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 2 130
A Comparison of New Factor Models 0 0 0 55 1 7 15 212
A Model of Momentum 0 0 1 38 0 0 6 175
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 0 1 129
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 105 0 0 0 311
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 98 0 0 1 198
Anomalies 0 0 0 97 0 0 4 320
Asset Prices and Business Cycles with Costly External Finance 0 0 0 148 0 0 10 417
Asset Prices and Business Cycles with Costly External Finance 0 0 0 126 3 7 31 475
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 109 0 0 1 457
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 130 0 0 2 611
Asymmetric Investment Rates 0 1 1 12 0 1 3 32
Costly External Finance: Implications for Capital Markets Anomalies 0 0 0 57 0 0 0 225
Covariances versus Characteristics in General Equilibrium 0 0 0 8 0 0 0 90
Covariances versus Characteristics in General Equilibrium 0 0 0 17 0 0 0 165
Cross-sectional Tobin's Q 0 0 2 45 1 1 5 174
Digesting Anomalies: An Investment Approach 0 1 2 56 0 3 12 249
Digesting Anomalies: An Investment Approach 0 4 5 170 0 10 26 578
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 0 21 0 0 0 128
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 0 14 0 0 0 86
Does the Investment Model Explain Value and Momentum Simultaneously? 0 0 0 42 0 0 1 53
Endogenous Economic Disasters and Asset Prices 0 0 0 66 0 0 1 94
Equilibrium Cross-Section of Returns 0 0 0 227 0 0 0 845
Equilibrium Stock Return Dynamics Under Alternative Rules of Learning About Hidden States 0 0 0 56 0 0 0 494
Equity market volatility and expected risk premium 0 0 0 384 0 0 1 1,708
Expected Returns, Yield Spreads, and Asset Pricing Tests 0 0 0 207 0 0 1 815
Financially Constrained Stock Returns 0 1 1 137 0 2 3 423
Firm-level Irreversibility 0 0 0 12 1 1 2 34
Investment-Based Momentum Profits 0 0 0 13 0 0 0 75
Investment-Based Underperformance Following Seasoned Equity Offerings 0 0 0 146 0 1 2 794
Momentum Profits and Macroeconomic Risk 0 0 0 140 1 1 2 494
Motivating Factors 1 2 3 66 2 6 21 241
Neoclassical Factors 0 1 1 93 0 2 2 382
Optimal Market Timing 0 0 0 104 0 0 1 419
Q-factors and Investment CAPM 0 0 0 35 0 1 7 110
Q5 0 0 0 25 0 0 0 77
Regularities 0 0 0 41 1 1 1 159
Replicating Anomalies 0 0 0 91 2 4 11 339
Replicating Anomalies 0 1 1 70 0 2 9 229
Searching for the Equity Premium 0 0 0 16 0 0 0 54
Security Analysis: An Investment Perspective 0 0 0 12 0 0 1 54
Solving the DMP Model Accurately 0 0 3 97 1 4 11 286
Testing the q-Theory of Anomalies 0 0 0 64 0 0 1 176
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 15 0 0 1 46
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 32 0 1 3 105
The Economics of Value Investing 0 0 0 15 1 1 2 53
The Economics of Value Investing 0 1 1 36 0 1 3 106
The Expected Value Premium 0 0 0 146 0 1 1 755
The Investment CAPM 0 0 0 20 0 0 2 101
The Investment CAPM 0 0 2 106 0 0 7 181
The Value Spread as a Predictor of Returns 0 0 1 153 0 0 1 591
The Value Spread: A Puzzle 0 0 0 15 0 0 1 77
The stock market and aggregate employment 0 0 0 58 0 2 2 201
Understanding the Accrual Anomaly 0 0 0 157 0 0 0 846
Unemployment Crises 0 0 0 104 0 1 2 112
Unemployment Crises 0 0 0 19 0 0 0 71
Unemployment Crises 0 0 0 29 0 0 0 35
Value versus Growth: Time-Varying Expected Stock Returns 0 0 0 42 0 0 4 175
Which Factors? 0 0 1 124 0 1 5 405
q⁵ 0 0 1 26 0 4 20 208
Total Working Papers 1 12 26 4,645 14 66 252 17,659

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 22 0 0 4 242
A neoclassical interpretation of momentum 0 0 0 18 1 1 4 138
Anomalies 0 0 2 60 0 2 18 396
Asset Prices and Business Cycles with Costly External Finance 0 0 0 347 0 1 3 1,034
Asset Pricing Implications of Firms' Financing Constraints 0 0 1 122 0 1 6 467
Do Anomalies Exist Ex Ante? 0 0 1 11 0 1 2 50
Do time-varying risk premiums explain labor market performance? 0 0 1 37 0 0 3 147
Does q-theory with investment frictions explain anomalies in the cross section of returns? 0 0 1 55 0 3 8 256
EFM Special Issue “Corporate Policies and Asset Prices” 0 0 0 0 0 0 0 12
Editor's Choice Digesting Anomalies: An Investment Approach 3 4 12 130 5 16 63 540
Endogenous Disasters 1 1 3 52 3 3 9 383
Equilibrium Cross Section of Returns 0 0 3 316 0 2 10 1,111
Equilibrium stock return dynamics under alternative rules of learning about hidden states 0 0 0 47 0 0 0 223
Erratum: "Equilibrium Cross Section of Returns" 0 0 0 7 0 0 1 157
Expected returns, yield spreads, and asset pricing tests 0 0 0 30 0 0 1 268
Expected returns, yield spreads, and asset pricing tests 1 1 1 105 1 3 5 474
Financially Constrained Stock Returns 0 0 1 105 0 0 3 473
Investment-Based Expected Stock Returns 0 0 0 146 1 2 10 631
Is the value spread a useful predictor of returns? 0 0 0 45 0 0 1 200
Is value riskier than growth? 1 3 13 484 4 7 36 1,351
Momentum Profits, Factor Pricing, and Macroeconomic Risk 0 0 2 68 0 0 6 243
Solving the Diamond–Mortensen–Pissarides model accurately 0 0 1 24 0 0 9 108
The CAPM strikes back? An equilibrium model with disasters 0 0 1 26 0 1 3 191
The Investment CAPM 0 0 2 21 0 0 9 108
The New Issues Puzzle: Testing the Investment-Based Explanation 0 1 3 179 0 3 6 566
The Value Premium 1 4 16 519 4 9 32 1,298
The expected value premium 0 0 1 226 1 1 2 844
The investment manifesto 0 0 3 41 0 2 10 210
The q‐Theory Approach to Understanding the Accrual Anomaly 0 0 0 55 0 0 3 246
Value versus Growth: Time‐Varying Expected Stock Returns 0 0 0 0 0 0 3 168
Which Factors? 0 0 3 41 1 2 14 170
Total Journal Articles 7 14 72 3,339 21 60 284 12,705

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Statistics updated 2025-07-04