Lu Zhang : Citation Profile


Are you Lu Zhang?

Ohio State University

19

H index

23

i10 index

1708

Citations

RESEARCH PRODUCTION:

31

Articles

59

Papers

RESEARCH ACTIVITY:

   18 years (2001 - 2019). See details.
   Cites by year: 94
   Journals where Lu Zhang has often published
   Relations with other researchers
   Recent citing documents: 210.    Total self citations: 51 (2.9 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh29
   Updated: 2020-10-17    RAS profile: 2019-04-07    
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Relations with other researchers


Works with:

Hou, Kewei (5)

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 (30)

Gourio, Francois (20)

Kogan, Leonid (17)

Nagel, Stefan (14)

Donangelo, Andres (14)

Hirshleifer, David (12)

Wachter, Jessica (12)

Nitschka, Thomas (10)

Guo, Hui (10)

HSU, Po-Hsuan (10)

Marfè, Roberto (10)

Cites to:

French, Kenneth (92)

Fama, Eugene (84)

Cochrane, John (50)

Whited, Toni (50)

Campbell, John (45)

Titman, Sheridan (31)

Gomes, João (24)

Stambaugh, Robert (23)

Hou, Kewei (22)

Lin, Xiaoji (21)

Shleifer, Andrei (20)

Main data


Where Lu Zhang has published?


Journals with more than one article published# docs
Review of Financial Studies7
Journal of Financial Economics5
Journal of Political Economy3
Journal of Finance2
Journal of Monetary Economics2
European Financial Management2
Review 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 Economics14
GSIA Working Papers / Carnegie Mellon University, Tepper School of Business2

Recent works citing Lu Zhang (2020 and 2019)


YearTitle of citing document
2019Acquisitions of Financially Constrained Targets. (2019). Madichie, Nnamdi ; Jory, Surendranath Rakesh ; Mohamad, Maslinawati. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2019:p:1-10.

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2019Multimodal Deep Learning for Finance: Integrating and Forecasting International Stock Markets. (2019). Yoo, Seong Joon ; Il, Sang. In: Papers. RePEc:arx:papers:1903.06478.

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2020Deep Learning in Asset Pricing. (2019). Zhu, Jason ; Pelger, Markus ; Chen, Luyang. In: Papers. RePEc:arx:papers:1904.00745.

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2019Detailed study of a moving average trading rule. (2019). Yen, Ju-Yi ; Silva, Christian A ; Ferreira, Fernando F. In: Papers. RePEc:arx:papers:1907.00212.

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2020Refined model of the covariance/correlation matrix between securities. (2020). Valeyre, Sebastien. In: Papers. RePEc:arx:papers:2001.08911.

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2020Spanning analysis of stock market anomalies under Prospect Stochastic Dominance. (2020). Scaillet, Olivier ; Topaloglou, Nikolas ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:2004.02670.

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2020Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences. (2020). Nwogugu, Michael. In: Papers. RePEc:arx:papers:2005.01709.

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2020Defining an intrinsic stickiness parameter of stock price returns. (2020). Andersen, Jorgen Vitting ; Massad, Naji. In: Papers. RePEc:arx:papers:2005.02351.

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2019What Does Structural Analysis of the External Finance Premium Say About Financial Frictions?. (2019). Zivanovic, Jelena. In: Staff Working Papers. RePEc:bca:bocawp:19-38.

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2020A Plucking Model of Business Cycles. (2020). Dupraz, Stéphane ; Steinsson, Jon ; Nakamura, Emi. In: Working papers. RePEc:bfr:banfra:748.

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2019Local currency bond returns in emerging market economies and the role of foreign investors. (2019). Wu, Jason ; Valente, Giorgio ; So, Inhwan. In: BIS Papers chapters. RePEc:bis:bisbpc:102-11.

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2020The financial distress pricing puzzle in banking firms. (2020). Lee, Inro ; Kim, Dongcheol. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1351-1384.

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2020Cash holdings, costly financing and the q theory of returns. (2020). Galpin, Neal . In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:1149-1174.

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2019Stock market integration, cost of equity capital, and corporate investment: Evidence from Brazil. (2019). Loncan, Tiago ; Hillier, David. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:181-206.

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2019Intangible assets and the book‐to‐market effect. (2019). Park, Hyuna . In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:207-236.

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2020Idiosyncratic momentum and the cross‐section of stock returns: Further evidence. (2020). Lin, QI. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:579-627.

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2020Consumption, asset wealth, equity premium, term spread, and flight to quality. (2020). Sousa, Ricardo ; Costantini, Mauro. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:778-807.

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2020Does local political support influence financial markets? A study on the impact of job approval ratings of political representatives on local stock returns. (2020). Park, Jung Chul ; Kim, Dong H ; Joo, Sunghoon. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:2:p:247-276.

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2020Taming the Factor Zoo: A Test of New Factors. (2020). Xiu, Dacheng ; Giglio, Stefano ; Feng, Guanhao. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1327-1370.

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2020WHATS IN A NAME? A CAUTIONARY TALE OF PROFITABILITY ANOMALIES AND LIMITS TO ARBITRAGE. (2020). DeLisle, Jared ; Zaynutdinova, Gulnara R ; Yuksel, Zafer H. In: Journal of Financial Research. RePEc:bla:jfnres:v:43:y:2020:i:2:p:305-344.

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2019Investment Dynamics and Earnings‐Return Properties: A Structural Approach. (2019). Breuer, Matthias ; Windisch, David. In: Journal of Accounting Research. RePEc:bla:joares:v:57:y:2019:i:3:p:639-674.

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2019Commemorating the 50‐Year Anniversary of Ball and Brown (1968): The Evolution of Capital Market Research over the Past 50 Years. (2019). Kothari, S P ; Wasley, Charles. In: Journal of Accounting Research. RePEc:bla:joares:v:57:y:2019:i:5:p:1117-1159.

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2020A Dynamic Network of Arbitrage Characteristics. (2020). Linton, O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2060.

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2020Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market. (2020). Gil-Alana, Luis ; Martin-Valmayor, Miguel ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8171.

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2020Are Characteristics Covariances or Characteristics?. (2020). Fieberg, Christian ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8377.

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2019Do Fundamentals Drive Cryptocurrency Prices?. (2019). Korniotis, George ; Delikouras, Stefanos ; Bhambhwani, Siddharth. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13724.

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2019A Supply and Demand Approach to Equity Pricing. (2019). Jo, Evan ; Calvet, Laurent ; Betermier, Sebastien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13974.

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2019The Low-Minus-High Portfolio and the Factor Zoo. (2019). Fournier, Mathieu ; Cujean, Julien ; Andrei, Daniel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14153.

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2019Global Market Inefficiencies. (2019). Grinblatt, Mark ; Bartram, Sohnke M. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14232.

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2020Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models. (2020). Favero, Carlo A ; Melone, Alessandro. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14417.

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2019The quality of governance and momentum profits: International evidence. (2019). Chen, Jiaqi ; Sherif, Mohamed. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:5:s0890838919300484.

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2020Limited investor attention, relative fundamental strength, and the cross-section of stock returns. (2020). Chen, Min ; Yung, Kenneth ; Sun, Licheng ; Zhu, Zhaobo. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:4:s0890838919300848.

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2019Unemployment fluctuations over the life cycle. (2019). Sopraseuth, Thepthida ; Hairault, Jean-Olivier ; Langot, Francois. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:334-352.

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2020Labor market search, endogenous disasters and the equity premium puzzle. (2020). Heiberger, Christopher. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188920300671.

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2020Factor Investing for the Long Run. (2020). Tarelli, Andrea ; Lioui, Abraham. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301287.

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2019Which is the best: A comparison of asset pricing factor models in Chinese mutual fund industry. (2019). Gao, Ran ; Sha, Yezhou. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:8-16.

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2020The macroeconomic drivers in hedge fund beta management. (2020). Platania, Federico ; Lambert, Marie. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:65-80.

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2019The impacts of overseas market shocks on the CDS-option basis. (2019). Ryu, Doojin ; Kutan, Ali M ; Park, Yuen Jung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:622-636.

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2019Information in mispricing factors for future investment opportunities. (2019). Ryu, Doojin ; Kang, Hankil. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:657-668.

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2019Firm-specific investor sentiment and daily stock returns. (2019). Ryu, Doojin ; Cho, Hoon ; Ik, Sang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s106294081830158x.

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2020Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303183.

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2020Do actively managed mutual funds exploit stock market mispricing?. (2020). Lee, Changjun ; Kang, Jangkoo ; Jeon, Hyunglae . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300863.

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2020The Fama-French’s five-factor model relation with interest rates and macro variables. (2020). da Silveira, Claudio Henrique ; Figueiredo, Antonio Carlos ; Klotzle, Marcelo Cabus ; Leite, Andre Luis. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300942.

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2019Expected profitability and the cross-section of stock returns. (2019). Lin, XI. In: Economics Letters. RePEc:eee:ecolet:v:183:y:2019:i:c:4.

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2020An investment-based explanation for the dispersion anomaly. (2020). Min, Byoung-Kyu ; Roh, Tai-Yong. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519304215.

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2019A diagnostic criterion for approximate factor structure. (2019). Scaillet, Olivier ; Ossola, Elisa ; Gagliardini, Patrick. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:2:p:503-521.

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2020The role of search frictions in the long-run relationships between inflation, unemployment and capital. (2020). Gomis-Porqueras, Pedro ; Sun, Hongfei ; Huangfu, Stella. In: European Economic Review. RePEc:eee:eecrev:v:123:y:2020:i:c:s0014292120300283.

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2019The cross-section of returns in frontier equity markets: Integrated or segmented pricing?. (2019). Maydybura, Alina ; Zaremba, Adam. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:219-238.

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2019The cross-section of emerging market stock returns. (2019). Lauterbach, Jochim G ; Hanauer, Matthias X. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:265-286.

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2019Stock pricing in Latin America: The synchronicity effect. (2019). Lima, Fabiano Guasti ; Figlioli, Bruno. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:1-17.

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2020Is there an illiquidity premium in frontier markets?. (2020). Umar, Zaghum ; Zaremba, Adam ; Stereczak, Szymon. In: Emerging Markets Review. RePEc:eee:ememar:v:42:y:2020:i:c:s1566014119302481.

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2019Portfolio concentration and mutual fund performance. (2019). Riley, Timothy B ; Fulkerson, Jon A. In: Journal of Empirical Finance. RePEc:eee:empfin:v:51:y:2019:i:c:p:1-16.

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2019Consumption growth predictability and asset prices. (2019). Min, Byoung-Kyu ; Lee, Changjun ; Roh, Tai-Yong . In: Journal of Empirical Finance. RePEc:eee:empfin:v:51:y:2019:i:c:p:95-118.

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2019How do disposition effect and anchoring bias interact to impact momentum in stock returns?. (2019). Singh, Vivek ; Hur, Jungshik. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:238-256.

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2019Horizontal industry relationships and return predictability. (2019). Zeng, Kailin ; Schlag, Christian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:310-330.

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2019Cross-sectional return dispersion and currency momentum. (2019). Eriksen, Jonas. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:91-108.

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2019Asset pricing model uncertainty. (2019). Borup, Daniel. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:166-189.

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2019What causes the asymmetric correlation in stock returns?. (2019). Chung, Peter Y ; Kim, Thomas S ; Hong, Hyun A. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:190-212.

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2020Value at risk, cross-sectional returns and the role of investor sentiment. (2020). Zhu, Yifeng ; Bi, Jia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:56:y:2020:i:c:p:1-18.

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2020The oil price risk and global stock returns. (2020). Azimli, Asil. In: Energy. RePEc:eee:energy:v:198:y:2020:i:c:s0360544220304278.

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2019Investment-related anomalies in Australia: Evidence and explanations. (2019). Zhong, Angel ; Gray, Philip ; Cao, Viet Nga . In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:97-109.

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2019Review of new trends in the literature on factor models and mutual fund performance. (2019). Mateus, Cesario ; Todorovic, Natasa. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:344-354.

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2020Social media effect, investor recognition and the cross-section of stock returns. (2020). Li, Youwei ; Feng, XU ; Cao, Xing ; Zhang, Wei ; Meng, Xiangtong. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919304818.

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2020Time series momentum and macroeconomic risk. (2020). O'Brien, John ; Hutchinson, Mark C. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301137.

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2020Profitability of momentum strategies in Latin America. (2020). Lizarzaburu, Edmundo ; Cardona, Emilio ; Berggrun, Luis. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301460.

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2020Media tone and expected stock returns. (2020). Han, Jingguang ; Liu, Sha. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301666.

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2019Model comparison tests of linear factor models in U.K. stock returns. (2019). Fletcher, Jonathan. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:281-291.

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2019Revisiting the price effect in US stocks. (2019). Lu, Helen ; Geertsema, Paul . In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:139-144.

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2020Dissecting the effectiveness of firm financial strength in predicting Chinese stock market. (2020). Jiang, Fuwei ; Tang, Guohao ; Jin, Fujing. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319303873.

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2020The role of bank funding in systematic risk transmission. (2020). Satchell, Stephen ; Muijsson, Cherry. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319300157.

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2019Market anomalies and disaster risk: Evidence from extreme weather events. (2019). Siebert, Mark G ; Lioui, Abraham ; Lanfear, Matthew G. In: Journal of Financial Markets. RePEc:eee:finmar:v:46:y:2019:i:c:s1386418118300776.

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2019Short selling and market anomalies. (2019). Zhang, Jianzhong ; Wu, Juan. In: Journal of Financial Markets. RePEc:eee:finmar:v:46:y:2019:i:c:s1386418118303525.

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2019Short-term momentum (almost) everywhere. (2019). Zaremba, Adam ; Karathanasopoulos, Andreas ; Long, Huaigang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119300976.

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2019Forecast ranked tailored equity portfolios. (2019). Buncic, Daniel ; Stern, Cord. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119301325.

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2019Financial constraints, stock liquidity, and stock returns. (2019). Li, Xiafei ; Luo, DI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119301878.

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2019Why do accruals predict earnings?. (2019). Resutek, Robert J ; Lewellen, Jonathan . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:67:y:2019:i:2:p:336-356.

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2020Earnings acceleration and stock returns. (2020). Narayanamoorthy, Ganapathi ; He, Shuoyuan. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:69:y:2020:i:1:s0165410119300333.

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2019Earnings management and post-split drift. (2019). Lin, Tse-Chun ; Chan, Konan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:136-146.

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2019Option-Implied variance asymmetry and the cross-section of stock returns. (2019). Li, Junye ; Huang, Tao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:101:y:2019:i:c:p:21-36.

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2019Asset prices and “the devil(s) you know”. (2019). Prokopczuk, Marcel ; Hollstein, Fabian ; Benno, Duc Binh. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:105:y:2019:i:c:p:20-35.

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2019Activist investors and open market share repurchases. (2019). Liu, Baixiao ; Clarke, Nicholas ; Autore, Don M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:107:y:2019:i:c:1.

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2019Short interest, stock returns and credit ratings. (2019). Wu, Chunchi ; Guo, XU. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:108:y:2019:i:c:s037842661930192x.

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2020Curve momentum. (2020). Prokopczuk, Marcel ; Simen, Chardin Wese ; Paschke, Raphael . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426619302912.

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2020Political uncertainty, market anomalies and Presidential honeymoons. (2020). Zhong, Angel ; Gray, Stephen ; Chan, Kam Fong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300169.

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2020Does earnings growth drive the quality premium?. (2020). Lansdorp, Simon ; Huij, Joop ; Hanauer, Matthias X ; Kyosev, Georgi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300534.

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2020Factoring characteristics into returns: A clinical study on the SMB and HML portfolio construction methods. (2020). Hübner, Georges ; Hubner, Georges ; Fays, Boris ; Lambert, Marie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300789.

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2020Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications. (2020). Ruenzi, Stefan ; Weigert, Florian ; Ungeheuer, Michael. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:115:y:2020:i:c:s0378426620300765.

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2020The R&D anomaly: Risk or mispricing?. (2020). Mazouz, Khelifa ; Evans, Kevin P ; Leung, Woon Sau. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:115:y:2020:i:c:s0378426620300820.

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2019Asset growth, style investing, and momentum. (2019). Chou, Pin-Huang ; Yang, Nien-Tzu ; Ko, Kuan-Cheng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:108-124.

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2019Fama-French, CAPM, and implied cost of equity. (2019). Obrien, Thomas J ; Mishra, Dev R. In: Journal of Economics and Business. RePEc:eee:jebusi:v:101:y:2019:i:c:p:73-85.

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2019Do insiders time management buyouts and freezeouts to buy undervalued targets?. (2019). Harford, Jarrad ; Zhang, Feng ; Stanfield, Jared. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:1:p:206-231.

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2019The profitability and investment premium: Pre-1963 evidence. (2019). Wahal, Sunil. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:2:p:362-377.

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2019Common risk factors in the cross-section of corporate bond returns. (2019). Wen, Quan ; Bali, Turan G ; Bai, Jennie. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:3:p:619-642.

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2019Bear beta. (2019). Murray, Scott ; Lu, Zhongjin . In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:3:p:736-760.

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2019Industry familiarity and trading: Evidence from the personal portfolios of industry insiders. (2019). Rossi, Andrea ; Birru, Justin ; Ben-David, Itzhak. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:1:p:49-75.

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2019Too good to be true? Fallacies in evaluating risk factor models. (2019). Gospodinov, Nikolay ; Robotti, Cesare ; Kan, Raymond. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:2:p:451-471.

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2019The cross-section of labor leverage and equity returns. (2019). Gourio, Francois ; Kehrig, Matthias ; Donangelo, Andres ; Palacios, Miguel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:2:p:497-518.

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2019Government debt and the returns to innovation. (2019). Nguyen, Thien T ; Croce, M M ; Schmid, L ; Raymond, S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:3:p:205-225.

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2019In search of preference shock risks: Evidence from longevity risks and momentum profits. (2019). Yang, Bowen ; Chen, Zhanhui . In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:1:p:225-249.

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2019Empirical tests of asset pricing models with individual assets: Resolving the errors-in-variables bias in risk premium estimation. (2019). Roll, Richard ; Pukthuanthong, Kuntara ; Noh, Joonki ; Jegadeesh, Narasimhan ; Wang, Junbo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:2:p:273-298.

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2019The cash conversion cycle spread. (2019). Wang, Baolian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:133:y:2019:i:2:p:472-497.

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

Works by Lu Zhang:


YearTitleTypeCited
2018Endogenous Disasters In: American Economic Review.
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article4
2017The Investment CAPM In: European Financial Management.
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2015The Investment CAPM.(2015) In: Working Paper Series.
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2017The Investment CAPM.(2017) In: NBER Working Papers.
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2018EFM Special Issue “Corporate Policies and Asset Prices” In: European Financial Management.
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2011Value versus Growth: Time‐Varying Expected Stock Returns In: Financial Management.
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article22
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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article241
2009Financially Constrained Stock Returns In: Journal of Finance.
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article64
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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article44
Unemployment Crises In: GSIA Working Papers.
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paper11
2013Unemployment Crises.(2013) In: Working Paper Series.
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paper
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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paper20
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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paper183
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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paper45
2002Asset Pricing Implications of Firms Financing Constraints.(2002) In: NBER Working Papers.
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paper
2006Asset Pricing Implications of Firms Financing Constraints.(2006) In: Review of Financial Studies.
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article
2003Asset Prices and Business Cycles with Costly External Finance In: CEPR Discussion Papers.
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paper41
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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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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paper7
2012Digesting Anomalies: An Investment Approach.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
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paper
2015The CAPM Strikes Back? An Investment Model with Disasters In: Working Paper Series.
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paper4
2015The CAPM Strikes Back? An Investment Model with Disasters.(2015) In: NBER Working Papers.
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paper
2015A Comparison of New Factor Models In: Working Paper Series.
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paper9
2017Replicating Anomalies In: Working Paper Series.
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paper26
2017Replicating Anomalies.(2017) In: NBER Working Papers.
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2017The Economics of Value Investing In: Working Paper Series.
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paper1
2017The Economics of Value Investing.(2017) In: NBER Working Papers.
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2018Motivating Factors In: Working Paper Series.
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paper0
2018Q5 In: Working Paper Series.
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paper0
2004Equilibrium stock return dynamics under alternative rules of learning about hidden states In: Journal of Economic Dynamics and Control.
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article25
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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article13
2019The CAPM strikes back? An equilibrium model with disasters In: Journal of Financial Economics.
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article3
2005Is value riskier than growth? In: Journal of Financial Economics.
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article183
2008The expected value premium In: Journal of Financial Economics.
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article26
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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article50
2011Do time-varying risk premiums explain labor market performance? In: Journal of Financial Economics.
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article9
2013The investment manifesto In: Journal of Monetary Economics.
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article26
2014A neoclassical interpretation of momentum In: Journal of Monetary Economics.
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article13
2005Expected returns, yield spreads, and asset pricing tests In: Proceedings.
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article34
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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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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2009Anomalies.(2009) In: Review of Financial Studies.
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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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paper1
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.
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paper8
2014Which Factors? In: NBER Working Papers.
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paper4
2019Which Factors?.(2019) In: Review of Finance.
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article
2017Does the Investment Model Explain Value and Momentum Simultaneously? In: NBER Working Papers.
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paper0
2018q⁵ In: NBER Working Papers.
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paper0
2019Security Analysis: An Investment Perspective In: NBER Working Papers.
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paper0
2019Does Costly Reversibility Matter for U.S. Public Firms? In: NBER Working Papers.
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paper0
2019Q-factors and Investment CAPM In: NBER Working Papers.
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paper0
2014Do Anomalies Exist Ex Ante? In: Review of Finance.
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article10
2008Momentum Profits, Factor Pricing, and Macroeconomic Risk In: Review of Financial Studies.
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article107
2008The New Issues Puzzle: Testing the Investment-Based Explanation In: Review of Financial Studies.
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article95
2013A Supply Approach to Valuation In: Review of Financial Studies.
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article4
2015Editors Choice Digesting Anomalies: An Investment Approach In: Review of Financial Studies.
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article231
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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2013Shooting the CAPM In: 2013 Meeting Papers.
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2014Endogenous Economic Disasters and Asset Prices In: 2014 Meeting Papers.
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paper3
2004Erratum: Equilibrium Cross Section of Returns In: Journal of Political Economy.
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2009Investment-Based Expected Stock Returns In: Journal of Political Economy.
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article107
2017Solving the Diamond–Mortensen–Pissarides model accurately In: Quantitative Economics.
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