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 1 8 138
A Comparison of New Factor Models 0 0 2 57 1 3 25 237
A Model of Momentum 0 0 0 38 0 7 15 190
Aggregate Asset Pricing with Labor Market Frictions 0 0 0 21 0 3 20 94
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 53 1 3 12 141
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 105 0 1 9 320
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 1 99 0 3 16 214
Anomalies 0 0 0 97 1 1 21 341
Asset Prices and Business Cycles with Costly External Finance 0 0 0 148 0 1 28 445
Asset Prices and Business Cycles with Costly External Finance 0 0 0 126 0 9 46 521
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 109 0 2 16 473
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 130 0 0 11 622
Asymmetric Investment Rates 0 0 0 12 1 6 16 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 17 0 1 12 177
Covariances versus Characteristics in General Equilibrium 0 0 0 8 1 1 8 98
Cross-sectional Tobin's Q 0 0 0 45 1 3 27 201
Digesting Anomalies: An Investment Approach 0 0 5 175 2 6 40 618
Digesting Anomalies: An Investment Approach 1 1 3 59 3 6 19 268
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 1 15 0 3 14 100
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 0 21 1 3 14 142
Does the Investment Model Explain Value and Momentum Simultaneously? 0 1 1 43 1 3 13 66
Endogenous Economic Disasters and Asset Prices 0 0 0 66 0 3 19 113
Equilibrium Cross-Section of Returns 0 0 0 227 0 8 17 862
Equilibrium Stock Return Dynamics Under Alternative Rules of Learning About Hidden States 0 0 0 56 0 4 19 513
Equity market volatility and expected risk premium 0 0 1 385 0 1 9 1,717
Expected Returns, Yield Spreads, and Asset Pricing Tests 0 0 0 207 1 8 13 828
Financially Constrained Stock Returns 0 0 0 137 2 5 14 437
Firm-level Irreversibility 0 0 0 12 0 1 17 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 3 14 808
Investment-based Costs of Equity 0 2 2 2 2 5 5 5
Momentum Profits and Macroeconomic Risk 0 0 0 140 1 2 11 505
Motivating Factors 0 0 0 66 1 2 9 250
Neoclassical Factors 0 0 0 93 0 2 17 399
Optimal Market Timing 0 0 0 104 0 1 15 434
Q-factors and Investment CAPM 0 1 2 37 0 7 31 141
Q5 0 0 0 25 0 1 4 81
Regularities 0 0 0 41 0 2 9 168
Replicating Anomalies 1 2 4 74 6 13 33 262
Replicating Anomalies 1 1 2 93 14 30 72 411
Searching for the Equity Premium 0 0 1 17 0 5 18 72
Security Analysis: An Investment Perspective 0 0 0 12 0 3 12 66
Solving the DMP Model Accurately 0 0 0 97 1 5 17 303
Testing the q-Theory of Anomalies 0 0 0 64 0 2 14 190
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 32 0 3 11 116
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 15 0 2 16 62
The Economics of Value Investing 0 0 0 36 2 4 12 118
The Economics of Value Investing 0 0 1 16 0 2 7 60
The Expected Value Premium 0 0 0 146 0 7 20 775
The Investment CAPM 0 0 1 21 1 2 103 204
The Investment CAPM 0 0 0 106 2 9 33 214
The Value Spread as a Predictor of Returns 0 0 0 153 0 7 24 615
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 15 216
Understanding the Accrual Anomaly 0 0 0 157 0 5 15 861
Unemployment Crises 0 0 0 19 0 2 13 84
Unemployment Crises 0 0 0 104 2 4 11 123
Unemployment Crises 0 0 0 29 0 1 7 42
Value versus Growth: Time-Varying Expected Stock Returns 0 0 0 42 0 5 12 187
Which Factors? 0 0 0 124 0 2 15 420
q⁵ 1 1 1 27 3 13 43 251
Total Working Papers 4 9 28 4,673 53 250 1,151 18,810

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 4 17 259
A neoclassical interpretation of momentum 0 0 0 18 0 0 56 194
Anomalies 0 0 2 62 0 2 21 417
Asset Prices and Business Cycles with Costly External Finance 0 1 1 348 1 3 15 1,049
Asset Pricing Implications of Firms' Financing Constraints 0 1 1 123 0 3 12 479
Do Anomalies Exist Ex Ante? 1 1 1 12 1 4 6 56
Do time-varying risk premiums explain labor market performance? 0 0 0 37 0 3 8 155
Does q-theory with investment frictions explain anomalies in the cross section of returns? 0 0 0 55 0 6 21 277
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 4 20 150 6 21 91 631
Endogenous Disasters 0 0 0 52 0 4 14 397
Equilibrium Cross Section of Returns 0 1 1 317 1 13 24 1,135
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 2 2 9 166
Expected returns, yield spreads, and asset pricing tests 0 0 0 105 0 10 27 501
Expected returns, yield spreads, and asset pricing tests 0 0 0 30 1 5 16 284
Financially Constrained Stock Returns 0 0 0 105 1 7 23 496
Investment-Based Expected Stock Returns 0 0 4 150 2 6 31 662
Is the value spread a useful predictor of returns? 0 0 0 45 0 6 14 214
Is value riskier than growth? 1 3 7 491 2 6 25 1,376
Momentum Profits, Factor Pricing, and Macroeconomic Risk 0 0 0 68 0 3 15 258
Solving the Diamond–Mortensen–Pissarides model accurately 0 0 1 25 0 4 28 136
The CAPM strikes back? An equilibrium model with disasters 0 0 0 26 0 3 18 209
The Investment CAPM 0 0 1 22 3 5 21 129
The New Issues Puzzle: Testing the Investment-Based Explanation 0 0 3 182 3 7 24 590
The Value Premium 1 2 7 526 15 49 105 1,403
The expected value premium 0 0 0 226 0 2 15 859
The investment manifesto 0 0 1 42 2 4 11 221
The q‐Theory Approach to Understanding the Accrual Anomaly 0 0 0 55 0 3 88 334
Value versus Growth: Time‐Varying Expected Stock Returns 0 0 0 0 1 3 15 183
Which Factors? 0 1 8 49 0 5 26 196
Total Journal Articles 3 14 58 3,397 41 194 813 13,518

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Statistics updated 2026-07-10