21
H index
30
i10 index
2741
Citations
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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pzh29 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Lu Zhang. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Review of Financial Studies | 7 |
Journal of Financial Economics | 5 |
Journal of Political Economy | 3 |
European Financial Management | 2 |
Journal of Finance | 2 |
Review of Finance | 2 |
Journal of Monetary Economics | 2 |
Year | Title of citing document | |
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2023 | Peer-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. Full description at Econpapers || Download paper | |
2023 | A Unified Framework for Fast Large-Scale Portfolio Optimization. (2023). Safikhani, Abolfazl ; Polak, Pawel ; Shah, Ronakdilip ; Deng, Weichuan. In: Papers. RePEc:arx:papers:2303.12751. Full description at Econpapers || Download paper | |
2023 | Forecasting 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. Full description at Econpapers || Download paper | |
2023 | Online 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. Full description at Econpapers || Download paper | |
2023 | Deep 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. Full description at Econpapers || Download paper | |
2023 | Firm Balance Sheet Liquidity, Monetary Policy Shocks, and Investment Dynamics. (2023). Jeenas, Priit. In: Working Papers. RePEc:bge:wpaper:1409. Full description at Econpapers || Download paper | |
2023 | Shorting 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. Full description at Econpapers || Download paper | |
2023 | Financial 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. Full description at Econpapers || Download paper | |
2023 | Meta?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. Full description at Econpapers || Download paper | |
2023 | Do 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. Full description at Econpapers || Download paper | |
2023 | CEO 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. Full description at Econpapers || Download paper | |
2023 | Is 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. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | International 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. Full description at Econpapers || Download paper | |
2023 | Small 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. Full description at Econpapers || Download paper | |
2023 | Bayesian 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Integrating 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. Full description at Econpapers || Download paper | |
2023 | Model 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. Full description at Econpapers || Download paper | |
2023 | Sentiment 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Short-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. Full description at Econpapers || Download paper | |
2023 | Financing 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. Full description at Econpapers || Download paper | |
2023 | Analysts’ underreaction and momentum strategies. (2023). Azevedo, Vitor. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002639. Full description at Econpapers || Download paper | |
2023 | Asset 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. Full description at Econpapers || Download paper | |
2023 | Trade 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. Full description at Econpapers || Download paper | |
2023 | Occasionally 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. Full description at Econpapers || Download paper | |
2023 | Nonparametric 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. Full description at Econpapers || Download paper | |
2023 | Economic 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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | Does 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. Full description at Econpapers || Download paper | |
2023 | Can 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. Full description at Econpapers || Download paper | |
2023 | Bootstrap 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. Full description at Econpapers || Download paper | |
2023 | Tail 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. Full description at Econpapers || Download paper | |
2023 | Firms’ 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. Full description at Econpapers || Download paper | |
2023 | Capital 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. Full description at Econpapers || Download paper | |
2023 | Technology 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. Full description at Econpapers || Download paper | |
2023 | Convenience 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. Full description at Econpapers || Download paper | |
2023 | Earnings 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. Full description at Econpapers || Download paper | |
2023 | Unemployment 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. Full description at Econpapers || Download paper | |
2023 | Sentiment and covariance characteristics. (2023). le Tran, VU. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000492. Full description at Econpapers || Download paper | |
2023 | Left-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. Full description at Econpapers || Download paper | |
2023 | Nonlinear 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. Full description at Econpapers || Download paper | |
2023 | How 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. Full description at Econpapers || Download paper | |
2023 | Innovative 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. Full description at Econpapers || Download paper | |
2023 | Geopolitical 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. Full description at Econpapers || Download paper | |
2023 | Which 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. Full description at Econpapers || Download paper | |
2023 | Climate 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Profitability anomaly and aggregate volatility risk. (2023). Barinov, Alexander. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000714. Full description at Econpapers || Download paper | |
2023 | Job 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | From 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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | Asset 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. Full description at Econpapers || Download paper | |
2023 | Factor-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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Political 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. Full description at Econpapers || Download paper | |
2023 | Two faces of the size effect. (2023). Guo, Laite. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002886. Full description at Econpapers || Download paper | |
2023 | So 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. Full description at Econpapers || Download paper | |
2023 | Misery 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. Full description at Econpapers || Download paper | |
2023 | RIM-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. Full description at Econpapers || Download paper | |
2023 | International 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. Full description at Econpapers || Download paper | |
2023 | How 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. Full description at Econpapers || Download paper | |
2023 | Human 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. Full description at Econpapers || Download paper | |
2023 | Safety 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. Full description at Econpapers || Download paper | |
2023 | Presidential 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. Full description at Econpapers || Download paper | |
2023 | Automation 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Micro 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. Full description at Econpapers || Download paper | |
2023 | Can 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. Full description at Econpapers || Download paper | |
2023 | Systematic 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. Full description at Econpapers || Download paper | |
2023 | Momentum 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. Full description at Econpapers || Download paper | |
2023 | Forecasting 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. Full description at Econpapers || Download paper | |
2023 | An 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. Full description at Econpapers || Download paper | |
2023 | Which 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. Full description at Econpapers || Download paper | |
2023 | Does 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. Full description at Econpapers || Download paper | |
2023 | Do 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. Full description at Econpapers || Download paper | |
2023 | Trade 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. Full description at Econpapers || Download paper | |
2023 | Does 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. Full description at Econpapers || Download paper | |
2023 | An 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. Full description at Econpapers || Download paper | |
2023 | Rivals 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. Full description at Econpapers || Download paper | |
2023 | Seasonal 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. Full description at Econpapers || Download paper | |
2023 | Market 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. Full description at Econpapers || Download paper | |
2023 | Political 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. Full description at Econpapers || Download paper | |
2023 | Investor 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. Full description at Econpapers || Download paper | |
2023 | Improved 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. Full description at Econpapers || Download paper | |
2023 | Does 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. Full description at Econpapers || Download paper | |
2023 | Machine 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. Full description at Econpapers || Download paper | |
2023 | Retail 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. Full description at Econpapers || Download paper | |
2023 | Growth 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. Full description at Econpapers || Download paper | |
2023 | The Profitability Channel of Monetary Policy Transmission. (2023). Zeng, Linghang ; Mitra, Indrajit ; Hsu, Alex. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:96695. Full description at Econpapers || Download paper | |
2023 | Racial 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. Full description at Econpapers || Download paper | |
2023 | Endogenous 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. Full description at Econpapers || Download paper | |
2023 | Racial 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. Full description at Econpapers || Download paper | |
2023 | Fama–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. Full description at Econpapers || Download paper | |
2023 | Cross-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. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2018 | Endogenous Disasters In: American Economic Review. [Full Text][Citation analysis] | article | 35 |
2017 | The Investment CAPM In: European Financial Management. [Full Text][Citation analysis] | article | 41 |
2015 | The Investment CAPM.(2015) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
2017 | The Investment CAPM.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
2018 | EFM Special Issue “Corporate Policies and Asset Prices” In: European Financial Management. [Full Text][Citation analysis] | article | 0 |
2011 | Value versus Growth: Time?Varying Expected Stock Returns In: Financial Management. [Citation analysis] | article | 41 |
2010 | Value versus Growth: Time-Varying Expected Stock Returns.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
2005 | The Value Premium In: Journal of Finance. [Full Text][Citation analysis] | article | 417 |
2009 | Financially Constrained Stock Returns In: Journal of Finance. [Full Text][Citation analysis] | article | 95 |
2006 | Financially Constrained Stock Returns.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 95 | paper | |
2010 | The q?Theory Approach to Understanding the Accrual Anomaly In: Journal of Accounting Research. [Full Text][Citation analysis] | article | 53 |
Unemployment Crises In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 11 | |
2013 | Unemployment Crises.(2013) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2013 | Unemployment Crises.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2005 | An Equilibrium Asset Pricing Model with Labor Market Search In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 21 |
2011 | An Equilibrium Asset Pricing Model with Labor Market Search.(2011) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2012 | An Equilibrium Asset Pricing Model with Labor Market Search.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2002 | Equilibrium Cross-Section of Returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 246 |
2003 | Equilibrium Cross Section of Returns.(2003) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 246 | article | |
2002 | Asset Pricing Implications of Firms Financing Constraints In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 54 |
2002 | Asset Pricing Implications of Firms Financing Constraints.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 54 | paper | |
2006 | Asset Pricing Implications of Firms Financing Constraints.(2006) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 54 | article | |
2003 | Asset Prices and Business Cycles with Costly External Finance In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 66 |
2002 | Asset Prices and Business Cycles with Costly External Finance.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
2003 | Asset Prices and Business Cycles with Costly External Finance.(2003) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | article | |
2010 | The Value Spread: A Puzzle In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2010 | Investment-Based Momentum Profits In: Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2010 | Does Risk Explain Anomalies? Evidence from Expected Return Estimates In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2010 | Does Risk Explain Anomalies? Evidence from Expected Return Estimates.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2011 | Covariances versus Characteristics in General Equilibrium In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2011 | Covariances versus Characteristics in General Equilibrium.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2012 | Digesting Anomalies: An Investment Approach In: Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
2012 | Digesting Anomalies: An Investment Approach.(2012) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2015 | The CAPM Strikes Back? An Investment Model with Disasters In: Working Paper Series. [Full Text][Citation analysis] | paper | 6 |
2015 | The CAPM Strikes Back? An Investment Model with Disasters.(2015) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2015 | A Comparison of New Factor Models In: Working Paper Series. [Full Text][Citation analysis] | paper | 16 |
2017 | Replicating Anomalies In: Working Paper Series. [Full Text][Citation analysis] | paper | 34 |
2017 | Replicating Anomalies.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
2017 | The Economics of Value Investing In: Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
2017 | The Economics of Value Investing.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2018 | Motivating Factors In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2018 | Q5 In: Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2004 | Equilibrium stock return dynamics under alternative rules of learning about hidden states In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 33 |
2001 | Equilibrium Stock Return Dynamics Under Alternative Rules of Learning About Hidden States.(2001) In: Computing in Economics and Finance 2001. [Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2008 | Is the value spread a useful predictor of returns? In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 16 |
2019 | The CAPM strikes back? An equilibrium model with disasters In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 18 |
2005 | Is value riskier than growth? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 221 |
2008 | The expected value premium In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 33 |
2006 | The Expected Value Premium.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2010 | Does q-theory with investment frictions explain anomalies in the cross section of returns? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 74 |
2011 | Do time-varying risk premiums explain labor market performance? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 13 |
2013 | The investment manifesto In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 38 |
2014 | A neoclassical interpretation of momentum In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 20 |
2005 | Expected returns, yield spreads, and asset pricing tests In: Proceedings. [Full Text][Citation analysis] | article | 49 |
2005 | Expected Returns, Yield Spreads, and Asset Pricing Tests.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
2008 | Expected returns, yield spreads, and asset pricing tests.(2008) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | article | |
2006 | Equity market volatility and expected risk premium In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2005 | Anomalies In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | Anomalies.(2009) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2005 | The Value Spread as a Predictor of Returns In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
2005 | Investment-Based Underperformance Following Seasoned Equity Offerings In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2005 | Momentum Profits and Macroeconomic Risk In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | Optimal Market Timing In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2007 | Regularities In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2007 | Neoclassical Factors In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
2007 | Understanding the Accrual Anomaly In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2008 | Costly External Finance: Implications for Capital Markets Anomalies In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2009 | The stock market and aggregate employment In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2010 | Cross-sectional Tobins Q In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | A Model of Momentum In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
2013 | Solving the DMP Model Accurately In: NBER Working Papers. [Full Text][Citation analysis] | paper | 21 |
2014 | Which Factors? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2019 | Which Factors?.(2019) In: Review of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2017 | Does the Investment Model Explain Value and Momentum Simultaneously? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | q? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Security Analysis: An Investment Perspective In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Does Costly Reversibility Matter for U.S. Public Firms? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2019 | Q-factors and Investment CAPM In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Searching for the Equity Premium In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | Asymmetric Investment Rates In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2014 | Do Anomalies Exist Ex Ante? In: Review of Finance. [Full Text][Citation analysis] | article | 13 |
2008 | Momentum Profits, Factor Pricing, and Macroeconomic Risk In: Review of Financial Studies. [Full Text][Citation analysis] | article | 149 |
2008 | The New Issues Puzzle: Testing the Investment-Based Explanation In: Review of Financial Studies. [Full Text][Citation analysis] | article | 133 |
2013 | A Supply Approach to Valuation In: Review of Financial Studies. [Full Text][Citation analysis] | article | 7 |
2015 | Editors Choice Digesting Anomalies: An Investment Approach In: Review of Financial Studies. [Full Text][Citation analysis] | article | 548 |
2006 | Testing the q-Theory of Anomalies In: 2006 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Aggregate Asset Pricing with Labor Market Frictions In: 2010 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Shooting the CAPM In: 2013 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Endogenous Economic Disasters and Asset Prices In: 2014 Meeting Papers. [Full Text][Citation analysis] | paper | 3 |
2004 | Erratum: Equilibrium Cross Section of Returns In: Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
2009 | Investment-Based Expected Stock Returns In: Journal of Political Economy. [Full Text][Citation analysis] | article | 144 |
2017 | Solving the Diamond–Mortensen–Pissarides model accurately In: Quantitative Economics. [Full Text][Citation analysis] | article | 20 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team