Lu Zheng : Citation Profile


Are you Lu Zheng?

Shanghai Jiao Tong University

10

H index

10

i10 index

1001

Citations

RESEARCH PRODUCTION:

11

Articles

5

Papers

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 62
   Journals where Lu Zheng has often published
   Relations with other researchers
   Recent citing documents: 118.    Total self citations: 3 (0.3 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh589
   Updated: 2022-10-01    RAS profile: 2014-12-05    
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Relations with other researchers


Works with:

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

Is cited by:

Sialm, Clemens (16)

wermers, russell (15)

Pastor, Lubos (14)

Ruenzi, Stefan (13)

Stambaugh, Robert (13)

Gallagher, David (11)

Kacperczyk, Marcin (10)

Casavecchia, Lorenzo (9)

Veldkamp, Laura (8)

Van Nieuwerburgh, Stijn (7)

Tang, Yuehua (7)

Cites to:

Campbell, John (13)

Goetzmann, William (11)

Stulz, René (6)

Grinblatt, Mark (6)

Titman, Sheridan (5)

French, Kenneth (5)

Metrick, Andrew (4)

Carhart, Mark (4)

Grossman, Sanford (4)

Shiller, Robert (4)

Ramadorai, Tarun (4)

Main data


Where Lu Zheng has published?


Journals with more than one article published# docs
Review of Financial Studies3
Journal of Empirical Finance2
Journal of Finance2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc4

Recent works citing Lu Zheng (2022 and 2021)


YearTitle of citing document
2022Reallocation of Mutual Fund Managers and Capital Raising Ability. (2022). Xu, Yue. In: CREATES Research Papers. RePEc:aah:create:2022-11.

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2022Forward utility and market adjustments in relative investment-consumption games of many players. (2020). Platonov, Vadim ; Reis, Goncalo Dos . In: Papers. RePEc:arx:papers:2012.01235.

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2021What drives investors to chase returns?. (2021). Michelangeli, Valentina ; Reichling, Felix ; Huntley, Jonathan . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1334_21.

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2021When the panic broke out: COVID-19 and investment funds portfolio rebalancing around the world. (2021). Santioni, Raffaele ; Affinito, Massimiliano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1342_21.

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2021Can Machine Learning Help to Select Portfolios of Mutual Funds?. (2021). , Andre ; Nogales, Francisco J ; Gil-Bazo, Javier ; Demiguel, Victor ; de Miguel, Victor . In: Working Papers. RePEc:bge:wpaper:1245.

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2022Low carbon transition risk in mutual fund portfolios: Managerial involvement and performance effects. (2022). Reboredo, Juan ; Otero, Luis A. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:3:p:950-968.

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2021Informativeness of mutual fund advertisements: Does advertising communicate fund quality to investors?. (2021). Pukthuanthong, Kuntara ; Obaid, Khaled. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:203-236.

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2021Portfolios of actively managed mutual funds. (2021). Riley, Timothy B. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:2:p:205-230.

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2021A nonrandom walk down Hollywood boulevard: Celebrity deaths and investor sentiment. (2021). Lepori, Gabriele M. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:3:p:591-613.

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2022Fund names versus family names: Implications for mutual fund flows. (2022). el Ghoul, Sadok ; Karoui, Aymen . In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:509-531.

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2021The Economics of Hedge Fund Startups: Theory and Empirical Evidence. (2021). Zhang, Hong ; Farnsworth, Grant ; Cao, Charles. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1427-1469.

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2021Dont Take Their Word for It: The Misclassification of Bond Mutual Funds. (2021). Gurun, Umit G ; Cohen, Lauren ; Chen, Huaizhi. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:1699-1730.

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2021Sentiment Trading and Hedge Fund Returns. (2021). han, bing ; Chen, Yong ; Pan, Jing. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:2001-2033.

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2021Active share: A blessing and a curse. (2021). Gilstrap, Collin ; Cline, Brandon N. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:2:p:431-463.

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2021Do more active funds still earn higher performance? Evidence from Active Share over time. (2021). Nelling, Edward ; Lantushenko, Viktoriya. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:4:p:725-752.

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2022Mutual fund performance and changes in factor exposure. (2022). Matallinsaez, Juan Carlos ; Juan Carlos Matallin Saez, ; de Mingolopez, Diego Victor ; Conlon, Thomas ; Bessler, Wolfgang. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:1:p:17-52.

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2021Copycat Skills and Disclosure Costs: Evidence from Peer Companies’ Digital Footprints. (2021). Yang, Baozhong ; Du, Kai ; Cao, Sean Shun ; Zhang, Alan L. In: Journal of Accounting Research. RePEc:bla:joares:v:59:y:2021:i:4:p:1261-1302.

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2021Retail investor risk-seeking, attention, and the January effect. (2021). Schmidt, Adam ; Chen, Zhongdong ; Wang, Jinai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000551.

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2021Do global equity mutual funds exhibit home bias?. (2021). Liu, Ming ; Hiraki, Takato. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000526.

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2021National air pollution and the cross-section of stock returns in China. (2021). Zhang, Jin E ; Ruan, Xinfeng ; Gehricke, Sebastian A ; Kirk-Reeve, Samuel. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001167.

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2021Institutional trading in firms rumored to be takeover targets. (2021). Khadivar, Hamed ; Davis, Frederick ; Walker, Thomas J. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302418.

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2021Need for speed: High-speed rail and firm performance. (2021). Liu, Zijie ; Kuang, Chun ; Zhu, Wenyu. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302741.

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2021Recession managers and mutual fund performance. (2021). Zhou, Si ; Lasfer, Meziane ; Song, Wei ; Chen, Jie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001310.

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2021Corporate financing of investment opportunities in a world of institutional cross-ownership. (2021). Wang, Chong ; Li, Qingyuan ; Chen, Yangyang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001632.

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2021COVID-19 pandemic effect on trading and returns: Evidence from the Chinese stock market. (2021). Ma, Hongkun ; Bing, Tao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:384-396.

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2022Fund renaming and fund flows: Evidence from Chinas stock market crash in 2015. (2022). Kang, Yankun ; Liu, Ruiming ; Chen, Shu ; Shi, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000177.

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2021Herding in Open-end Funds: Evidence from China. (2021). Li, Shouwei ; Wang, HU ; Ma, Yuyin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000516.

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2021National culture and socially responsible fund flows. (2021). ureche -Rangau, Loredana ; Ureche-Rangau, Loredana ; Laribi, Dorra ; Labidi, Chiraz. In: Emerging Markets Review. RePEc:eee:ememar:v:46:y:2021:i:c:s1566014120300960.

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2022Does air pollution influence investor trading behavior? Evidence from China. (2022). Huang, Lin ; Wei, Mengxin ; Guo, Mengmeng. In: Emerging Markets Review. RePEc:eee:ememar:v:50:y:2022:i:c:s1566014121000303.

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2021Endogeneity in the mutual fund flow–performance relationship: An instrumental variables solution. (2021). Rakowski, David ; Yamani, Ehab. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:247-271.

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2021Investment restrictions and fund performance. (2021). Hong, Xin ; Fulkerson, Jon A. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:317-336.

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2021Carbon-intensive industries in Socially Responsible mutual funds portfolios. (2021). Muoz, Fernando. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000831.

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2021Risk-taking and performance of government bond mutual funds. (2021). Kim, Donghyun ; Wang, Xiaoqiong ; Li, Chengcheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001150.

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2021Temperature and trading behaviours. (2021). Liu, Jia ; Zhang, Xiaotao. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002179.

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2021Do machines beat humans? Evidence from mutual fund performance persistence. (2021). Chen, Yihao ; Miguel, Antonio F. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002398.

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2022Mutual fund performance persistence: Factor models and portfolio size. (2022). O'Sullivan, Niall ; Nitzsche, Dirk ; Cuthbertson, Keith. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922001016.

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2021Stock Return Predictability: Evidence Across US Industries. (2021). Thuy, Quynh Thi. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320302646.

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2021Death and the life hereafter: A study of the subsequent hedge funds. (2021). Gao, Yang ; Wu, Bochen ; Yao, Juan. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320310850.

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2022Seasonal and Calendar Effects and the Price Efficiency of Cryptocurrencies. (2022). Eichel, Ron ; Aharon, David Y ; Qadan, Mahmoud. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003597.

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2022The power of ESG transparency: The effect of the new SFDR sustainability labels on mutual funds and individual investors. (2022). Walter, Andreas ; Martin, Fabio ; Becker, Martin G. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000332.

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2021Institutional investor heterogeneity and market price dynamics: Evidence from investment horizon and portfolio concentration. (2021). Jimmy, Ji Yeol ; Joe, Denis Yongmin ; Kim, Hyun-Dong. In: Journal of Financial Markets. RePEc:eee:finmar:v:54:y:2021:i:c:s1386418120300732.

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2022Hedge fund hold ’em. (2022). Ray, Sugata ; Mortal, Sandra ; Lu, Yan. In: Journal of Financial Markets. RePEc:eee:finmar:v:57:y:2022:i:c:s1386418120300859.

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2022Friend or foe: On a common shareholder relationship between mutual funds and public companies. (2022). Zheng, LU ; Tian, Shu ; Lin, Shu ; Hulin, S. In: Journal of Financial Markets. RePEc:eee:finmar:v:58:y:2022:i:c:s1386418121000549.

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2021Vulnerable asset management? The case of mutual funds. (2021). Fricke, Daniel. In: Journal of Financial Stability. RePEc:eee:finsta:v:52:y:2021:i:c:s1572308920301005.

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2022Price sensitivity of the consumer-investor: Evidence from energy prices and mutual fund fees. (2022). Gupta-Mukherjee, Swasti ; Mi, Hae. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000934.

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2021Sovereign CDS and mutual funds: Global evidence. (2021). Vivian, Andrew ; Calice, Giovanni ; Alsubaiei, Bader J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000731.

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2021From taper tantrum to Covid-19: Portfolio flows to emerging markets in periods of stress. (2021). Ferriani, Fabrizio. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001086.

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2021Obfuscation in mutual funds. (2021). Zhu, Christina ; Xie, Chloe ; Song, Yang ; Dehaan, ED. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:72:y:2021:i:2:s0165410121000446.

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2021Does portfolio concentration affect performance? Evidence from corporate bond mutual funds. (2021). Wang, Ying ; Qin, Nan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302946.

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2021Stock-selection timing. (2021). Zhang, Huacheng ; Zaynutdinova, Gulnara R ; Jiang, George J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:125:y:2021:i:c:s0378426621000479.

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2021Internet search, fund flows, and fund performance. (2021). Lai, Christine W ; Chen, Hsuan-Chi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s0378426621001254.

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2021Hedge fund portfolio selection with fund characteristics. (2021). Kahra, Hannu ; Kauppila, Mikko ; Joenvaara, Juha. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:132:y:2021:i:c:s0378426621001916.

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2021Does secrecy signal skill? Own-investor secrecy and hedge fund performance. (2021). Kuzmina, Olga ; Kelly, Patrick ; Gorovyy, Sergiy. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002442.

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2022Knowledge spillovers in the mutual fund industry through labor mobility. (2022). Peitzmeier, Claudia ; Kempf, Alexander ; Cici, Gjergji. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002624.

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2022Mutual fund tax implications when investment advisors manage tax-exempt separate accounts. (2022). Liu, Yanguang ; Hill-Kleespie, Austin ; Beggs, William. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s037842662100265x.

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2022Hedge fund family ties. (2022). Spilker, Harold D. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002776.

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2022Do Hedge Fund Managers Understand Politics? Political Sensitivity and Investment Skill. (2022). Singh, Ajai ; Lu, Yan ; Kumar, Alok ; Chen, Honghui. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426621003228.

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2022Common ownership, price informativeness, and corporate investment. (2022). Yezegel, Ari ; Kang, Namho ; Ji, IN. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426621003241.

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2022On the performance of cryptocurrency funds. (2022). Babiak, Mykola ; Bianchi, Daniele. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s037842662200067x.

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2021Is quantitative and qualitative information relevant for choosing mutual funds?. (2021). Duran-Santomil, Pablo ; Otero-Gonzalez, Luis. In: Journal of Business Research. RePEc:eee:jbrese:v:123:y:2021:i:c:p:476-488.

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2021Picking funds with confidence. (2021). Wermers, Russ ; Timmermann, Allan ; Lunde, Asger ; Gronborg, Niels S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:1:p:1-28.

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2021Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices. (2021). Smajlbegovic, Esad ; Roling, Christoph ; Jank, Stephan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:1:p:209-233.

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2021Out of sight no more? The effect of fee disclosures on 401(k) investment allocations. (2021). Sialm, Clemens ; Kronlund, Mathias ; Stefanescu, Irina ; Pool, Veronika K. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:2:p:644-668.

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2021A tale of two types: Generalists vs. specialists in asset management. (2021). Zapatero, Fernando ; Zambrana, Rafael. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:2:p:844-861.

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2021Informed trading in government bond markets. (2021). Czech, Robert ; Lou, Dong ; Huang, Shiyang ; Wang, Tianyu. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:3:p:1253-1274.

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2022Is there a home field advantage in global markets?. (2022). Karolyi, Andrew G ; Jiao, Wei ; Jagannathan, Murali. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:2:p:742-770.

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2022The company you keep: Investment adviser clientele and mutual fund performance?. (2022). Beggs, William. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:50:y:2022:i:c:s1042957321000474.

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2021Managerial ability premium factor and fund performance. (2021). Doukas, John A ; Dong, Feng. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560621000024.

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2022Home bias and expected returns: A structural approach. (2022). Iseli, Christoph ; Wallmeier, Martin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:124:y:2022:i:c:s0261560622000377.

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2022Prospect theory preferences and global mutual fund flows. (2022). Jacob, Joshy ; Mishra, Anil V ; Gupta, Nilesh. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:125:y:2022:i:c:s0261560622000432.

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2021Financial contagion between the financial and the mining industries – Empirical evidence based on the symmetric and asymmetric CoVaR approach. (2021). Jonek-Kowalska, Izabela ; Jurkowska, Aleksandra ; Fijorek, Kamil. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309934.

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2021Determinants of non-compliant equity funds with EU portfolio concentration limits. (2021). Vicente, Luis ; Sarto, Jose Luis ; Loban, Lidia. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:62:y:2021:i:c:s1042444x21000311.

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2021Limited attention, managerial multitasking, and hedge fund performance in China. (2021). He, Yuqian ; Wang, Xueding ; Li, Yang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000755.

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2021Deriving managerial skills by dissecting holding changes of mutual funds: Evidence from China. (2021). Sun, Ping-Wen ; Ren, HE ; Jun, Xiao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001190.

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2022The effect of Chinese lunar calendar on individual investors trading. (2022). , Robin ; Lin, Chih-Yung ; Chiu, Junmao ; Huang, Yin-Siang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:71:y:2022:i:c:s0927538x21002018.

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2021Are consumers attentive to local energy costs? Evidence from the appliance market. (2021). Myers, Erica ; Houde, Sebastien. In: Journal of Public Economics. RePEc:eee:pubeco:v:201:y:2021:i:c:s004727272100116x.

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2021Share pledge transactions as an investor sentiment indicator - Evidence from China. (2021). Ho Yin Yick, ; Wang, Jianli ; Zhu, Xiaoyu ; Lu, Hengzhen. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:230-238.

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2021Do mutual funds lose talent to hedge funds? Evidence from China. (2021). Wang, Zhibin ; Kang, DI ; Hong, Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:679-689.

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2021Lunar eclipses, analyst sentiment, and earnings forecasts: Evidence from China. (2021). Chen, Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:1007-1024.

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2021Financial literacy and fraud detection——Evidence from China. (2021). Wu, Weixing ; Peng, Ming ; Wei, LI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:478-494.

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2022Diversification and manager autonomy in fund families: Implications for investors. (2022). Ortiz, Cristina ; Gimeno, Ruth ; Andreu, Laura. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002269.

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2021Dynamic Effects of Material Production and Environmental Sustainability on Economic Vitality Indicators: A Panel VAR Approach. (2021). Leitão, João ; Ferreira, Joaquim ; Leito, Joo. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:74-:d:495741.

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2021A New Measure of Market Inefficiency. (2021). Gordillo, Jose Luis ; Benink, Harald A ; Stephens, Christopher R ; Pardo-Guerra, Juan Pablo . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:6:p:263-:d:572629.

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2022Sovereign Exposures of European Banks: It Is Not All Doom. (2022). Vander Vennet, Rudi ; Present, Thomas ; Lamers, Martien. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:2:p:69-:d:741383.

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2021Fund Ratings of Socially Responsible Investing (SRI) Funds: A Precautionary Note. (2021). Jitmaneeroj, Boonlert ; Budsaratragoon, Pornanong. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:14:p:7548-:d:589476.

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2022Contagion in the Banking Industry: a Robust-to-Endogeneity Analysis. (2022). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Bereau, Sophie. In: Working Papers. RePEc:hal:wpaper:halshs-03513049.

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2021On the Performance of Cryptocurrency Funds. (2021). Babiak, Mykola ; Bianchi, Daniele. In: Working Paper Series. RePEc:hhs:rbnkwp:0408.

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2021Hedge Fund Franchises. (2021). Hsieh, David ; Fung, William ; Teo, Melvyn ; Naik, Narayan. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:2:p:1199-1226.

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2021Transaction Costs, Portfolio Characteristics, and Mutual Fund Performance. (2021). Chordia, Tarun ; Busse, Jeffrey A ; Tang, Yuehua ; Jiang, Lei. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:2:p:1227-1248.

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2021Financial Astrology and Behavioral Bias: Evidence from India. (2021). Sudalaimuthu, S ; Mohanty, Shiba Prasad ; Mahendra, Ashish. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:1:d:10.1007_s10690-020-09310-8.

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2021The Role of Mutual Funds in Corporate Social Responsibility. (2021). Ramani, Srikanth ; Patel, Saurin ; Li, Zhichuan Frank. In: Journal of Business Ethics. RePEc:kap:jbuset:v:174:y:2021:i:3:d:10.1007_s10551-020-04618-x.

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2021Specialization and Institutional Investors’ Performance – Evidence from Publicly Traded Real Estate. (2021). Cashman, George D ; Beracha, Eli ; Skiba, Hilla . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:62:y:2021:i:1:d:10.1007_s11146-019-09732-w.

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2021Performance and Market Maturity in Mutual Funds: Is Real Estate Different?. (2021). Schulz, Rainer ; MacGregor, Bryan D ; Zhao, Yuan. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:63:y:2021:i:3:d:10.1007_s11146-020-09787-0.

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2021Institutional underperformance: Should managers listen to the sell-side before trading?. (2021). Chakraborty, Madhumita ; Singh, Vivek ; Hobbs, Jeffrey. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:1:d:10.1007_s11156-020-00948-z.

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2021Is Hard and Soft Information Substitutable? Evidence from Lockdown. (2021). Massa, Massimo ; Bai, Jennie. In: NBER Working Papers. RePEc:nbr:nberwo:29513.

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2021A Panel Regression Approach to Holdings-Based Fund Performance Measures. (2021). Wang, Junbo L ; Ferson, Wayne. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:11:y:2021:i:4:p:695-734..

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2022Swing Pricing and Fragility in Open-End Mutual Funds. (2022). Suntheim, Felix ; Kahraman, Bige ; Kacperczyk, Marcin ; Jin, Dunhong. In: Review of Financial Studies. RePEc:oup:rfinst:v:35:y:2022:i:1:p:1-50..

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2021Air pollution, investor sentiment and excessive returns. (2021). Muntifering, Matthew. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:2:d:10.1057_s41260-021-00206-4.

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2022Puzzle solved? A comprehensive analysis of hedge fund-like mutual funds according to the value-added paradigm. (2022). Stetsyuk, Ivan ; Light, Nathaniel . In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:3:d:10.1057_s41260-022-00261-5.

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2021On management risk and price in the mutual fund industry: style and performance distribution analysis. (2021). Mingo-Lopez, Diego Victor ; Soler-Dominguez, Amparo ; Matallin-Saez, Juan Carlos. In: Risk Management. RePEc:pal:risman:v:23:y:2021:i:1:d:10.1057_s41283-021-00072-9.

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2021On the underestimation of risk in hedge fund performance persistence: geolocation and investment strategy effects.. (2021). Klubinski, William ; Verousis, Thanos. In: MPRA Paper. RePEc:pra:mprapa:109766.

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

Works by Lu Zheng:


YearTitleTypeCited
2005On the Industry Concentration of Actively Managed Equity Mutual Funds In: Journal of Finance.
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article303
2004On the Industry Concentration of Actively Managed Equity Mutual Funds.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 303
paper
2006Tax?Loss Selling and the January Effect: Evidence from Municipal Bond Closed?End Funds In: Journal of Finance.
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article38
2006Are investors moonstruck? Lunar phases and stock returns In: Journal of Empirical Finance.
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article92
2009Investor flows and stock market returns In: Journal of Empirical Finance.
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article29
2004Institutional trading and stock returns In: Finance Research Letters.
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article28
2009The ABCs of mutual funds: On the introduction of multiple share classes In: Journal of Financial Intermediation.
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article28
2016Only Winners in Tough Times Repeat: Hedge Fund Performance Persistence over Different Market Conditions In: Finance and Economics Discussion Series.
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paper1
2004On the Comparative Advantage of Chinese Industries In: Chinese Economy.
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article1
2005Unobserved Actions of Mutual Funds In: NBER Working Papers.
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paper180
2008Unobserved Actions of Mutual Funds.(2008) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 180
article
2013Home Bias and Local Contagion: Evidence from Funds of Hedge Funds In: NBER Working Papers.
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paper7
2020Passive Investing and the Rise of Mega-Firms In: NBER Working Papers.
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paper0
2010Side-by-Side Management of Hedge Funds and Mutual Funds In: Review of Financial Studies.
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article38
2012The Road Less Traveled: Strategy Distinctiveness and Hedge Fund Performance In: Review of Financial Studies.
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article48
2005Out of Sight, Out of Mind: The Effects of Expenses on Mutual Fund Flows In: The Journal of Business.
[Full Text][Citation analysis]
article208

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