55 0 1 2 247
Value versus Growth: Time‐Varying Expected Stock Returns 0 0 0 0 3 3 5 171
Which Factors? 0 2 7 46 2 4 18 179
Total Journal Articles 5 16 61 3,365 59 117 319 12,868

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Statistics updated 2025-12-06