Lu Zhang : Citation Profile


Are you Lu Zhang?

Ohio State University

16

H index

18

i10 index

1164

Citations

RESEARCH PRODUCTION:

22

Articles

46

Papers

RESEARCH ACTIVITY:

   17 years (2001 - 2018). See details.
   Cites by year: 68
   Journals where Lu Zhang has often published
   Relations with other researchers
   Recent citing documents: 142.    Total self citations: 40 (3.32 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh29
   Updated: 2018-12-15    RAS profile: 2014-01-17    
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Relations with other researchers


Works with:

Petrosky-Nadeau, Nicolas (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Lu Zhang.

Is cited by:

Lin, Xiaoji (28)

Kogan, Leonid (18)

Gourio, Francois (15)

Wachter, Jessica (11)

Hirshleifer, David (10)

Marfè, Roberto (10)

Nagel, Stefan (10)

Papanikolaou, Dimitris (10)

Ang, Andrew (10)

Guo, Hui (10)

Nitschka, Thomas (9)

Cites to:

French, Kenneth (94)

Fama, Eugene (88)

Whited, Toni (48)

Campbell, John (43)

Cochrane, John (37)

Titman, Sheridan (35)

Hou, Kewei (24)

Stambaugh, Robert (24)

Gomes, João (23)

Fisher, Adlai (22)

Lettau, Martin (20)

Main data


Where Lu Zhang has published?


Journals with more than one article published# docs
Review of Financial Studies6
Journal of Financial Economics4
Journal of Political Economy3
Journal of Finance2

Working Papers Series with more than one paper published# docs
Working Paper Series / Ohio State University, Charles A. Dice Center for Research in Financial Economics6
GSIA Working Papers / Carnegie Mellon University, Tepper School of Business2

Recent works citing Lu Zhang (2018 and 2017)


YearTitle of citing document
2017Long- and Short-Run Components of Factor Betas: Implications for Equity Pricing. (2017). Christiansen, Charlotte ; Asgharian, Hossein ; Wang, Weining ; Jun, AI. In: CREATES Research Papers. RePEc:aah:create:2017-34.

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2018Endogenous Disasters. (2018). Petrosky-Nadeau, Nicolas ; Kuehn, Lars-Alexander ; Zhang, LU. In: American Economic Review. RePEc:aea:aecrev:v:108:y:2018:i:8:p:2212-45.

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2017The Value-Growth Indicators and Value Premium: Evidence from Pakistan Stock Exchange. (2017). Syed, Tanveer Ahmad. In: South Asian Journal of Management Sciences (SAJMS), Iqra University. RePEc:ajm:journl:v:11:y:2017:i:2:p:124-139.

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2017A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990.

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2017Identification of and correction for publication bias. (2017). Kasy, Maximilian ; Andrews, Isaiah. In: Papers. RePEc:arx:papers:1711.10527.

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2018Co-existence of Trend and Value in Financial Markets: Estimating an Extended Chiarella Model. (2018). Majewski, Adam ; Bouchaud, Jean-Philippe ; Ciliberti, Stefano. In: Papers. RePEc:arx:papers:1807.11751.

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2017The Interest Rate Sensitivity of Value and Growth Stocks - Evidence from Listed Real Estate. (2017). Christian, Weis ; Sebastian, Steffen ; Woltering, Rene-Ojas. In: ERES. RePEc:arz:wpaper:eres2017_325.

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2017Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence*. (2017). Guidolin, Massimo ; Chincoli, Francesco . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1754.

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2017A CLOSER LOOK AT VALUE PREMIUM: LITERATURE REVIEW AND SYNTHESIS. (2017). Pätäri, Eero ; Leivo, Timo ; Patari, Eero. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:1:p:79-168.

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2017The Cross-Section of Labor Leverage and Equity Returns*. (2017). Kehrig, Matthias ; Gourio, Francois ; Palacios, Miguel ; Donangelo, Andres. In: Working Papers. RePEc:cen:wpaper:17-70.

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2017Dissecting Characteristics Nonparametrically. (2017). Weber, Michael ; Freyberger, Joachim ; Neuhierl, Andreas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6391.

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2018Dissecting Characteristics Nonparametrically. (2018). Weber, Michael ; Neuhierl, Andreas ; Freyberger, Joachim. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7187.

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2017Shrinking the Cross Section. (2017). Nagel, Stefan ; Santosh, Shrihari ; Kozak, Serhiy. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12463.

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2018News Shocks and the Production-Based Term Structure of Equity Returns. (2018). Ai, Hengjie ; Li, Kai ; Diercks, Anthony ; Croce, Mariano Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12661.

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2018Deep Value. (2018). Asness, Clifford S ; Thapar, Ashwin K ; Pedersen, Lasse Heje ; Liew, John M. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12685.

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2018Risk-Adjusted Capital Allocation and Misallocation. (2018). David, Joel ; Zeke, David ; Schmid, Lukas. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13205.

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2017How Does Volatility of Characteristics-sorted Portfolios Respond to Macroeconomic Volatility?. (2017). al Samman, Ahmed ; Otaify, Mahmoud Moustafa. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-39.

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2018The information content of aggregate profitability. (2018). Safdar, Irfan. In: The British Accounting Review. RePEc:eee:bracre:v:50:y:2018:i:5:p:497-515.

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2017Financial distress and customer-supplier relationships. (2017). Lian, Yili. In: Journal of Corporate Finance. RePEc:eee:corfin:v:43:y:2017:i:c:p:397-406.

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2017Risk-shifting, equity risk, and the distress puzzle. (2017). Lockwood, Jimmy ; Miao, Hong ; Li, Keming . In: Journal of Corporate Finance. RePEc:eee:corfin:v:44:y:2017:i:c:p:275-288.

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2017Informed short selling around SEO announcements. (2017). Gamble, Keith Jacks ; Howe, Keith M ; Deshmukh, Sanjay . In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:121-138.

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2017The equity-financing channel, the catering channel, and corporate investment: International evidence. (2017). Kusnadi, Yuanto ; John, K C. In: Journal of Corporate Finance. RePEc:eee:corfin:v:47:y:2017:i:c:p:236-252.

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2018Regulatory effects on Analysts conflicts of interest in corporate financing activities: Evidence from NASD Rule 2711. (2018). Chen, Peter F ; Wang, Yihong ; Novoselov, Kirill E. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:658-679.

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2018Volatility and the buyback anomaly. (2018). Vermaelen, Theo ; Nassuphis, Nick ; DE FORTUNY, Enric JUNQUe ; Evgeniou, Theodoros . In: Journal of Corporate Finance. RePEc:eee:corfin:v:49:y:2018:i:c:p:32-53.

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2018Corporate social responsibility and seasoned equity offerings. (2018). Dutordoir, Marie ; Sun, Ping ; Strong, Norman C. In: Journal of Corporate Finance. RePEc:eee:corfin:v:50:y:2018:i:c:p:158-179.

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2018Corporate innovative efficiency: Evidence of effects on credit ratings. (2018). Griffin, Paul A ; Woo, JI ; Hong, Hyun A. In: Journal of Corporate Finance. RePEc:eee:corfin:v:51:y:2018:i:c:p:352-373.

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2017Learning and forecasts about option returns through the volatility risk premium. (2017). Bernales, Alejandro ; Valenzuela, Marcela ; Chen, Louisa. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:312-330.

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2017Time preference and real investment. (2017). Choi, Kyoung Jin ; Shim, Gyoocheol ; Kwak, Minsuk. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:83:y:2017:i:c:p:18-33.

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2017Asset prices and economic fluctuations: The implications of stochastic volatility. (2017). Chen, Junping ; Zhu, Xiaoneng ; Xiong, Xiong. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:128-140.

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2017Firm size, economic risks, and the cross-section of international stock returns. (2017). Nitschka, Thomas ; Atanasov, Victoria . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:110-126.

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2017The peer-firm effect on firm’s investment decisions. (2017). Park, Kwangho ; Yang, Taeyong . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:178-199.

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2017Ultimate consumption risk and investment-based stock returns. (2017). Kang, Hankil ; Lee, Changjun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:473-486.

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2018Does the stock market really cause unemployment? A cross-country analysis. (2018). Pan, Wei-Fong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:34-43.

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2018Betas V characteristics: Do stock characteristics enhance the investment opportunity set in U.K. stock returns?. (2018). Fletcher, Jonathan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:114-129.

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2017Asset growth anomaly in Europe: Do profits and losses matter?. (2017). Papanastasopoulos, Georgios A. In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:106-109.

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2017Institutional ownership and aggregate volatility risk. (2017). Barinov, Alexander . In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:20-38.

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2017Systematic cojumps, market component portfolios and scheduled macroeconomic announcements. (2017). Neely, Christopher ; Bowman, Robert G ; Chan, Kam Fong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:43-58.

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2018Equity premium predictions with many predictors: A risk-based explanation of the size and value factors. (2018). Stivers, Adam . In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:126-140.

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2018Macroeconomic determinants of stock market betas. (2018). Gonzalez, Mariano ; Rubio, Gonzalo ; Nave, Juan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:26-44.

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2018A robust and powerful test of abnormal stock returns in long-horizon event studies. (2018). Dutta, Anupam ; Pynnonen, Seppo ; Kolari, James W ; Knif, Johan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:1-24.

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2018Cash savings and capital markets. (2018). McLean, David R ; Zhao, Mengxin . In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:49-64.

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2018A labor news hedge portfolio and the cross-section of expected stock returns. (2018). Stotz, Olaf. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:123-139.

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2018World output gap and global stock returns. (2018). Atanasov, Victoria . In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:181-197.

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2018The role of firm investment in momentum and reversal. (2018). Mortal, Sandra C ; Schill, Michael J. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:255-278.

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2018Bayesian tests of global factor models. (2018). Fletcher, Jonathan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:48:y:2018:i:c:p:279-289.

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2017Oil and stock market momentum. (2017). Demirer, Riza ; Cheng, Chiao-Ming . In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:151-159.

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2018An empirical examination of the diversification benefits of U.K. international equity closed-end funds. (2018). Fletcher, Jonathan. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:23-34.

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2018Paper profits or real money? Trading costs and stock market anomalies in country ETFs. (2018). Zaremba, Adam ; Andreu, Laura. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:181-192.

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2018Return dispersion risk in FX and global equity markets: Does it explain currency momentum?. (2018). Grobys, Klaus ; Kolari, James ; Heinonen, Jari-Pekka . In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:264-280.

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2018The 52-week high, momentum, and investor sentiment. (2018). Hao, Ying ; Yang, Nien-Tzu ; Ko, Kuan-Cheng ; Chou, Robin K. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:167-183.

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2018Internal control weakness, investment and firm valuation. (2018). Jacoby, Gady ; Zheng, Steven Xiaofan ; Li, Tianze. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:165-171.

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2017Cross-sectional factor dynamics and momentum returns. (2017). Avramov, Doron ; Hore, Satadru . In: Journal of Financial Markets. RePEc:eee:finmar:v:32:y:2017:i:c:p:69-96.

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2017Macroeconomic risk and seasonality in momentum profits. (2017). Martin, Spencer J ; Yao, Yaqiong ; Ji, Xiuqing . In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:76-90.

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2018Corporate investment, short-term return reversal, and stock liquidity. (2018). Kang, Moonsoo ; Nam, Kiseok ; Khaksari, S. In: Journal of Financial Markets. RePEc:eee:finmar:v:39:y:2018:i:c:p:68-83.

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2017Managerial discretion, net operating assets and the cross-section of stock returns: Evidence from European countries. (2017). Thomakos, Dimitrios ; Papanastasopoulos, Georgios . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:188-210.

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2017Measuring skill in the Islamic mutual fund industry: Evidence from GCC countries. (2017). Hammami, Yacine ; Oueslati, Abdelmonem . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:15-31.

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2017Real options in finance. (2017). Lambrecht, Bart M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:81:y:2017:i:c:p:166-171.

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2017The q-factors and expected bond returns. (2017). Franke, Benedikt ; Muller, Sonja . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:19-35.

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2017Absorptive capacity, technology spillovers, and the cross-section of stock returns. (2017). Oh, Jong-Min. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:85:y:2017:i:c:p:146-164.

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2018Innovation externalities and the customer/supplier link. (2018). Li, Keming . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:101-112.

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2018Capturing the value premium – global evidence from a fair value-based investment strategy. (2018). Woltering, Rene-Ojas ; Weis, Christian ; Schindler, Felix ; Sebastian, Steffen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:53-69.

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2018Q-theory, mispricing, and profitability premium: Evidence from China. (2018). Jiang, Fuwei ; Tang, Guohao ; Qi, Xinlin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:135-149.

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2018Economic activity and momentum profits: Further evidence. (2018). Maio, Paulo ; Philip, Dennis . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:466-482.

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2018Loss aversion around the world: Empirical evidence from pension funds. (2018). Hwang, Soosung ; Pantelous, Athanasios A ; Xie, Yuxin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:52-62.

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2018Estimating risk-return relations with analysts price targets. (2018). Wu, Liuren. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:183-197.

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2018The cross-section of expected stock returns in the property/liability insurance industry. (2018). ben Ammar, Semir ; Milidonis, Andreas ; Eling, Martin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:292-321.

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2017Stock returns and interest rates around the World: A panel data approach. (2017). Mollick, Andre ; Assefa, Tibebe A ; Esqueda, Omar A. In: Journal of Economics and Business. RePEc:eee:jebusi:v:89:y:2017:i:c:p:20-35.

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2017Stochastic idiosyncratic cash flow risk and real options: Implications for stock returns. (2017). Bhamra, Harjoat ; Shim, Kyung Hwan . In: Journal of Economic Theory. RePEc:eee:jetheo:v:168:y:2017:i:c:p:400-431.

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2017Firm characteristics, consumption risk, and firm-level risk exposures. (2017). Dittmar, Robert F ; Lundblad, Christian T. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:2:p:326-343.

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2017Capital utilization, market power, and the pricing of investment shocks. (2017). Garlappi, Lorenzo ; Song, Zhongzhi . In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:447-470.

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2017Is economic uncertainty priced in the cross-section of stock returns?. (2017). Brown, Stephen ; Tang, YI ; Bali, Turan G. In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:471-489.

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2017Bank rescues and bailout expectations: The erosion of market discipline during the financial crisis. (2017). Hett, Florian ; Schmidt, Alexander . In: Journal of Financial Economics. RePEc:eee:jfinec:v:126:y:2017:i:3:p:635-651.

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2018Agnostic fundamental analysis works. (2018). Bartram, Söhnke ; Grinblatt, Mark. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:1:p:125-147.

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2018The 52-week high, q-theory, and the cross section of stock returns. (2018). George, Thomas J ; Li, Yuan ; Hwang, Chuan-Yang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:1:p:148-163.

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2018Bid anticipation, information revelation, and merger gains. (2018). Wang, Wenyu. In: Journal of Financial Economics. RePEc:eee:jfinec:v:128:y:2018:i:2:p:320-343.

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2018Seasoned equity offerings and customer–supplier relationships. (2018). masulis, ronald ; Yi, Sangho ; Kang, Jun-Koo ; Johnson, William C. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:33:y:2018:i:c:p:98-114.

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2017Contribution of R&D capital to differences in Tobins q among Japanese manufacturing firms: Evidence from an investment-based asset pricing model. (2017). Suzuki, Kazuyuki ; Chida, Ryokichi . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:43:y:2017:i:c:p:38-58.

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2017The cross-section and time series of stock and bond returns. (2017). Van Nieuwerburgh, Stijn ; Lustig, Hanno. In: Journal of Monetary Economics. RePEc:eee:moneco:v:88:y:2017:i:c:p:50-69.

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2017Asset price volatility, price markups, and macroeconomic fluctuations. (2017). Iraola, Miguel A ; Santos, Manuel S. In: Journal of Monetary Economics. RePEc:eee:moneco:v:90:y:2017:i:c:p:84-98.

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2017Price limits and the value premium in the Taiwan stock market. (2017). Lin, Chaonan ; Yang, Nien-Tzu ; Ko, Kuan-Cheng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:41:y:2017:i:c:p:26-45.

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2017Limits-to-arbitrage, investment frictions, and innovation anomalies. (2017). Chan, Konan ; Wang, Yanzhi ; Lin, Yueh-Hsiang . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:43:y:2017:i:c:p:1-14.

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2018Idiosyncratic volatility in the Australian equity market. (2018). Zhong, Angel. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:50:y:2018:i:c:p:105-125.

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2018Return dispersion and conditional momentum returns: International evidence. (2018). Docherty, Paul ; Hurst, Gareth . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:50:y:2018:i:c:p:263-278.

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2017Market states and the risk-return tradeoff. (2017). Wang, Zijun ; Khan, Moosa M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:314-327.

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2018Using Market BuVaR as countercyclical Value at Risk approach to account for the risks of stock market crashes. (2018). Riedle, Thorsten. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:308-321.

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2017Strategic merger decisions across business cycles: Evidence from bidders time-varying appetite for operating leverage. (2017). Wang, Kainan ; Chung, Chune Young ; Hur, Seok-Kyun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:143-158.

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2017Dynamic conditional correlations between Chinese sector returns and the S&P 500 index: An interpretation based on investment shocks. (2017). Sun, Lingxia ; Kim, Myeonghyeon. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:309-325.

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2017Macroeconomic factors and index option returns. (2017). Lai, Ya-Wen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:452-477.

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2017Corporate investment and stock liquidity: Evidence on the price impact of trade. (2017). Kang, Moonsoo ; Eom, Chanyoung ; Wang, Wei. In: Review of Financial Economics. RePEc:eee:revfin:v:33:y:2017:i:c:p:1-11.

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2017Flight to quality and the predictability of reversals: The role of market states and global factors. (2017). Demirer, Riza ; Yuksel, Aydin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1445-1454.

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2017Reference-dependent analysis of capital structure and REIT performance. (2017). , Helen ; Gong, Cynthia Miao . In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:69:y:2017:i:c:p:38-49.

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2017Understanding the Aggregate Effects of Credit Frictions and Uncertainty. (2017). Martínez García, Enrique ; Balke, Nathan ; Zeng, Zheng ; Martinez-Garcia, Enrique. In: Globalization Institute Working Papers. RePEc:fip:feddgw:317.

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2017The Cross-Section of Labor Leverage and Equity Returns. (2017). Kehrig, Matthias ; Gourio, Francois ; Palacios, Miguel ; Donangelo, Andres. In: Working Paper Series. RePEc:fip:fedhwp:wp-2017-22.

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2017Systematic Cojumps, Market Component Portfolios and Scheduled Macroeconomic Announcements. (2017). Neely, Christopher ; Bowman, Robert G ; Chan, Kam Fong. In: Working Papers. RePEc:fip:fedlwp:2017-011.

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2017Horizon-dependent risk aversion and the timing and pricing of uncertainty. (2017). Schmalz, Martin ; Eisenbach, Thomas ; Andries, Marianne. In: Staff Reports. RePEc:fip:fednsr:703.

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2018Asymmetric Unemployment Fluctuations and Monetary Policy Trade-offs. (2018). Lepetit, Antoine. In: Working Papers. RePEc:hal:wpaper:hal-01536416.

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2018Sectoral Labor Reallocation and Return Predictability. (2018). Eiling, Esther ; Sharifkhani, Ali ; Kan, Raymond. In: Working Papers. RePEc:hka:wpaper:2018-006.

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2017Quantitative Easing and Volatility Spillovers Across Countries and Asset Classes. (2017). Yang, Zihui ; Zhou, Yinggang . In: Management Science. RePEc:inm:ormnsc:v:63:y:2017:i:2:p:333-354.

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2017An Anatomy of the Interrelationship between Equity and Mortgage REITs. (2017). Hansz, Andrew J ; Zhou, Tingyu ; Zhang, Ying ; Prombutr, Wikrom. In: International Real Estate Review. RePEc:ire:issued:v:20:n:03:2017:p:287-324.

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2017What’s the value in it? Corporate giving under uncertainty. (2017). Yang, Haibin ; Gao, Yongqiang ; Lisa, YA. In: Asia Pacific Journal of Management. RePEc:kap:asiapa:v:34:y:2017:i:1:d:10.1007_s10490-016-9478-8.

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2018Comparing Solution Methods for DSGE Models with Labor Market Search. (2018). Lan, Hong. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:1:d:10.1007_s10614-017-9670-z.

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More than 100 citations found, this list is not complete...

Works by Lu Zhang:


YearTitleTypeCited
2011Value versus Growth: Time‐Varying Expected Stock Returns In: Financial Management.
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article17
2010Value versus Growth: Time-Varying Expected Stock Returns.(2010) In: NBER Working Papers.
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paper
2005The Value Premium In: Journal of Finance.
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article228
2009Financially Constrained Stock Returns In: Journal of Finance.
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article54
2006Financially Constrained Stock Returns.(2006) In: NBER Working Papers.
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paper
2010The q-Theory Approach to Understanding the Accrual Anomaly In: Journal of Accounting Research.
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article34
Unemployment Crises In: GSIA Working Papers.
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paper9
2013Unemployment Crises.(2013) In: NBER Working Papers.
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This paper has another version. Agregated cites: 9
paper
2005An Equilibrium Asset Pricing Model with Labor Market Search In: GSIA Working Papers.
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paper18
2011An Equilibrium Asset Pricing Model with Labor Market Search.(2011) In: Working Paper Series.
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paper
2012An Equilibrium Asset Pricing Model with Labor Market Search.(2012) In: NBER Working Papers.
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This paper has another version. Agregated cites: 18
paper
2002Equilibrium Cross-Section of Returns In: CEPR Discussion Papers.
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paper169
2003Equilibrium Cross Section of Returns.(2003) In: Journal of Political Economy.
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article
2002Asset Pricing Implications of Firms Financing Constraints In: CEPR Discussion Papers.
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paper39
2002Asset Pricing Implications of Firms Financing Constraints.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 39
paper
2006Asset Pricing Implications of Firms Financing Constraints.(2006) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 39
article
2003Asset Prices and Business Cycles with Costly External Finance In: CEPR Discussion Papers.
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paper35
2002Asset Prices and Business Cycles with Costly External Finance.(2002) In: NBER Working Papers.
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paper
2003Asset Prices and Business Cycles with Costly External Finance.(2003) In: Review of Economic Dynamics.
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article
2010The Value Spread: A Puzzle In: Working Paper Series.
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paper0
2010Investment-Based Momentum Profits In: Working Paper Series.
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paper3
2010Does Risk Explain Anomalies? Evidence from Expected Return Estimates In: Working Paper Series.
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paper0
2010Does Risk Explain Anomalies? Evidence from Expected Return Estimates.(2010) In: NBER Working Papers.
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paper
2011Covariances versus Characteristics in General Equilibrium In: Working Paper Series.
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paper0
2011Covariances versus Characteristics in General Equilibrium.(2011) In: NBER Working Papers.
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paper
2012Digesting Anomalies: An Investment Approach In: Working Paper Series.
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paper6
2012Digesting Anomalies: An Investment Approach.(2012) In: NBER Working Papers.
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paper
2004Equilibrium stock return dynamics under alternative rules of learning about hidden states In: Journal of Economic Dynamics and Control.
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article24
2001Equilibrium Stock Return Dynamics Under Alternative Rules of Learning About Hidden States.(2001) In: Computing in Economics and Finance 2001.
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This paper has another version. Agregated cites: 24
paper
2008Is the value spread a useful predictor of returns? In: Journal of Financial Markets.
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article12
2005Is value riskier than growth? In: Journal of Financial Economics.
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article146
2008The expected value premium In: Journal of Financial Economics.
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article23
2006The Expected Value Premium.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 23
paper
2010Does q-theory with investment frictions explain anomalies in the cross section of returns? In: Journal of Financial Economics.
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article34
2011Do time-varying risk premiums explain labor market performance? In: Journal of Financial Economics.
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article8
2013The investment manifesto In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article15
2005Expected returns, yield spreads, and asset pricing tests In: Proceedings.
[Full Text][Citation analysis]
article26
2005Expected Returns, Yield Spreads, and Asset Pricing Tests.(2005) In: NBER Working Papers.
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paper
2008Expected returns, yield spreads, and asset pricing tests.(2008) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 26
article
2006Equity market volatility and expected risk premium In: Working Papers.
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paper0
2005Anomalies In: NBER Working Papers.
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paper0
2009Anomalies.(2009) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 0
article
2005The Value Spread as a Predictor of Returns In: NBER Working Papers.
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paper3
2005Investment-Based Underperformance Following Seasoned Equity Offerings In: NBER Working Papers.
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paper3
2005Momentum Profits and Macroeconomic Risk In: NBER Working Papers.
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paper0
2006Optimal Market Timing In: NBER Working Papers.
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paper2
2007Regularities In: NBER Working Papers.
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paper2
2007Neoclassical Factors In: NBER Working Papers.
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paper3
2007Understanding the Accrual Anomaly In: NBER Working Papers.
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paper0
2008Costly External Finance: Implications for Capital Markets Anomalies In: NBER Working Papers.
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paper1
2009The stock market and aggregate employment In: NBER Working Papers.
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paper1
2010Cross-sectional Tobins Q In: NBER Working Papers.
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paper0
2011A Model of Momentum In: NBER Working Papers.
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paper2
2013Solving the DMP Model Accurately In: NBER Working Papers.
[Full Text][Citation analysis]
paper4
2014Which Factors? In: NBER Working Papers.
[Full Text][Citation analysis]
paper4
2015The CAPM Strikes Back? An Investment Model with Disasters In: NBER Working Papers.
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paper1
2017The Investment CAPM In: NBER Working Papers.
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paper0
2017Replicating Anomalies In: NBER Working Papers.
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paper6
2017The Economics of Value Investing In: NBER Working Papers.
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paper0
2017Does the Investment Model Explain Value and Momentum Simultaneously? In: NBER Working Papers.
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paper0
2018q 5 In: NBER Working Papers.
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paper0
2008Momentum Profits, Factor Pricing, and Macroeconomic Risk In: Review of Financial Studies.
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article77
2008The New Issues Puzzle: Testing the Investment-Based Explanation In: Review of Financial Studies.
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article71
2013A Supply Approach to Valuation In: Review of Financial Studies.
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article3
2006Testing the q-Theory of Anomalies In: 2006 Meeting Papers.
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paper0
2010Aggregate Asset Pricing with Labor Market Frictions In: 2010 Meeting Papers.
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paper0
2004Erratum: Equilibrium Cross Section of Returns In: Journal of Political Economy.
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article0
2009Investment-Based Expected Stock Returns In: Journal of Political Economy.
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article81

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2th 2018. Contact: CitEc Team