Lu Zhang : Citation Profile


Are you Lu Zhang?

Ohio State University

21

H index

30

i10 index

2741

Citations

RESEARCH PRODUCTION:

31

Articles

61

Papers

RESEARCH ACTIVITY:

   21 years (2001 - 2022). See details.
   Cites by year: 130
   Journals where Lu Zhang has often published
   Relations with other researchers
   Recent citing documents: 137.    Total self citations: 51 (1.83 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh29
   Updated: 2024-01-16    RAS profile: 2019-04-07    
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Relations with other researchers


Works with:

Li, Xuenan (2)

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

Is cited by:

Lin, Xiaoji (35)

Gourio, Francois (21)

Marfe, Roberto (19)

Kogan, Leonid (19)

HSU, Po-Hsuan (17)

Donangelo, Andres (15)

Nagel, Stefan (14)

Cooper, Ilan (14)

Wachter, Jessica (13)

Scaillet, Olivier (12)

Zaremba, Adam (12)

Cites to:

French, Kenneth (114)

Fama, Eugene (96)

Cochrane, John (60)

Campbell, John (53)

Whited, Toni (51)

Titman, Sheridan (34)

Gomes, João (26)

Barro, Robert (26)

Lettau, Martin (25)

Shleifer, Andrei (24)

Stambaugh, Robert (23)

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
European Financial Management2
Journal of Finance2
Review of Finance2
Journal of Monetary Economics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc36
Working Paper Series / Ohio State University, Charles A. Dice Center for Research in Financial Economics14
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
GSIA Working Papers / Carnegie Mellon University, Tepper School of Business2

Recent works citing Lu Zhang (2024 and 2023)


YearTitle of citing document
2023Peer-reviewed theory does not help predict the cross-section of stock returns. (2022). Zimmermann, Tom ; Lopez-Lira, Alejandro ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2212.10317.

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2023A Unified Framework for Fast Large-Scale Portfolio Optimization. (2023). Safikhani, Abolfazl ; Polak, Pawel ; Shah, Ronakdilip ; Deng, Weichuan. In: Papers. RePEc:arx:papers:2303.12751.

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2023Forecasting Large Realized Covariance Matrices: The Benefits of Factor Models and Shrinkage. (2023). Ribeiro, Ruy M ; Medeiros, Marcelo C ; de Brito, Diego S ; Alves, Rafael. In: Papers. RePEc:arx:papers:2303.16151.

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2023Online Ensemble of Models for Optimal Predictive Performance with Applications to Sector Rotation Strategy. (2023). Polak, Pawel ; Miao, Jiaju. In: Papers. RePEc:arx:papers:2304.09947.

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2023Deep Learning for Solving and Estimating Dynamic Macro-Finance Models. (2023). Gu, Zhouzhou ; Jiao, Anran ; Qiao, Edward ; Fan, Benjamin ; Lu, LU ; Li, Wenhao. In: Papers. RePEc:arx:papers:2305.09783.

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2023Firm Balance Sheet Liquidity, Monetary Policy Shocks, and Investment Dynamics. (2023). Jeenas, Priit. In: Working Papers. RePEc:bge:wpaper:1409.

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2023Shorting costs and profitability of long–short strategies. (2023). Lee, Byeungjoo ; Kim, Dongcheol. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:277-316.

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2023Financial openness and profitability premium: Causal evidence from the Shanghai?Hong Kong Stock Connect. (2023). Zhang, Kejia ; Jin, Fujing ; Jiang, Fuwei. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:451-483.

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2023Meta?analysis of the impact of financial constraints on firm performance. (2023). van Zijl, Tony ; Houqe, Muhammad Nurul ; Ahamed, Fatematuz Tamanna. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:2:p:1671-1707.

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2023Do risk exposures explain accounting anomalies? A new testing method. (2023). Peng, Zihang. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:3:p:2965-2983.

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2023CEO incentive compensation and stock price momentum. (2023). Yan, Shu ; Li, Xingjian ; Feng, Hongrui ; Huang, Yanhuang ; Wang, Jian. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:975-1028.

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2023Is sustainability rating material to the market?. (2023). Konstantios, Dimitrios ; Tsiritakis, Emmanuel ; Gounopoulos, Dimitrios ; Economidou, Claire. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:127-179.

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2023.

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2023International evidence on the association of leverage with stock returns and the value premium. (2023). Jansen, Benjamin A ; Garciafeijoo, Luis. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:2:p:315-341.

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2023Small Business Equity Returns: Empirical Evidence from the Business Credit Card Securitization Market. (2023). Longstaff, Francis A ; Fleckenstein, Matthias. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:389-425.

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2023Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models. (2023). Julliard, Christian ; Huang, Jiantao ; Bryzgalova, Svetlana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:487-557.

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2023The Pollution Premium. (2023). Tsou, Chiyang ; Li, Kai ; Hsu, Pohsuan. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1343-1392.

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2023.

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2023Integrating Factor Models. (2023). Voigt, Stefan ; Metzker, Lior ; Cheng, SI ; Avramov, Doron. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1593-1646.

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2023Model Comparison with Transaction Costs. (2023). Velikov, Mihail ; Novymarx, Robert ; Detzel, Andrew. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1743-1775.

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2023Sentiment or habits: Why not both?. (2023). Tham, Eric. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:203-215.

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2023The pricing of climate transition risk in Europe’s equity market. (2023). van Wijnbergen, Sweder ; Luijendijk, Rianne ; Loyson, Philippe. In: Working Papers. RePEc:dnb:dnbwpp:788.

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2023Short-selling activities in the time of COVID-19. (2023). Zheng, Liyi ; Xu, Fangming ; Luu, Ellie. In: The British Accounting Review. RePEc:eee:bracre:v:55:y:2023:i:4:s0890838923000549.

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2023Financing constraints and share pledges: Evidence from the share pledge reform in China. (2023). Liu, Ruiming ; Shi, Yang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001808.

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2023Analysts’ underreaction and momentum strategies. (2023). Azevedo, Vitor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002639.

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2023Asset prices in a labor search model with confidence shocks. (2023). Krivenko, Pavel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002676.

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2023Trade competitiveness and the aggregate returns in global stock markets. (2023). Umar, Zaghum ; Zaremba, Adam ; Long, Huaigang ; Chiah, Mardy. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000246.

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2023Occasionally binding liquidity constraints and macroeconomic dynamics. (2023). Werner, Maximilian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:150:y:2023:i:c:s0165188923000155.

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2023Nonparametric tests for market timing ability using daily mutual fund returns. (2023). Peng, Liang ; Liu, Xiaohui ; Jiang, Lei ; Ding, Jing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:150:y:2023:i:c:s0165188923000416.

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2023Economic policy uncertainty and information intermediary: The case of short seller. (2023). Wang, Xiaoming. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003984.

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2023A long-run approach to money, unemployment, and equity prices. (2023). Pyun, Ju Hyun ; Mo, Kuk. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001499.

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2023Does the implementation of green credit policy improve the ESG performance of enterprises? Evidence from a quasi-natural experiment in China. (2023). Yao, Xin ; Miao, Qin ; Lei, NI. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002900.

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2023Can monthly-return rank order reveal a hidden dimension of momentum? The post-cost evidence from the U.S. stock markets. (2023). Yeomans, Julian Scott ; Luukka, Pasi ; Ahmed, Sheraz ; Patari, Eero. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000074.

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2023Bootstrap analysis of mutual fund performance. (2023). Peng, Liang ; Leng, Xuan ; Jiang, Lei ; Huang, Haitao. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:239-255.

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2023Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics. (2023). Rodrigues, Paulo ; Stoykov, Marian Z ; Nicolau, Joo. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2266-2284.

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2023Firms’ financing dynamics around lumpy capacity adjustments. (2023). Tsoukalas, John D ; Sakellaris, Plutarchos ; Gortz, Christoph. In: European Economic Review. RePEc:eee:eecrev:v:156:y:2023:i:c:s0014292123001101.

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2023Capital mobility and the long-run return–risk trade-offs of industry portfolios. (2023). Yao, Tong ; Xu, Xin ; Chen, Jia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:123-143.

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2023Technology spillover, corporate investment, and stock returns. (2023). Wang, Yanzhi ; Hsu, Yen-Ju. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:238-250.

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2023Convenience yield risk. (2023). Wichmann, Robert ; Simen, Chardin Wese ; Symeonidis, Lazaros ; Prokopczuk, Marcel. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000348.

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2023Earnings expectations of grey and green energy firms: Analysis against the background of global climate change mitigation. (2023). Wang, Mei ; Blankenburg, Martin ; Liu, Yang. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001901.

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2023Unemployment beta and the cross-section of stock returns: Evidence from Australia. (2023). Huynh, Nhan. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000388.

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2023Sentiment and covariance characteristics. (2023). le Tran, VU. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000492.

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2023Left-tail momentum and tail properties of return distributions: A case of Korea. (2023). Park, Jong Won ; Eom, Yunsung. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000868.

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2023Nonlinear asset pricing in Chinese stock market: A deep learning approach. (2023). Xie, Ying ; Wang, Yiming ; Long, Suwan ; Pan, Shuiyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001436.

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2023How do investors underreact to seasoned equity offerings? Evidence from Taiwans corporate governance evaluation. (2023). Wang, Yu-Chun ; Huang, Kuo-Cheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002983.

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2023Innovative efficiency and firm value: Evidence from China. (2023). Wang, Qin ; Yang, Yiwei ; Kong, Dongmin. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007334.

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2023Geopolitical risk and stock liquidity. (2023). Verdoliva, Vincenzo ; Pellegrino, Luigi Raffaele ; Meles, Antonio ; Fiorillo, Paolo. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000612.

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2023Which factors explain African stock returns?. (2023). Sy, Oumar ; Ndiaye, Bara ; Mbengue, Mohamed Lamine. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001782.

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2023Climate risk exposure and the cross-section of Chinese stock returns. (2023). Wang, Yudong ; Liao, Cunfei ; He, Mengxi ; Zhang, Yaojie. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003598.

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2023The race to exploit anomalies and the cost of slow trading. (2023). Kaplanski, Guy. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000465.

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2023Profitability anomaly and aggregate volatility risk. (2023). Barinov, Alexander. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000714.

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2023Job postings and aggregate stock returns. (2023). Odoherty, Michael S ; Kothari, Pratik. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000022.

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2023The role of idiosyncratic jumps in stock markets. (2023). Lee, Suzanne S. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000186.

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2023From structural to transition effects: Institutional dynamism as a deterrent to long-term investments by MNEs. (2023). Lundan, Sarianna ; Leymann, Gunnar. In: International Business Review. RePEc:eee:iburev:v:32:y:2023:i:3:s0969593122000981.

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2023A multi-criteria framework for critical infrastructure systems resilience. (2023). Daclin, Nicolas ; Bony-Dandrieux, Aurelia ; Weppe, Alexandre ; Laffrechine, Katia ; Barroca, Bruno ; Yang, Zhuyu. In: International Journal of Critical Infrastructure Protection. RePEc:eee:ijocip:v:42:y:2023:i:c:s187454822300029x.

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2023Asset pricing in bull and bear markets. (2023). Nettayanun, Sampan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443123000021.

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2023Factor-timing in the Chinese factor zoo: The role of economic policy uncertainty. (2023). Wang, Tianyi ; Yu, Mei ; Li, Zhiyong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000501.

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2023The effect of bond market transparency on bank loan contracting. (2023). Kyung, Hoyoun ; Chy, Mahfuz. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:75:y:2023:i:2:s0165410122000593.

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2023Political connections and short sellers. (2023). Feng, Hongrui ; Simkins, Betty ; Jia, Yuecheng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002837.

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2023Two faces of the size effect. (2023). Guo, Laite. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002886.

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2023So Sue Me! The cross section of stock returns related to patent infringement allegations. (2023). HSU, Po-Hsuan ; Latham, William ; Bereskin, Fred ; Wang, Huijun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s037842662200320x.

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2023Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000043.

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2023RIM-based value premium and factor pricing using value-price divergence. (2023). Wang, Guojun ; George, Nathan Darden ; Cong, Lin William. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000377.

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2023International factor models. (2023). Preissler, Fabian ; Muller, Sebastian ; Jacobs, Heiko ; Huber, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:150:y:2023:i:c:s0378426623000444.

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2023How Does Access to the Unsecured Debt Market Affect Investment?. (2023). Biguri, Kizkitza. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s0378426623000808.

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2023Human capital quality and stock returns. (2023). Kang, Jangkoo ; Bae, Jaewan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s037842662300081x.

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2023Safety first, loss probability, and the cross section of expected stock returns. (2023). Zhao, Lei ; Rieger, Marc Oliver ; Cao, JI. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:211:y:2023:i:c:p:345-369.

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2023Presidential economic approval rating and the cross-section of stock returns. (2023). Wang, Liyao ; Huang, Dashan ; Da, Zhi ; Chen, Zilin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:1:p:106-131.

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2023Automation and the displacement of labor by capital: Asset pricing theory and empirical evidence. (2023). Knesl, Jii. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:271-296.

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2023The fundamental-to-market ratio and the value premium decline. (2023). Leonard, Gregory ; Gonalves, Andrei S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:382-405.

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2023Micro uncertainty and asset prices. (2023). Kind, Thilo ; Herskovic, Bernard ; Kung, Howard. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:1:p:27-51.

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2023Can the changes in fundamentals explain the attenuation of anomalies?. (2023). Tan, Yongxian ; Lewis, Craig ; Choy, Siu Kai. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:2:p:142-160.

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2023Systematic default and return predictability in the stock and bond markets. (2023). Zhang, Shaojun ; Hou, Kewei ; Bao, Jack. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:349-377.

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2023Momentum turning points. (2023). Mazzoleni, Michele G ; Harvey, Campbell R ; Goulding, Christian L. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:3:p:378-406.

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2023Forecasting real activity using cross-sectoral stock market information. (2023). Stalla-Bourdillon, Arthur ; Chinn, Menzie D ; Chatelais, Nicolas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000013.

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2023An investment-based explanation of currency excess returns. (2023). Smallwood, Aaron D ; Yamani, Ehab ; Jamali, Ibrahim. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000311.

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2023Which factor model? A systematic return covariation perspective. (2023). Tsvetanov, Daniel ; Symeonidis, Lazaros ; Bu, Ziwen ; Ahmed, Shamim. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000669.

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2023Does short-term momentum exist in China?. (2023). Ruan, Xinfeng ; Li, Tianjiao ; Yue, Tian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002153.

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2023Do manager characteristics matter in equity mutual fund performance? New evidence based on the double-adjusted alpha. (2023). Hsieh, Wei-Cheng ; Yen, Meng-Feng ; Lin, Jia-Hui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002207.

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2023Trade links and return predictability: The Australian evidence. (2023). Zhong, Angel ; Hu, Xiaolu ; Yu, Miao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000410.

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2023Does the investment-profitability correlation affect the factor premiums? Evidence from China. (2023). Li, Tao ; Liu, Xujun ; Chen, Shan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000781.

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2023An on-line machine learning return prediction. (2023). Tian, Weidong ; Lu, Yueliang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23001154.

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2023Rivals risk-taking incentives and firm corporate policy. (2023). Abdoh, Hussein. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:106-123.

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2023Seasonal patterns of earnings releases and post-earnings announcement drift. (2023). Zheng, Suyan ; Wu, Wentao ; Bond, Shaun. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:15-24.

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2023Market efficiency of Asian stock markets during the financial crisis and non-financial crisis periods. (2023). Wang, Ming-Hui ; Ke, Mei-Chu ; Chiang, Yi-Chein ; Chang, Hao-Wen ; Nguyen, Tien-Trung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:312-329.

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2023Political connection and M&A performance: Evidence from China. (2023). Nwafor, Chioma ; Boateng, Agyenim ; Zhang, Jing ; Brahma, Sanjukta. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:372-389.

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2023Investor sentiment and stock market anomalies in Australia. (2023). Bissoondoyal-Bheenick, Emawtee ; Zhang, Xinyue ; Zhong, Angel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:284-303.

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2023Improved inference in financial factor models. (2023). Beck, Elliot ; Wolf, Michael ; de Nard, Gianluca. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:364-379.

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2023Does expected idiosyncratic skewness of firms profit predict the cross-section of stock returns? Evidence from China. (2023). Liu, Hao ; Zhang, Peihui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002252.

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2023Machine learning for US cross-industry return predictability under information uncertainty. (2023). Khlifi, Foued ; ben Lahouel, Bechir ; ben Zaied, Younes ; Awijen, Haithem. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000193.

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2023Retail investor trading and ESG pricing in China. (2023). Wan, Die ; Liu, Xufeng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000375.

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2023Growth vs value investing: Persistence and time trend before and after COVID-19. (2023). Parada, Jose Luis ; Lazcano, Ana ; Monge, Manuel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001101.

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2023The Profitability Channel of Monetary Policy Transmission. (2023). Zeng, Linghang ; Mitra, Indrajit ; Hsu, Alex. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:96695.

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2023Racial Unemployment Gaps and the Disparate Impact of the Inflation Tax. (2023). Baughman, Garth ; Ait Lahcen, Mohammed ; van Buggenum, Hugo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-17.

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2023Endogenous Bargaining Power and Declining Labor Compensation Share. (2023). Li, Haoran ; Isojarvi, Anni T ; Cordoba, Juan C. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-30.

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2023Racial Unemployment Gaps and the Disparate Impact of the Inflation Tax. (2023). Ait Lahcen, Mohammed ; van Buggenum, Hugo ; Baughman, Garth. In: Opportunity and Inclusive Growth Institute Working Papers. RePEc:fip:fedmoi:96260.

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2023Fama–French–Carhart Factor-Based Premiums in the US REIT Market: A Risk Based Explanation, and the Impact of Financial Distress and Liquidity Crisis from 2001 to 2020. (2023). Giouvris, Evangelos ; Essa, Mohammad Sharik. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:1:p:12-:d:1024581.

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2023Cross-Section of Returns, Predictors Credibility, and Method Issues. (2023). Yu, Zhimin. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:1:p:34-:d:1025770.

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2023.

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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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article35
2017The Investment CAPM In: European Financial Management.
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article41
2015The Investment CAPM.(2015) In: Working Paper Series.
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2017The Investment CAPM.(2017) In: NBER Working Papers.
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paper
2018EFM Special Issue “Corporate Policies and Asset Prices” In: European Financial Management.
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article0
2011Value versus Growth: Time?Varying Expected Stock Returns In: Financial Management.
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article41
2010Value versus Growth: Time-Varying Expected Stock Returns.(2010) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 41
paper
2005The Value Premium In: Journal of Finance.
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article417
2009Financially Constrained Stock Returns In: Journal of Finance.
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article95
2006Financially Constrained Stock Returns.(2006) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 95
paper
2010The q?Theory Approach to Understanding the Accrual Anomaly In: Journal of Accounting Research.
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article53
Unemployment Crises In: GSIA Working Papers.
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paper11
2013Unemployment Crises.(2013) In: Working Paper Series.
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This paper has nother version. Agregated cites: 11
paper
2013Unemployment Crises.(2013) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 11
paper
2005An Equilibrium Asset Pricing Model with Labor Market Search In: GSIA Working Papers.
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paper21
2011An Equilibrium Asset Pricing Model with Labor Market Search.(2011) In: Working Paper Series.
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This paper has nother version. Agregated cites: 21
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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paper246
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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paper54
2002Asset Pricing Implications of Firms Financing Constraints.(2002) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 54
paper
2006Asset Pricing Implications of Firms Financing Constraints.(2006) In: Review of Financial Studies.
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This paper has nother version. Agregated cites: 54
article
2003Asset Prices and Business Cycles with Costly External Finance In: CEPR Discussion Papers.
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paper66
2002Asset Prices and Business Cycles with Costly External Finance.(2002) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 66
paper
2003Asset Prices and Business Cycles with Costly External Finance.(2003) In: Review of Economic Dynamics.
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This paper has nother version. Agregated cites: 66
article
2010The Value Spread: A Puzzle In: Working Paper Series.
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paper0
2010Investment-Based Momentum Profits In: Working Paper Series.
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paper3
2010Does Risk Explain Anomalies? Evidence from Expected Return Estimates In: Working Paper Series.
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paper0
2010Does Risk Explain Anomalies? Evidence from Expected Return Estimates.(2010) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2011Covariances versus Characteristics in General Equilibrium In: Working Paper Series.
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paper0
2011Covariances versus Characteristics in General Equilibrium.(2011) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2012Digesting Anomalies: An Investment Approach In: Working Paper Series.
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paper8
2012Digesting Anomalies: An Investment Approach.(2012) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 8
paper
2015The CAPM Strikes Back? An Investment Model with Disasters In: Working Paper Series.
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paper6
2015The CAPM Strikes Back? An Investment Model with Disasters.(2015) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 6
paper
2015A Comparison of New Factor Models In: Working Paper Series.
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paper16
2017Replicating Anomalies In: Working Paper Series.
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paper34
2017Replicating Anomalies.(2017) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 34
paper
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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This paper has nother version. Agregated cites: 1
paper
2018Motivating Factors In: Working Paper Series.
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paper0
2018Q5 In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2004Equilibrium stock return dynamics under alternative rules of learning about hidden states In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article33
2001Equilibrium Stock Return Dynamics Under Alternative Rules of Learning About Hidden States.(2001) In: Computing in Economics and Finance 2001.
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This paper has nother version. Agregated cites: 33
paper
2008Is the value spread a useful predictor of returns? In: Journal of Financial Markets.
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article16
2019The CAPM strikes back? An equilibrium model with disasters In: Journal of Financial Economics.
[Full Text][Citation analysis]
article18
2005Is value riskier than growth? In: Journal of Financial Economics.
[Full Text][Citation analysis]
article221
2008The expected value premium In: Journal of Financial Economics.
[Full Text][Citation analysis]
article33
2006The Expected Value Premium.(2006) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 33
paper
2010Does q-theory with investment frictions explain anomalies in the cross section of returns? In: Journal of Financial Economics.
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article74
2011Do time-varying risk premiums explain labor market performance? In: Journal of Financial Economics.
[Full Text][Citation analysis]
article13
2013The investment manifesto In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article38
2014A neoclassical interpretation of momentum In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article20
2005Expected returns, yield spreads, and asset pricing tests In: Proceedings.
[Full Text][Citation analysis]
article49
2005Expected Returns, Yield Spreads, and Asset Pricing Tests.(2005) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 49
paper
2008Expected returns, yield spreads, and asset pricing tests.(2008) In: Review of Financial Studies.
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This paper has nother version. Agregated cites: 49
article
2006Equity market volatility and expected risk premium In: Working Papers.
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paper2
2005Anomalies In: NBER Working Papers.
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paper0
2009Anomalies.(2009) In: Review of Financial Studies.
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This paper has nother version. Agregated cites: 0
article
2005The Value Spread as a Predictor of Returns In: NBER Working Papers.
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paper5
2005Investment-Based Underperformance Following Seasoned Equity Offerings In: NBER Working Papers.
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paper4
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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paper4
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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paper2
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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paper5
2013Solving the DMP Model Accurately In: NBER Working Papers.
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paper21
2014Which Factors? In: NBER Working Papers.
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paper4
2019Which Factors?.(2019) In: Review of Finance.
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This paper has nother version. Agregated cites: 4
article
2017Does the Investment Model Explain Value and Momentum Simultaneously? In: NBER Working Papers.
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paper1
2018q? 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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paper1
2019Q-factors and Investment CAPM In: NBER Working Papers.
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paper0
2020Searching for the Equity Premium In: NBER Working Papers.
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paper1
2022Asymmetric Investment Rates In: NBER Working Papers.
[Full Text][Citation analysis]
paper4
2014Do Anomalies Exist Ex Ante? In: Review of Finance.
[Full Text][Citation analysis]
article13
2008Momentum Profits, Factor Pricing, and Macroeconomic Risk In: Review of Financial Studies.
[Full Text][Citation analysis]
article149
2008The New Issues Puzzle: Testing the Investment-Based Explanation In: Review of Financial Studies.
[Full Text][Citation analysis]
article133
2013A Supply Approach to Valuation In: Review of Financial Studies.
[Full Text][Citation analysis]
article7
2015Editors Choice Digesting Anomalies: An Investment Approach In: Review of Financial Studies.
[Full Text][Citation analysis]
article548
2006Testing the q-Theory of Anomalies In: 2006 Meeting Papers.
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paper0
2010Aggregate Asset Pricing with Labor Market Frictions In: 2010 Meeting Papers.
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paper0
2013Shooting the CAPM In: 2013 Meeting Papers.
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paper0
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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article0
2009Investment-Based Expected Stock Returns In: Journal of Political Economy.
[Full Text][Citation analysis]
article144
2017Solving the Diamond–Mortensen–Pissarides model accurately In: Quantitative Economics.
[Full Text][Citation analysis]
article20

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