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 0 0 0 55 3 5 17 218
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 0 105 0 0 0 311
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 53 1 1 3 131
An Equilibrium Asset Pricing Model with Labor Market Search 0 0 0 98 2 4 5 203
Anomalies 0 0 0 97 0 0 3 320
Asset Prices and Business Cycles with Costly External Finance 0 0 0 148 0 0 5 418
Asset Prices and Business Cycles with Costly External Finance 0 0 0 126 5 20 59 503
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 109 0 0 2 458
Asset Pricing Implications of Firms' Financing Constraints 0 0 0 130 1 2 4 614
Asymmetric Investment Rates 0 0 1 12 3 3 5 36
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 1 2 2 167
Covariances versus Characteristics in General Equilibrium 0 0 0 8 1 1 2 92
Cross-sectional Tobin's Q 0 0 1 45 0 1 4 175
Digesting Anomalies: An Investment Approach 0 0 2 56 0 0 10 250
Digesting Anomalies: An Investment Approach 2 2 7 172 5 8 30 587
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 0 21 3 3 3 131
Does Risk Explain Anomalies? Evidence from Expected Return Estimates 0 0 0 14 1 1 1 87
Does the Investment Model Explain Value and Momentum Simultaneously? 0 0 0 42 0 0 0 53
Endogenous Economic Disasters and Asset Prices 0 0 0 66 3 5 6 99
Equilibrium Cross-Section of Returns 0 0 0 227 2 2 2 847
Equilibrium Stock Return Dynamics Under Alternative Rules of Learning About Hidden States 0 0 0 56 1 1 1 495
Equity market volatility and expected risk premium 0 0 0 384 4 4 4 1,712
Expected Returns, Yield Spreads, and Asset Pricing Tests 0 0 0 207 0 0 1 815
Financially Constrained Stock Returns 0 0 1 137 0 1 4 424
Firm-level Irreversibility 0 0 0 12 1 1 5 37
Investment-Based Momentum Profits 0 0 0 13 0 0 0 75
Investment-Based Underperformance Following Seasoned Equity Offerings 0 0 0 146 3 4 6 798
Momentum Profits and Macroeconomic Risk 0 0 0 140 0 1 2 495
Motivating Factors 0 0 2 66 0 3 20 244
Neoclassical Factors 0 0 1 93 1 2 4 384
Optimal Market Timing 0 0 0 104 0 0 1 419
Q-factors and Investment CAPM 1 1 1 36 2 2 3 112
Q5 0 0 0 25 0 0 0 77
Regularities 0 0 0 41 1 1 2 160
Replicating Anomalies 0 0 0 91 6 8 19 350
Replicating Anomalies 0 1 2 71 1 3 11 233
Searching for the Equity Premium 0 1 1 17 0 1 1 55
Security Analysis: An Investment Perspective 0 0 0 12 0 1 2 55
Solving the DMP Model Accurately 0 0 2 97 4 5 11 291
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 32 0 0 2 105
The CAPM Strikes Back? An Investment Model with Disasters 0 0 0 15 0 0 0 46
The Economics of Value Investing 0 0 1 36 3 3 5 109
The Economics of Value Investing 0 0 0 15 1 1 2 54
The Expected Value Premium 0 0 0 146 2 3 4 758
The Investment CAPM 0 1 1 21 1 3 5 105
The Investment CAPM 0 0 0 106 1 1 5 182
The Value Spread as a Predictor of Returns 0 0 0 153 2 2 4 595
The Value Spread: A Puzzle 0 0 0 15 0 0 1 77
The stock market and aggregate employment 0 0 0 58 1 1 3 202
Understanding the Accrual Anomaly 0 0 0 157 0 1 1 847
Unemployment Crises 0 0 0 19 0 0 0 71
Unemployment Crises 0 0 0 29 2 4 4 39
Unemployment Crises 0 0 0 104 0 1 5 115
Value versus Growth: Time-Varying Expected Stock Returns 0 0 0 42 0 0 3 175
Which Factors? 0 0 1 124 1 1 4 406
q⁵ 0 0 1 26 2 4 12 212
Total Working Papers 3 6 26 4,651 71 121 325 17,809

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 1 4 243
A neoclassical interpretation of momentum 0 0 0 18 2 2 4 140
Anomalies 0 1 3 61 0 1 11 397
Asset Prices and Business Cycles with Costly External Finance 0 0 0 347 1 2 5 1,036
Asset Pricing Implications of Firms' Financing Constraints 0 0 1 122 0 0 6 467
Do Anomalies Exist Ex Ante? 0 0 1 11 0 1 3 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 3 12 261
EFM Special Issue “Corporate Policies and Asset Prices” 0 0 0 0 0 1 1 13
Editor's Choice Digesting Anomalies: An Investment Approach 4 6 16 138 11 20 67 564
Endogenous Disasters 0 0 2 52 0 0 9 384
Equilibrium Cross Section of Returns 0 0 1 316 2 2 11 1,116
Equilibrium stock return dynamics under alternative rules of learning about hidden states 0 0 0 47 1 1 1 224
Erratum: "Equilibrium Cross Section of Returns" 0 0 0 7 0 0 2 158
Expected returns, yield spreads, and asset pricing tests 0 0 0 30 0 0 0 268
Expected returns, yield spreads, and asset pricing tests 0 0 1 105 0 2 6 476
Financially Constrained Stock Returns 0 0 0 105 0 0 3 474
Investment-Based Expected Stock Returns 1 3 3 149 6 10 17 643
Is the value spread a useful predictor of returns? 0 0 0 45 1 2 2 202
Is value riskier than growth? 0 0 10 484 1 2 27 1,353
Momentum Profits, Factor Pricing, and Macroeconomic Risk 0 0 1 68 3 4 8 247
Solving the Diamond–Mortensen–Pissarides model accurately 1 1 2 25 8 9 15 118
The CAPM strikes back? An equilibrium model with disasters 0 0 0 26 0 1 2 192
The Investment CAPM 0 0 1 21 1 1 7 110
The New Issues Puzzle: Testing the Investment-Based Explanation 0 0 2 179 0 0 6 567
The Value Premium 0 2 11 521 4 10 27 1,309
The expected value premium 0 0 1 226 0 0 2 844
The investment manifesto 0 0 2 42 1 2 10 213
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 0 0 3 168
Which Factors? 0 2 7 46 0 3 17 177
Total Journal Articles 6 15 66 3,360 42 81 291 12,809

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Statistics updated 2025-11-08