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 7 7 137
A Comparison of New Factor Models 0 1 2 57 2 9 29 234
A Model of Momentum 0 0 0 38 0 7 8 183
Aggregate Asset Pricing with Labor Market Frictions 0 0 0 21 1 13 17 91
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 1 99 2 4 13 211
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 53 2 7 9 138
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 105 0 3 8 319
Anomalies 0 0 0 97 3 15 20 340
Asset Prices and Business Cycles with Costly External Finance 0 0 0 148 2 18 27 444
Asset Prices and Business Cycles with Costly External Finance 0 0 0 126 2 5 44 512
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 109 2 10 14 471
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 130 2 5 11 622
Asymmetric Investment Rates 0 0 1 12 0 3 11 42
Costly External Finance: Implications for Capital Markets Anomalies 0 0 0 57 0 5 7 232
Covariances versus Characteristics in General Equilibrium 0 0 0 17 1 7 11 176
Covariances versus Characteristics in General Equilibrium 0 0 0 8 0 2 7 97
Cross-sectional Tobin's Q 0 0 0 45 1 7 25 198
Digesting Anomalies: An Investment Approach 0 0 9 175 4 14 44 612
Digesting Anomalies: An Investment Approach 1 2 3 58 2 9 16 262
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 0 21 0 6 11 139
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 1 1 1 15 1 4 11 97
Does the Investment Model Explain Value and Momentum Simultaneously? 0 0 0 42 1 8 10 63
Endogenous Economic Disasters and Asset Prices 0 0 0 66 0 5 16 110
Equilibrium Cross-Section of Returns 0 0 0 227 1 4 9 854
Equilibrium Stock Return Dynamics Under Alternative Rules of Learning About Hidden States 0 0 0 56 1 13 15 509
Equity market volatility and expected risk premium 1 1 1 385 1 3 8 1,716
Expected Returns, Yield Spreads, and Asset Pricing Tests 0 0 0 207 0 3 5 820
Financially Constrained Stock Returns 0 0 1 137 0 6 11 432
Firm-level Irreversibility 0 0 0 12 2 10 17 50
Investment-Based Momentum Profits 0 0 0 13 0 2 3 78
Investment-Based Underperformance Following Seasoned Equity Offerings 0 0 0 146 0 5 12 805
Momentum Profits and Macroeconomic Risk 0 0 0 140 0 3 10 503
Motivating Factors 0 0 2 66 0 2 13 248
Neoclassical Factors 0 0 1 93 2 11 17 397
Optimal Market Timing 0 0 0 104 1 12 14 433
Q-factors and Investment CAPM 0 0 1 36 2 15 25 134
Q5 0 0 0 25 1 2 3 80
Regularities 0 0 0 41 0 2 8 166
Replicating Anomalies 0 1 1 92 6 16 46 381
Replicating Anomalies 0 0 3 72 0 5 22 249
Searching for the Equity Premium 0 0 1 17 1 7 13 67
Security Analysis: An Investment Perspective 0 0 0 12 0 6 9 63
Solving the DMP Model Accurately 0 0 0 97 3 6 16 298
Testing the q-Theory of Anomalies 0 0 0 64 2 6 12 188
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 15 1 10 14 60
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 32 0 4 9 113
The Economics of Value Investing 1 1 1 16 1 3 6 58
The Economics of Value Investing 0 0 1 36 2 5 9 114
The Expected Value Premium 0 0 0 146 2 4 14 768
The Investment CAPM 0 0 0 106 4 19 24 205
The Investment CAPM 0 0 1 21 1 49 101 202
The Value Spread as a Predictor of Returns 0 0 0 153 1 11 17 608
The Value Spread: A Puzzle 0 0 0 15 0 4 4 81
The stock market and aggregate employment 0 0 0 58 2 8 15 214
Understanding the Accrual Anomaly 0 0 0 157 1 8 10 856
Unemployment Crises 0 0 0 19 3 8 11 82
Unemployment Crises 0 0 0 104 1 3 8 119
Unemployment Crises 0 0 0 29 0 1 6 41
Value versus Growth: Time-Varying Expected Stock Returns 0 0 0 42 0 4 7 182
Which Factors? 0 0 0 124 2 7 14 418
q⁵ 0 0 0 26 11 21 34 238
Total Working Papers 4 7 31 4,664 83 481 967 18,560

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 6 13 255
A neoclassical interpretation of momentum 0 0 0 18 3 31 57 194
Anomalies 1 1 2 62 1 11 21 415
Asset Prices and Business Cycles with Costly External Finance 0 0 0 347 2 8 13 1,046
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 122 1 6 10 476
Do Anomalies Exist Ex Ante? 0 0 0 11 0 1 3 52
Do time-varying risk premiums explain labor market performance? 0 0 0 37 2 5 5 152
Does q-theory with investment frictions explain anomalies in the cross section of returns? 0 0 0 55 2 8 18 271
EFM Special Issue “Corporate Policies and Asset Prices” 0 0 0 0 0 1 2 14
Editor's Choice Digesting Anomalies: An Investment Approach 1 5 20 146 13 31 86 610
Endogenous Disasters 0 0 1 52 0 4 13 393
Equilibrium Cross Section of Returns 0 0 0 316 1 3 13 1,122
Equilibrium stock return dynamics under alternative rules of learning about hidden states 0 0 0 47 2 11 14 237
Erratum: "Equilibrium Cross Section of Returns" 0 0 0 7 0 2 7 164
Expected returns, yield spreads, and asset pricing tests 0 0 1 105 0 8 20 491
Expected returns, yield spreads, and asset pricing tests 0 0 0 30 2 8 11 279
Financially Constrained Stock Returns 0 0 0 105 3 9 16 489
Investment-Based Expected Stock Returns 0 0 4 150 2 9 27 656
Is the value spread a useful predictor of returns? 0 0 0 45 0 3 8 208
Is value riskier than growth? 1 2 7 488 1 7 26 1,370
Momentum Profits, Factor Pricing, and Macroeconomic Risk 0 0 0 68 1 5 12 255
Solving the Diamond–Mortensen–Pissarides model accurately 0 0 1 25 1 10 24 132
The CAPM strikes back? An equilibrium model with disasters 0 0 0 26 2 9 16 206
The Investment CAPM 0 1 1 22 1 7 16 124
The New Issues Puzzle: Testing the Investment-Based Explanation 2 3 4 182 4 15 20 583
The Value Premium 0 1 9 524 26 34 65 1,354
The expected value premium 0 0 0 226 2 9 14 857
The investment manifesto 0 0 1 42 1 1 9 217
The q‐Theory Approach to Understanding the Accrual Anomaly 0 0 0 55 1 46 85 331
Value versus Growth: Time‐Varying Expected Stock Returns 0 0 0 0 0 8 12 180
Which Factors? 0 1 7 48 3 10 23 191
Total Journal Articles 5 14 58 3,383 77 326 679 13,324

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Statistics updated 2026-04-09