Lu Zhang : Citation Profile


Are you Lu Zhang?

Ohio State University

15

H index

17

i10 index

963

Citations

RESEARCH PRODUCTION:

22

Articles

45

Papers

RESEARCH ACTIVITY:

   16 years (2001 - 2017). See details.
   Cites by year: 60
   Journals where Lu Zhang has often published
   Relations with other researchers
   Recent citing documents: 103.    Total self citations: 39 (3.89 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh29
   Updated: 2017-10-21    RAS profile: 2014-01-17    
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Relations with other researchers


Works with:

Hou, Kewei (3)

Petrosky-Nadeau, Nicolas (3)

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 (24)

Kogan, Leonid (18)

Gourio, Francois (11)

Wachter, Jessica (11)

Papanikolaou, Dimitris (10)

Guo, Hui (10)

Ang, Andrew (10)

Hirshleifer, David (9)

Nitschka, Thomas (9)

Huang, Dayong (9)

Marfè, Roberto (9)

Cites to:

French, Kenneth (90)

Fama, Eugene (84)

Whited, Toni (47)

Campbell, John (43)

Cochrane, John (35)

Titman, Sheridan (33)

Stambaugh, Robert (24)

Hou, Kewei (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 (2017 and 2016)


YearTitle of citing document
2016Asset Pricing with Idiosyncratic Shocks. (2016). Srisuksai, Pithak ; Vanitcharearntham, Vimut . In: Applied Economics Journal. RePEc:aej:apecjn:v:23:y:2016:i:1:p:35-58.

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2016Should employers pay their employees better? An asset pricing approach. (2016). Aboura, Sofiane ; Valeyre, Sebastien ; Bonnin, Francois ; Liu, Qian ; Grebenkov, Denis . In: Papers. RePEc:arx:papers:1602.00931.

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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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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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2016Income Insurance and the Equilibrium Term-Structure of Equity. (2016). Marfè, Roberto. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:459.

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2016Labor Rigidity and the Dynamics of the Value Premium. (2016). Marfè, Roberto ; Marfe, Roberto . In: Carlo Alberto Notebooks. RePEc:cca:wpaper:460.

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2016Labor Rigidity, Ination Risk and Bond Returns. (2016). Marfè, Roberto ; Marfe, Roberto . In: Carlo Alberto Notebooks. RePEc:cca:wpaper:461.

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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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2016How Do Frictions Affect Corporate Investment? A Structural Approach. (2016). Bustamante, Cecilia M. In: Journal of Financial and Quantitative Analysis. RePEc:cup:jfinqa:v:51:y:2016:i:06:p:1863-1895_00.

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2016Optimal Fiscal Policy in a Model of Firm Entry and Financial Frictions. (2016). Damjanovic, Tatiana ; Cooke, Dudley. In: CEGAP Working Papers. RePEc:dur:cegapw:2016_02.

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2016Policy risk, corporate political strategies, and the cost of debt. (2016). Bradley, Daniel ; Yuan, Xiaojing ; Pantzalis, Christos . In: Journal of Corporate Finance. RePEc:eee:corfin:v:40:y:2016:i:c:p:254-275.

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2016Financing uncertain growth. (2016). Li, Jay Y ; Mauer, David C. In: Journal of Corporate Finance. RePEc:eee:corfin:v:41:y:2016:i:c:p:241-261.

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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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2016Youth unemployment and welfare gains from eliminating business cycles — The case of Poland. (2016). Acedaski, Jan . In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:248-262.

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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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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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2016Real option component of cash holdings, business cycle, and stock returns. (2016). Chen, Jiun-Lin ; Sun, Ping-Wen ; Jia, Tingting Z. In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:97-106.

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2016Time-varying risk, mispricing attributes, and the accrual premium. (2016). Simlai, Prodosh E. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:150-161.

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2016Risk-based explanation for the country-level size and value effects. (2016). Zaremba, Adam . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:226-233.

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2016Dissecting the bond profitability premium. (2016). Campbell, Colin T ; Petkevich, Alex ; Chichernea, Doina C. In: Journal of Financial Markets. RePEc:eee:finmar:v:27:y:2016:i:c:p:102-131.

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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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2016Comparing the financial performance of timber REITs and other REITs. (2016). Piao, Xiaorui ; Xue, Yuan ; Mei, Bin . In: Forest Policy and Economics. RePEc:eee:forpol:v:72:y:2016:i:c:p:115-121.

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2017Managerial discretion, net operating assets and the cross-section of stock returns: Evidence from European countries. (2017). Papanastasopoulos, Georgios ; Thomakos, Dimitrios . 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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2016Understanding the relation between accruals and volatility: A real options-based investment approach. (2016). Arif, Salman ; Yohn, Teri Lombardi ; Marshall, Nathan . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:62:y:2016:i:1:p:65-86.

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2016The information content of the sentiment index. (2016). Xing, Yuhang ; Zhang, Xiaoyan ; Wang, Yanchu ; Sibley, Steven E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:62:y:2016:i:c:p:164-179.

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2016Transaction costs, liquidity risk, and the CCAPM. (2016). Liu, Wei Min ; Zhao, Huainan ; Luo, DI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:63:y:2016:i:c:p:126-145.

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2016Long-term industry reversals. (2016). Mazouz, Khelifa ; Wu, Yuliang . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:68:y:2016:i:c:p:236-250.

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2016Cash flow news, discount rate news, and momentum. (2016). Sonaer, Gokhan ; Kumar, Raman ; Kayacetin, Nuri Volkan ; Celiker, Umut . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:c:p:240-254.

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2016Momentum and downside risk. (2016). Min, Byoung-Kyu ; Kim, Tong Suk . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:s:p:s104-s118.

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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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2017Stock returns and interest rates around the World: A panel data approach. (2017). Assefa, Tibebe A ; Mollick, Andre Varella ; 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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2016Investment and the weighted average cost of capital. (2016). Frank, Murray ; Shen, Tao . In: Journal of Financial Economics. RePEc:eee:jfinec:v:119:y:2016:i:2:p:300-315.

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2016Product market competition, R&D investment, and stock returns. (2016). Gu, Lifeng . In: Journal of Financial Economics. RePEc:eee:jfinec:v:119:y:2016:i:2:p:441-455.

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2016Institutional investors and stock return anomalies. (2016). Edelen, Roger M ; Kadlec, Gregory B ; Ince, Ozgur S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:119:y:2016:i:3:p:472-488.

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2016Debt-equity choices, R&D investment and market timing. (2016). Lewis, Craig M ; Tan, Yongxian . In: Journal of Financial Economics. RePEc:eee:jfinec:v:119:y:2016:i:3:p:599-610.

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2016The expected returns and valuations of private and public firms. (2016). Cooper, Ilan ; Priestley, Richard . In: Journal of Financial Economics. RePEc:eee:jfinec:v:120:y:2016:i:1:p:41-57.

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2016Adverse selection, slow-moving capital, and misallocation. (2016). Papanikolaou, Dimitris ; Fuchs, William ; Green, Brett. In: Journal of Financial Economics. RePEc:eee:jfinec:v:120:y:2016:i:2:p:286-308.

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2016Time-to-produce, inventory, and asset prices. (2016). Chen, Zhanhui . In: Journal of Financial Economics. RePEc:eee:jfinec:v:120:y:2016:i:2:p:330-345.

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2016Accruals, cash flows, and operating profitability in the cross section of stock returns. (2016). Ball, Ray ; Nikolaev, Valeri ; Linnainmaa, Juhani T ; Gerakos, Joseph . In: Journal of Financial Economics. RePEc:eee:jfinec:v:121:y:2016:i:1:p:28-45.

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2016The volatility of a firms assets and the leverage effect. (2016). Choi, Jaewon ; Richardson, Matthew . In: Journal of Financial Economics. RePEc:eee:jfinec:v:121:y:2016:i:2:p:254-277.

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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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2016Do the size, value, and momentum factors drive stock returns in emerging markets?. (2016). Yan, AN ; Cakici, Nusret ; Tang, YI. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:69:y:2016:i:c:p:179-204.

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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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2016Aggregate external financing and savings waves. (2016). Eisfeldt, Andrea L ; Muir, Tyler . In: Journal of Monetary Economics. RePEc:eee:moneco:v:84:y:2016:i:c:p:116-133.

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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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2016Identifying the relative importance of stock characteristics. (2016). Li, Youwei ; French, Declan ; Wu, Yuliang . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:34:y:2016:i:c:p:80-91.

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2016The weakening value premium in the Australian and New Zealand stock markets. (2016). Chung, Yi-Tsai ; Chiang, Yi-Chein ; Liao, Tung Liang ; Ke, Mei-Chu ; Hsu, Chuan-Hao . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:36:y:2016:i:c:p:123-133.

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2016Information discreteness, price limits and earnings momentum. (2016). Lin, Chaonan ; Chu, Hsiang-Hui ; Chen, Yu-Lin ; Ko, Kuan-Cheng . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:37:y:2016:i:c:p:1-22.

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2016Political conflict and foreign portfolio investment: Evidence from North Korean attacks. (2016). Gerlach, Jeffrey R ; Yook, Youngsuk . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:39:y:2016:i:c:p:178-196.

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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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2016Does systematic distress risk drive the investment growth anomaly?. (2016). Su, Xuan-Qi . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:61:y:2016:i:c:p:240-248.

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2016The 52-week high and momentum in the Taiwan stock market: Anchoring or recency biases?. (2016). Hao, Ying ; Ko, Kuan-Cheng ; Ho, Keng-Yu ; Chu, Hsiang-Hui . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:121-138.

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2016Firms motives behind SEOs, earnings management, and performance. (2016). Yang, Tung-Hsiao ; Hsu, Junming . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:160-169.

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2016Share issuance and equity returns in Borsa Istanbul. (2016). Atilgan, Yigit ; Erdogan, Alper ; Demirtas, Ozgur K. In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:320-333.

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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, Myeong Hyeon . 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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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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2016Systematic risk behavior in cyclical industries: The case of shipping. (2016). Drobetz, Wolfgang ; Schroder, Henning ; Menzel, Christina . In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:88:y:2016:i:c:p:129-145.

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2016Optimal Fiscal Policy in a Model of Firm Entry and Financial Frictions. (2016). Damjanovic, Tatiana ; Cooke, Dudley . In: Discussion Papers. RePEc:exe:wpaper:1606.

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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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2016Policy initiatives and Örmsíaccess to external finance: Evidence from a panel of emerging Asian economies. (2016). Tsoukas, Serafeim ; MacDonald, Ronald ; Bose, Udichibarna ; McDonald, Ronald . In: Working Papers. RePEc:gla:glaewp:2016_18.

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2016Asymmetric Unemployment Fluctuations and Monetary Policy Trade-offs. (2016). Lepetit, Antoine . In: Working Papers. RePEc:hal:wpaper:hal-01536416.

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2016Explaining Size Effect for Indian Stock Market. (2016). Pandey, Asheesh ; Sehgal, Sanjay . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:23:y:2016:i:1:d:10.1007_s10690-015-9208-0.

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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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2017Risks and rewards for momentum and reversal portfolios. (2017). Li, Yuming . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:3:d:10.1007_s11408-017-0293-0.

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2017An Investigation into the Substitutability of Equity and Mortgage REITs in Real Estate Portfolios. (2017). Hansz, Andrew J ; Zhou, Tingyu ; Zhang, Ying . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:3:d:10.1007_s11146-016-9572-1.

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2017The Cross Section of Expected Real Estate Returns: Insights from Investment-Based Asset Pricing. (2017). Bond, Shaun ; Xue, Chen . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:54:y:2017:i:3:d:10.1007_s11146-016-9573-0.

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2016Reexamining momentum profits: Underreaction or overreaction to firm-specific information?. (2016). Hur, Jungshik ; Singh, Vivek . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:46:y:2016:i:2:d:10.1007_s11156-014-0469-x.

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2016Exploring the transitional behavior among value and growth stocks. (2016). Chiang, Gengnan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:3:d:10.1007_s11156-015-0511-7.

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2017Has momentum lost its momentum?. (2017). Bhattacharya, Debarati ; Sonaer, Gokhan ; Li, Wei-Hsien . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:1:d:10.1007_s11156-015-0547-8.

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2017Recognized intangibles and the present value of growth options. (2017). Makrominas, Michalis . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:2:d:10.1007_s11156-016-0552-6.

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2017Home bias in portfolio choices: social learning among partially informed agents. (2017). Gau, Yin-Feng ; Wu, Wen-Lin . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:2:d:10.1007_s11156-016-0560-6.

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2016When the Going Gets Tough: Durable Consumption and the Equity Premium. (2016). Pidkuyko, Myroslav. In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:225.

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2016Long-Run Risk is the Worst-Case Scenario. (2016). Dew-Becker, Ian ; Bidder, Rhys. In: NBER Working Papers. RePEc:nbr:nberwo:22416.

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2016The History of the Cross Section of Stock Returns. (2016). Roberts, Michael ; Linnainmaa, Juhani T. In: NBER Working Papers. RePEc:nbr:nberwo:22894.

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2017Dissecting Characteristics Nonparametrically. (2017). Weber, Michael ; Freyberger, Joachim ; Neuhierl, Andreas . In: NBER Working Papers. RePEc:nbr:nberwo:23227.

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2017Innovative Originality, Profitability, and Stock Returns. (2017). li, dongmei ; Hirshleifer, David ; Hsu, Po-Hsuan . In: NBER Working Papers. RePEc:nbr:nberwo:23432.

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2017Macro-Finance. (2017). Cochrane, John. In: Review of Finance. RePEc:oup:revfin:v:21:y:2017:i:3:p:945-985..

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2017Mispricing Factors. (2017). Stambaugh, Robert F ; Yuan, YU. In: Review of Financial Studies. RePEc:oup:rfinst:v:30:y:2017:i:4:p:1270-1315..

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2016Do Combination Forecasts Outperform the Historical Average? Economic and Statistical Evidence. (2016). Thomadakis, Apostolos. In: MPRA Paper. RePEc:pra:mprapa:71589.

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2016The unemployment-stock market relationship in South Africa: Evidence from symmetric and asymmetric cointegration models. (2016). Phiri, Andrew ; Ebersohn, J ; Tapa, Nosipho ; Tom, Zandile ; Lekoma, Molebogeng . In: MPRA Paper. RePEc:pra:mprapa:74101.

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2017A Reconsideration of the Equity Premium Puzzle. (2017). Cantillo, Miguel. In: MPRA Paper. RePEc:pra:mprapa:79357.

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2016Government Debt and the Returns to Innovation. (2016). Schmid, Lukas ; Nguyen, Thien ; Raymond, Steve ; Croce, Mariano . In: 2016 Meeting Papers. RePEc:red:sed016:1443.

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2016Welfare Cost of Fluctuations when Labor Market Search Interacts with Financial Frictions. (2016). Sopraseuth, Thepthida ; Langot, Francois ; Iliopulos, Eleni. In: 2016 Meeting Papers. RePEc:red:sed016:890.

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2017Labor Rigidity and the Dynamics of the Value Premium. (2017). Marfè, Roberto ; Marfe, Roberto . In: 2017 Meeting Papers. RePEc:red:sed017:466.

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2017Labor Hiring, Aggregate Dividends, and Return Predictability in the Time Series. (2017). Lin, Xiaoji ; Belo, Frederico ; DONANGELO, ANDReS ; Luo, Ding. In: 2017 Meeting Papers. RePEc:red:sed017:885.

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2016The Impact of Momentum Factors on Multi Asset Portfolio. (2016). Isiksal, Aliya Zhakanova ; Backhaus, Achim . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2016:i:4:p:146-169.

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2017Do Cross-Sectional Stock Return Predictors Pass the Test without Data-Snooping Bias?. (2017). Lin, Hsiou-Wei ; Hsu, Yu-Chin ; Vincent, Kendro . In: IEAS Working Paper : academic research. RePEc:sin:wpaper:17-a003.

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2016Covariances vs. characteristics: what does explain the cross section of the German stock market returns?. (2016). Fieberg, Christian ; Poddig, Thorsten ; Varmaz, Armin . In: Business Research. RePEc:spr:busres:v:9:y:2016:i:1:d:10.1007_s40685-016-0029-4.

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2016The predictive power of investment and accruals. (2016). Lewellen, Jonathan ; Resutek, Robert J. In: Review of Accounting Studies. RePEc:spr:reaccs:v:21:y:2016:i:4:d:10.1007_s11142-016-9369-8.

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2017Quantile relationships between standard, diffusion and jump betas across Japanese banks. (2017). Chowdhury, Biplob ; Dungey, Mardi ; Jeyasreedharan, Nagaratnam . In: Working Papers. RePEc:tas:wpaper:23638.

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2016The pricing of illiquidity and illiquid assets : Essays on empirical asset pricing. (2016). . In: Other publications TiSEM. RePEc:tiu:tiutis:cc548ebe-e34d-44c7-ac7c-a1fa214193f2.

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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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article13
2010Value versus Growth: Time-Varying Expected Stock Returns.(2010) In: NBER Working Papers.
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2005The Value Premium In: Journal of Finance.
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2009Financially Constrained Stock Returns In: Journal of Finance.
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article46
2006Financially Constrained Stock Returns.(2006) In: NBER Working Papers.
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2010The q-Theory Approach to Understanding the Accrual Anomaly In: Journal of Accounting Research.
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Unemployment Crises In: GSIA Working Papers.
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2013Unemployment Crises.(2013) In: NBER Working Papers.
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2005An Equilibrium Asset Pricing Model with Labor Market Search In: GSIA Working Papers.
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paper16
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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paper
2002Equilibrium Cross-Section of Returns In: CEPR Discussion Papers.
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paper145
2003Equilibrium Cross Section of Returns.(2003) In: Journal of Political Economy.
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2002Asset Pricing Implications of Firms Financing Constraints In: CEPR Discussion Papers.
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paper36
2002Asset Pricing Implications of Firms Financing Constraints.(2002) In: NBER Working Papers.
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2006Asset Pricing Implications of Firms Financing Constraints.(2006) In: Review of Financial Studies.
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2003Asset Prices and Business Cycles with Costly External Finance In: CEPR Discussion Papers.
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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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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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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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2012Digesting Anomalies: An Investment Approach In: Working Paper Series.
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paper5
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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article23
2001Equilibrium Stock Return Dynamics Under Alternative Rules of Learning About Hidden States.(2001) In: Computing in Economics and Finance 2001.
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paper
2008Is the value spread a useful predictor of returns? In: Journal of Financial Markets.
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article10
2005Is value riskier than growth? In: Journal of Financial Economics.
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article124
2008The expected value premium In: Journal of Financial Economics.
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article16
2006The Expected Value Premium.(2006) In: NBER Working Papers.
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paper
2010Does q-theory with investment frictions explain anomalies in the cross section of returns? In: Journal of Financial Economics.
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article25
2011Do time-varying risk premiums explain labor market performance? In: Journal of Financial Economics.
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article4
2013The investment manifesto In: Journal of Monetary Economics.
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article6
2005Expected returns, yield spreads, and asset pricing tests In: Proceedings.
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article19
2005Expected Returns, Yield Spreads, and Asset Pricing Tests.(2005) In: NBER Working Papers.
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2008Expected returns, yield spreads, and asset pricing tests.(2008) In: Review of Financial Studies.
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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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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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2011A Model of Momentum In: NBER Working Papers.
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paper2
2013Solving the DMP Model Accurately In: NBER Working Papers.
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paper3
2014A Comparison of New Factor Models In: NBER Working Papers.
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paper3
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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2017Replicating Anomalies In: NBER Working Papers.
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paper1
2017The Economics of Value Investing In: NBER Working Papers.
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2017Does the Investment Model Explain Value and Momentum Simultaneously? In: NBER Working Papers.
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2008Momentum Profits, Factor Pricing, and Macroeconomic Risk In: Review of Financial Studies.
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article57
2008The New Issues Puzzle: Testing the Investment-Based Explanation In: Review of Financial Studies.
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article52
2013A Supply Approach to Valuation In: Review of Financial Studies.
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2006Testing the q-Theory of Anomalies In: 2006 Meeting Papers.
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2010Aggregate Asset Pricing with Labor Market Frictions In: 2010 Meeting Papers.
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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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article59

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