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 1 129
A Comparison of New Factor Models 0 0 1 55 1 3 13 205
A Model of Momentum 1 1 2 38 1 1 6 174
Aggregate Asset Pricing with Labor Market Frictions 0 0 0 21 0 1 1 74
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 105 0 0 1 311
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 98 0 0 1 198
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 53 1 1 1 129
Anomalies 0 0 0 97 0 1 4 318
Asset Prices and Business Cycles with Costly External Finance 0 0 0 126 1 21 22 465
Asset Prices and Business Cycles with Costly External Finance 0 0 0 148 1 2 13 417
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 130 0 1 4 611
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 109 0 1 2 457
Asymmetric Investment Rates 0 0 0 11 0 0 3 31
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 17 0 0 0 165
Covariances versus Characteristics in General Equilibrium 0 0 0 8 0 0 0 90
Cross-sectional Tobin's Q 0 1 3 45 0 2 7 173
Digesting Anomalies: An Investment Approach 1 1 1 55 2 4 10 246
Digesting Anomalies: An Investment Approach 1 1 1 166 5 8 21 566
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 2 53
Endogenous Economic Disasters and Asset Prices 0 0 0 66 0 1 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 0 814
Financially Constrained Stock Returns 0 0 0 136 1 1 1 421
Firm-level Irreversibility 0 0 0 12 0 0 1 33
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 2 793
Momentum Profits and Macroeconomic Risk 0 0 0 140 0 0 2 493
Motivating Factors 0 0 3 64 1 6 22 231
Neoclassical Factors 0 0 0 92 0 0 0 380
Optimal Market Timing 0 0 0 104 0 0 1 419
Q-factors and Investment CAPM 0 0 1 35 0 0 10 109
Q5 0 0 0 25 0 0 0 77
Regularities 0 0 0 41 0 0 0 158
Replicating Anomalies 0 0 1 91 3 3 8 334
Replicating Anomalies 0 0 3 69 1 5 13 227
Searching for the Equity Premium 0 0 0 16 0 0 0 54
Security Analysis: An Investment Perspective 0 0 0 12 0 1 2 54
Solving the DMP Model Accurately 0 0 3 97 0 0 9 282
Testing the q-Theory of Anomalies 0 0 0 64 1 1 1 176
The CAPM Strikes Back? An Investment Model with Disasters 0 0 1 32 0 0 2 103
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 15 0 0 1 46
The Economics of Value Investing 0 0 0 15 0 0 3 52
The Economics of Value Investing 0 0 0 35 0 1 5 105
The Expected Value Premium 0 0 0 146 0 0 1 754
The Investment CAPM 0 0 0 20 0 0 3 101
The Investment CAPM 0 0 3 106 2 3 8 181
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 1 1 1 77
The stock market and aggregate employment 0 0 0 58 0 0 0 199
Understanding the Accrual Anomaly 0 0 0 157 0 0 0 846
Unemployment Crises 0 0 0 29 0 0 0 35
Unemployment Crises 0 0 0 104 0 1 2 111
Unemployment Crises 0 0 0 19 0 0 0 71
Value versus Growth: Time-Varying Expected Stock Returns 0 0 0 42 1 1 3 174
Which Factors? 0 1 1 124 0 2 4 404
q⁵ 0 0 2 26 0 2 21 204
Total Working Papers 3 5 27 4,633 23 76 241 17,576

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 2 3 241
A neoclassical interpretation of momentum 0 0 0 18 1 1 7 137
Anomalies 0 1 2 60 0 5 18 394
Asset Prices and Business Cycles with Costly External Finance 0 0 0 347 1 1 6 1,033
Asset Pricing Implications of Firms' Financing Constraints 0 0 2 122 0 2 8 466
Do Anomalies Exist Ex Ante? 0 0 2 11 0 0 2 49
Do time-varying risk premiums explain labor market performance? 0 0 2 37 0 1 4 147
Does q-theory with investment frictions explain anomalies in the cross section of returns? 0 1 1 55 1 3 5 253
EFM Special Issue “Corporate Policies and Asset Prices” 0 0 0 0 0 0 0 12
Editor's Choice Digesting Anomalies: An Investment Approach 1 2 9 126 11 20 66 524
Endogenous Disasters 0 0 1 50 3 4 9 379
Equilibrium Cross Section of Returns 0 0 3 316 1 3 9 1,109
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 1 1 1 157
Expected returns, yield spreads, and asset pricing tests 0 0 1 104 0 1 4 471
Expected returns, yield spreads, and asset pricing tests 0 0 0 30 0 0 2 268
Financially Constrained Stock Returns 0 0 1 105 1 1 4 472
Investment-Based Expected Stock Returns 0 0 1 146 1 2 13 629
Is the value spread a useful predictor of returns? 0 0 0 45 0 0 1 200
Is value riskier than growth? 1 7 13 481 1 15 38 1,344
Momentum Profits, Factor Pricing, and Macroeconomic Risk 0 1 3 68 0 3 7 242
Solving the Diamond–Mortensen–Pissarides model accurately 0 0 1 24 2 2 10 107
The CAPM strikes back? An equilibrium model with disasters 0 0 2 26 0 0 4 190
The Investment CAPM 0 1 2 21 1 3 10 108
The New Issues Puzzle: Testing the Investment-Based Explanation 0 1 5 178 0 2 13 563
The Value Premium 1 2 15 515 2 3 33 1,289
The expected value premium 0 1 2 226 0 1 3 843
The investment manifesto 1 1 5 41 4 5 14 208
The q‐Theory Approach to Understanding the Accrual Anomaly 0 0 0 55 0 1 3 246
Value versus Growth: Time‐Varying Expected Stock Returns 0 0 0 0 0 1 2 167
Which Factors? 0 1 3 40 0 4 14 165
Total Journal Articles 4 19 77 3,323 31 87 313 12,636

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Statistics updated 2025-03-03