Lu Zhang : Citation Profile

Ohio State University

23

H index

31

i10 index

3376

Citations

RESEARCH PRODUCTION:

32

Articles

61

Papers

RESEARCH ACTIVITY:

   21 years (2001 - 2022). See details.
   Cites by year: 160
   Journals where Lu Zhang has often published
   Relations with other researchers
   Recent citing documents: 264.    Total self citations: 51 (1.49 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh29
   Updated: 2026-04-11    RAS profile: 2025-04-24    
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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 Zhang.

Is cited by:

Lin, Xiaoji (39)

Kogan, Leonid (27)

Gourio, Francois (25)

HSU, Po-Hsuan (19)

Marfe, Roberto (19)

Wachter, Jessica (18)

Li, Kai (16)

Li, Kai (16)

Nagel, Stefan (16)

Lettau, Martin (15)

Cooper, Ilan (15)

Cites to:

French, Kenneth (114)

Fama, Eugene (96)

Cochrane, John (60)

Campbell, John (53)

Whited, Toni (51)

Shleifer, Andrei (43)

Titman, Sheridan (34)

Barro, Robert (26)

Gomes, João (26)

Lettau, Martin (25)

Stambaugh, Robert (23)

Main data

Where Lu Zhang has published?

Journals with more than one article published# docs
The Review of Financial Studies7
Journal of Financial Economics5
Journal of Political Economy4
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 (2025 and 2024)

YearTitle of citing document
2025Asset Pricing: A Comparative Analysis of Fama-French Five-Factor with Human Capital-Based Six-Factor Model. (2025). Chortane, Sana Gaied ; Khan, Naveed ; Woo, Kai-Yin ; Zada, Hassan. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:4:p:1-37.

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2025Does Peer-Reviewed Research Help Predict Stock Returns?. (2025). Zimmermann, Tom ; Lopez-Lira, Alejandro ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2212.10317.

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2025Online 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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2024On the Three Demons in Causality in Finance: Time Resolution, Nonstationarity, and Latent Factors. (2024). Fan, Yewen ; Dong, Xinshuai ; Jin, Songyao ; Rajendran, Sathyamoorthy ; Zhang, Kun ; Dai, Haoyue. In: Papers. RePEc:arx:papers:2401.05414.

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2024Data-generating process and time-series asset pricing. (2024). Guo, Shuxin ; Liu, Qiang. In: Papers. RePEc:arx:papers:2405.10920.

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2024Quantitative Investment Diversification Strategies via Various Risk Models. (2024). Chen, Xilin ; Panda, Prabhu Prasad ; Gharanchaei, Maysam Khodayari. In: Papers. RePEc:arx:papers:2407.01550.

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2025ChatGPT and Corporate Policies. (2025). Weber, Michael ; Yang, Baozhong ; Qian, Jialin ; Jha, Manish. In: Papers. RePEc:arx:papers:2409.17933.

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2024Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence. (2024). Lis, Szymon. In: Papers. RePEc:arx:papers:2411.13180.

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2025Macroeconomics of Racial Disparities: Discrimination, Labor Market, and Wealth. (2024). Yang, Guanyi ; Murali, Srinivasan. In: Papers. RePEc:arx:papers:2412.00615.

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2025Follow the Leader: Enhancing Systematic Trend-Following Using Network Momentum. (2025). Ferreira, William ; Li, Linze. In: Papers. RePEc:arx:papers:2501.07135.

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2025Do Sell-side Analyst Reports Have Investment Value?. (2025). Lv, Linying. In: Papers. RePEc:arx:papers:2502.20489.

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2026Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure. (2025). Zhang, Ruixun ; Xu, Yumin ; Chen, Minshuo. In: Papers. RePEc:arx:papers:2504.06566.

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2025Multilayer Perceptron Neural Network Models in Asset Pricing: An Empirical Study on Large-Cap US Stocks. (2025). Lai, Shanyan. In: Papers. RePEc:arx:papers:2505.01921.

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2025The Role of Intangible Investment in Predicting Stock Returns: Six Decades of Evidence. (2025). Li, Lin. In: Papers. RePEc:arx:papers:2505.16336.

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2025Residual Income Valuation and Stock Returns: Evidence from a Value-to-Price Investment Strategy. (2025). Haboub, Ahmad ; Kartsaklas, Aris ; Sarafidis, Vasilis. In: Papers. RePEc:arx:papers:2506.00206.

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2025Interpretable Factors of Firm Characteristics. (2025). Zhu, Yingzi ; Zhou, Guofu ; Jiao, Yuxiao. In: Papers. RePEc:arx:papers:2508.02253.

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2025Variable selection for minimum-variance portfolios. (2025). Moura, Guilherme V ; Torrent, Hudson S. In: Papers. RePEc:arx:papers:2508.14986.

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2025Is attention truly all we need? An empirical study of asset pricing in pretrained RNN sparse and global attention models. (2025). Lai, Shanyan. In: Papers. RePEc:arx:papers:2508.19006.

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2025Deep Learning for Conditional Asset Pricing Models. (2025). Liu, Hongyi. In: Papers. RePEc:arx:papers:2509.04812.

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2025Interpretable Deep Learning for Stock Returns: A Consensus-Bottleneck Asset Pricing Model. (2025). Jeong, Younwoo ; Kim, Changeun ; Jang, Bong-Gyu. In: Papers. RePEc:arx:papers:2512.16251.

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2026Stochastic Discount Factors with Cross-Asset Spillovers. (2026). He, Xin ; Avramov, Doron. In: Papers. RePEc:arx:papers:2602.20856.

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2026The Importance of Considering Regimes in Long-term Asset Allocation to Real Estate. (2026). Massimo, Mingwei Liang. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp26263.

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2024An examination of the characteristics versus covariance debate for contemporary asset‐pricing models: Australian evidence. (2024). Gray, Philip ; Limkriangkrai, Manapon ; Xu, Wenyuan. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3781-3802.

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2024Market power and systematic risk. (2024). Prokopczuk, Marcel ; Hollstein, Fabian ; Wursig, Christoph Matthias. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:2:p:233-266.

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2024Unemployment volatility: When workers pay costs upon accepting jobs. (2024). Ryan, Rich. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:20:y:2024:i:3:p:303-333.

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2024Asset Pricing and Machine Learning: A critical review. (2024). Bagnara, Matteo. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:27-56.

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2024A Multifactor Perspective on Volatility‐Managed Portfolios. (2024). Uppal, Raman ; Martnutrera, Alberto ; Demiguel, Victor. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3859-3891.

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2024Putting the Price in Asset Pricing. (2024). Polk, Christopher ; Cho, Thummim. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3943-3984.

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2024Preferences for dividends and stock returns around the world. (2024). XIE, Jing ; Zhong, Yuxiang ; Hameed, Allaudeen. In: Working Papers. RePEc:boa:wpaper:202405.

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2025The Innovation Long-Run Risk Component. (2025). Franceschini, Fabio. In: Working Papers. RePEc:bol:bodewp:wp1215.

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2025Dual Industry Effects and Cross-Stock Predictability. (2025). Li, S ; Ge, S ; Avramov, D ; Linton, O B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2512.

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2025Dual Industry Effects and Cross-Stock Predictability. (2025). Linton, O B ; Ge, S ; Avramov, D. In: Janeway Institute Working Papers. RePEc:cam:camjip:2506.

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2024Non-linear Dynamics of Oil Supply News Shocks. (2024). Theodoridis, Konstantinos ; mumtaz, haroon ; Miescu, Mirela. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/18.

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2024A New Equity Investment Strategy with Artificial Intelligence, Multi Factors, and Technical Indicators. (2024). Mita, Daiya ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf588.

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2024Do analysts provide information about other comprehensive income in book value forecasts for financial firms?. (2024). Neururer, Thaddeus ; Black, Dirk. In: Advances in accounting. RePEc:eee:advacc:v:64:y:2024:i:c:s0882611023000858.

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2025Financing constraints and the export partnerships with RCEP: Evidence from manufacturing firms in China. (2025). Li, Jie ; Chen, Zhenhao ; Peng, Qing. In: Journal of Asian Economics. RePEc:eee:asieco:v:97:y:2025:i:c:s1049007824001659.

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2024Financial statement comparability and analysts’ optimism for accruals. (2024). Lee, Jay Junghun. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:3:s0890838923001658.

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2025Robots and cost of equity: Evidence from China. (2025). Zhou, Zhongsheng ; Qiu, Yuhan ; Jian, Fangfang ; He, Chao. In: China Economic Review. RePEc:eee:chieco:v:94:y:2025:i:pb:s1043951x2500197x.

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2025Does party organization construction improve chinese banks stability? Evidence from a new textual index. (2025). Jing, Zhongbo ; Wu, Yifei ; Wei, Mingye. In: China Economic Review. RePEc:eee:chieco:v:94:y:2025:i:pb:s1043951x25001993.

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2024Business aspects in focus, investor underreaction and return predictability. (2024). Jin, Zuben. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001748.

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2024Financial resource pooling in club deals. (2024). Faverzani, Lara. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001876.

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2024Uncertainty shocks, equity financing, and business cycle amplifications. (2024). Park, Jongho. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000233.

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2025Equity offering following cyberattacks. (2025). Luo, Juan ; Yawson, Alfred ; Liu, Xiaohui. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s092911992400172x.

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2025Understanding stock price behavior around external financing. (2025). Yao, Yaqiong ; Martin, Spencer J ; Cao, Min. In: Journal of Corporate Finance. RePEc:eee:corfin:v:91:y:2025:i:c:s0929119924001925.

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2025Dispersed ownership and asset pricing: An unpriced premium associated with free float. (2025). Goergen, Marc ; Hearn, Bruce ; Filatotchev, Igor. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s0929119925000318.

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2025Customer orientation and stock resilience during adversity periods. (2025). Andreou, Panayiotis C ; Lambertides, Neophytos ; Trigeorgis, Lenos ; Tuneshev, Ruslan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s0929119925000483.

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2024What does the beveridge curve tell us about the likelihood of soft landings?. (2024). Waller, Chris ; Figura, Andrew. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:169:y:2024:i:c:s0165188924001490.

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2024Unpacking migration costs: Heterogeneous effects in EU labor markets. (2024). Sargent, Kristina. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001731.

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2025Modeling and evaluating the heterogeneous impacts of the COVID-19 on US unemployment. (2025). Langot, Francois ; Kandoussi, Malak. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s0264999324003353.

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2025Localized risk factors: Performance differentials between state-level and US factor models. (2025). Sckade, Florian ; Dierkes, Maik ; Budras, Oliver. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000628.

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2025Momentum mechanisms under heterogeneous beliefs. (2025). Wang, Yiming ; Tong, Yan ; Yan, YU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001876.

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2025Long-term forecasting in asset pricing: Machine learning models’ sensitivity to macroeconomic shifts and firm-specific factors. (2025). Zhang, Yang ; Qian, Yihe. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000634.

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2025Common risk factors in REIT Returns: New insights. (2025). Con, Alain ; Guardiola, Philippe. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000877.

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2025Ambiguity and stock price crash risk: Evidence from China. (2025). Guo, Shuxin ; Liu, Qiang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000981.

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2024Solving the Diamond–Mortensen–Pissarides model: A hybrid perturbation approach. (2024). Hänsel, Matthias ; Hansel, Matthias. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524001046.

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2024New findings on the asset growth anomaly: The joint effect of profitability and financing constraints. (2024). Koh, Kyungyeon. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524005007.

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2024Asset pricing with neural networks: Significance tests. (2024). Lin, Xin ; Franstianto, Vincentius ; Fallahgoul, Hasan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002907.

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2024Mining the factor zoo: Estimation of latent factor models with sufficient proxies. (2024). Li, Yingying ; Lu, Wenbin ; Wan, Runzhe ; Song, Rui. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000179.

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2024Power enhancement for testing multi-factor asset pricing models via Fisher’s method. (2024). Yu, Xiufan ; Xue, Lingzhou ; Yao, Jiawei. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623001525.

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2025Risk premia from the cross-section of individual assets. (2025). Zhan, Zhaoguo ; Kleibergen, Frank. In: Journal of Econometrics. RePEc:eee:econom:v:252:y:2025:i:pa:s0304407625001629.

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2024Wage and employment cyclicalities at the establishment level. (2024). Stüber, Heiko ; Merkl, Christian ; Stuber, Heiko. In: European Economic Review. RePEc:eee:eecrev:v:161:y:2024:i:c:s0014292123002647.

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2025Does firms commitment towards CSR influence idiosyncratic volatility? Evidence from India. (2025). Dhawan, Priya ; Chaudhry, Neeru. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s1566014125000809.

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2025Growing pains: Vietnamese firms operational efficiency and transition under the CPTPP. (2025). Ding, David ; Wongchoti, Udomsak ; Nguyen, Phuc V ; Fang, Jiali. In: Emerging Markets Review. RePEc:eee:ememar:v:69:y:2025:i:c:s1566014125001281.

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2024Expensive anomalies. (2024). Ray, Sugata ; Seyhun, Nejat H ; Xu, Luqi ; Anginer, Deniz. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s092753982300107x.

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2024Enhancing betting against beta with stochastic dominance. (2024). Xu, Xia ; Kolokolova, Olga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:76:y:2024:i:c:s0927539823001329.

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2024Options trading imbalance, cash-flow news, and discount-rate news. (2024). Teterin, Pavel ; Huang, Kershen ; Chichernea, Doina ; Petkevich, Alex. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s0927539824000264.

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2024Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525.

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2024The risk–return tradeoff among equity factors. (2024). Barroso, Pedro ; Maio, Paulo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000537.

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2024A portfolio-level, sum-of-the-parts approach to return predictability. (2024). Katselas, Dean ; Xu, Hongyi ; Drienko, JO. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000604.

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2024Estimation and inference in low frequency factor model regressions with overlapping observations. (2024). Dossani, Asad. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000719.

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2024Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA. (2024). Zhou, Guofu ; Lu, Yueliang ; Han, Yufeng ; Xu, Weike. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000720.

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2024Pooling and winsorizing machine learning forecasts to predict stock returns with high-dimensional data. (2024). Strauss, Jack ; Mekelburg, Erik. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000732.

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2024A comparison of factor models in China. (2024). Wang, Jinzhe ; Zhu, Yifeng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000823.

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2024Short-term momentum and reversals, turnover, and a stock’s price-to-52-week-high ratio. (2024). Chen, Chen ; Stivers, Chris ; Sun, Licheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000902.

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2025On the performance of volatility-managed equity factors — International and further evidence. (2025). Schwarz, Patrick. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s092753982400094x.

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2025Market neutrality and beta crashes. (2025). Xu, Xia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s0927539824001117.

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2025Smart beta, “smarter” flows. (2025). Zhan, Xintong ; Xiao, Zhanbing ; Song, Linjia ; Cao, Jie ; Hsu, Jason C. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000027.

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2025Maxing out short-term reversals in weekly stock returns. (2025). Chen, Chen ; Cohen, Andrew ; Liang, Qiqi ; Sun, Licheng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000301.

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2025Credit distortions in Japanese momentum. (2025). Ross, Sharon Y. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000374.

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2025A unified duration-based explanation of the value, profitability, and investment anomalies. (2025). Li, Tao ; Chen, Shan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:84:y:2025:i:c:s0927539825000672.

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2025Momentum is still there conditional on volatility-amplified pessimism. (2025). Ghazi, Soroush ; Schneider, Mark ; Strauss, Jack. In: Journal of Empirical Finance. RePEc:eee:empfin:v:84:y:2025:i:c:s0927539825000751.

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2025The stock return predictability of treasury bond yield in China. (2025). Xiong, Xiong ; Zhang, Han ; Guo, Bin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:84:y:2025:i:c:s0927539825000763.

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2025Insider trading and anomalies. (2025). Xu, Minghai ; Tian, Jiaxing ; Xiang, Hong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:84:y:2025:i:c:s092753982500088x.

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2024How does supply chain digitization affect green innovation? Evidence from a quasi-natural experiment in China. (2024). Xiong, Zhiqiao ; Luo, Shuangcheng ; Liu, Jianjiang. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004535.

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2025Performance of energy ETFs and climate risks. (2025). Nguyen, Minh Nhat ; Li, Youwei ; Liu, Rui Peng. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007400.

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2025“Brown” Risk or “Green” Opportunity? The dynamic pricing of climate transition risk on global financial markets. (2025). Fliegel, Philip. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002804.

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2024Impact of green credit policies on the global value chain position of heavy polluting enterprises. (2024). Huang, Xiaobing ; Xie, Jiawei. In: Energy Policy. RePEc:eee:enepol:v:192:y:2024:i:c:s0301421524002891.

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2025In the shadows of opacity: Firm information quality and latent factor model performance. (2025). Zhang, Guanglong ; Wang, Chuyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:100:y:2025:i:c:s1057521925000572.

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2025Managerial myopia and biodiversity alignment- evidence from China. (2025). Lucey, Brian ; Qu, Xiaoyu ; Zhao, Yinghan. In: International Review of Financial Analysis. RePEc:eee:finana:v:100:y:2025:i:c:s1057521925000614.

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2024Factor models for Chinese A-shares. (2024). Swinkels, Laurens ; Zhou, Weili ; Hanauer, Matthias X ; Jansen, Maarten. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300491x.

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2024Risk culture in corporate innovation. (2024). Lin, Chih-Yung ; Ho, Po-Hsin ; Yen, Ju-Fang ; Huang, Chia-Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300515x.

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2024Network centrality, information diffusion and asset pricing. (2024). Hu, Xiaolu ; Yu, Miao ; Zhong, Angel. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001558.

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2024Zoom in on momentum. (2024). Kim, Jun Yong. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001492.

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2024Cryptocurrency anomalies and economic constraints. (2024). Liedtke, Gerrit ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001509.

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2024Abnormal temperature and the cross-section of stock returns in China. (2024). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi ; Song, Bingheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002060.

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2024Why isnt composite equity issuance favored by the stock market? A risk-based explanation for the anomaly. (2024). Yu, Huaibing. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002205.

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2024Asset redeployability and firm value amidst the COVID-19 pandemic: A real options perspective. (2024). Yi, Xingjian ; Chen, Jia ; Liu, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002308.

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2024Left-tail risk and UK stock return predictability: Underreaction, overreaction, and arbitrage difficulties. (2024). Khasawneh, Maher ; Kambouroudis, Dimos ; McMillan, David G. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002655.

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2024From macro to micro: Sparse macroeconomic risks and the cross-section of stock returns. (2024). Zhu, Lin ; Tang, Guohao ; Jiang, Fuwei ; Jin, Fujing. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400365x.

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2024Exploring the factor zoo with a machine-learning portfolio. (2024). Chng, Michael T ; Huang, Tao ; Sak, Halis. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005313.

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2024ESG components and equity returns: Evidence from real estate investment trusts. (2024). , Louis ; Shen, Jianfu ; Fan, Kwok Yuen. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006483.

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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.
[Full Text][Citation analysis]		article46
2017The Investment CAPM In: European Financial Management.
[Full Text][Citation analysis]		article44
2015The Investment CAPM.(2015) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44		paper
2017The Investment CAPM.(2017) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 44		paper
2018EFM Special Issue “Corporate Policies and Asset Prices” In: European Financial Management.
[Full Text][Citation analysis]		article0
2011Value versus Growth: Time‐Varying Expected Stock Returns In: Financial Management.
[Citation analysis]		article45
2010Value versus Growth: Time-Varying Expected Stock Returns.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		paper
2005The Value Premium In: Journal of Finance.
[Full Text][Citation analysis]		article416
2009Financially Constrained Stock Returns In: Journal of Finance.
[Full Text][Citation analysis]		article116
2006Financially Constrained Stock Returns.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 116		paper
2010The q‐Theory Approach to Understanding the Accrual Anomaly In: Journal of Accounting Research.
[Full Text][Citation analysis]		article58
Unemployment Crises In: GSIA Working Papers.
[Full Text][Citation analysis]		paper13
2013Unemployment Crises.(2013) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2013Unemployment Crises.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2005An Equilibrium Asset Pricing Model with Labor Market Search In: GSIA Working Papers.
[Full Text][Citation analysis]		paper21
2011An 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
2012An 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
2002Equilibrium Cross-Section of Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper265
2003Equilibrium Cross Section of Returns.(2003) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 265		article
2002Asset Pricing Implications of Firms Financing Constraints In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper56
2002Asset Pricing Implications of Firms Financing Constraints.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56		paper
2006Asset Pricing Implications of Firms Financing Constraints.(2006) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56		article
2003Asset Prices and Business Cycles with Costly External Finance In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper68
2002Asset Prices and Business Cycles with Costly External Finance.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 68		paper
2003Asset 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: 68		article
2010The Value Spread: A Puzzle In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2010Investment-Based Momentum Profits In: Working Paper Series.
[Full Text][Citation analysis]		paper3
2010Does Risk Explain Anomalies? Evidence from Expected Return Estimates In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2010Does 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
2011Covariances versus Characteristics in General Equilibrium In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2011Covariances versus Characteristics in General Equilibrium.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2012Digesting Anomalies: An Investment Approach In: Working Paper Series.
[Full Text][Citation analysis]		paper8
2012Digesting Anomalies: An Investment Approach.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2015The CAPM Strikes Back? An Investment Model with Disasters In: Working Paper Series.
[Full Text][Citation analysis]		paper6
2015The 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
2015A Comparison of New Factor Models In: Working Paper Series.
[Full Text][Citation analysis]		paper19
2017Replicating Anomalies In: Working Paper Series.
[Full Text][Citation analysis]		paper35
2017Replicating Anomalies.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		paper
2017The Economics of Value Investing In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2017The Economics of Value Investing.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2018Motivating Factors In: Working Paper Series.
[Full Text][Citation analysis]		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]		article35
2001Equilibrium 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: 35		paper
2008Is the value spread a useful predictor of returns? In: Journal of Financial Markets.
[Full Text][Citation analysis]		article17
2019The CAPM strikes back? An equilibrium model with disasters In: Journal of Financial Economics.
[Full Text][Citation analysis]		article26
2005Is value riskier than growth? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article237
2008The expected value premium In: Journal of Financial Economics.
[Full Text][Citation analysis]		article35
2006The Expected Value Premium.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		paper
2010Does q-theory with investment frictions explain anomalies in the cross section of returns? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article82
2011Do time-varying risk premiums explain labor market performance? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article15
2013The investment manifesto In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article42
2014A neoclassical interpretation of momentum In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article21
2005Expected returns, yield spreads, and asset pricing tests In: Proceedings.
[Full Text][Citation analysis]		article50
2005Expected Returns, Yield Spreads, and Asset Pricing Tests.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50		paper
2008Expected returns, yield spreads, and asset pricing tests.(2008) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50		article
2006Equity market volatility and expected risk premium In: Working Papers.
[Full Text][Citation analysis]		paper2
2005Anomalies In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2009Anomalies.(2009) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2005The Value Spread as a Predictor of Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper5
2005Investment-Based Underperformance Following Seasoned Equity Offerings In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
2005Momentum Profits and Macroeconomic Risk In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2006Optimal Market Timing In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
2007Regularities In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2007Neoclassical Factors In: NBER Working Papers.
[Full Text][Citation analysis]		paper3
2007Understanding the Accrual Anomaly In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2008Costly External Finance: Implications for Capital Markets Anomalies In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2009The stock market and aggregate employment In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2010Cross-sectional Tobins Q In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2011A Model of Momentum In: NBER Working Papers.
[Full Text][Citation analysis]		paper5
2013Solving the DMP Model Accurately In: NBER Working Papers.
[Full Text][Citation analysis]		paper21
2014Which Factors? In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
2019Which Factors?.(2019) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2017Does the Investment Model Explain Value and Momentum Simultaneously? In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2018q⁵ In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2019Security Analysis: An Investment Perspective In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2019Firm-level Irreversibility In: NBER Working Papers.
[Full Text][Citation analysis]		paper3
2019Q-factors and Investment CAPM In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2020Searching for the Equity Premium In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2022Asymmetric Investment Rates In: NBER Working Papers.
[Full Text][Citation analysis]		paper7
2014Do Anomalies Exist Ex Ante? In: Review of Finance.
[Full Text][Citation analysis]		article14
2008Momentum Profits, Factor Pricing, and Macroeconomic Risk In: The Review of Financial Studies.
[Full Text][Citation analysis]		article162
2008The New Issues Puzzle: Testing the Investment-Based Explanation In: The Review of Financial Studies.
[Full Text][Citation analysis]		article154
2013A Supply Approach to Valuation In: The Review of Financial Studies.
[Full Text][Citation analysis]		article9
2015Editors Choice Digesting Anomalies: An Investment Approach In: The Review of Financial Studies.
[Full Text][Citation analysis]		article745
2006Testing the q-Theory of Anomalies In: 2006 Meeting Papers.
[Full Text][Citation analysis]		paper0
2010Aggregate Asset Pricing with Labor Market Frictions In: 2010 Meeting Papers.
[Full Text][Citation analysis]		paper0
2013Shooting the CAPM In: 2013 Meeting Papers.
[Full Text][Citation analysis]		paper0
2014Endogenous Economic Disasters and Asset Prices In: 2014 Meeting Papers.
[Full Text][Citation analysis]		paper3
2004Erratum: Equilibrium Cross Section of Returns In: Journal of Political Economy.
[Full Text][Citation analysis]		article264
2003Equilibrium Cross Section of Returns.(2003) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 264		article
2009Investment-Based Expected Stock Returns In: Journal of Political Economy.
[Full Text][Citation analysis]		article152
2017Solving the Diamond–Mortensen–Pissarides model accurately In: Quantitative Economics.
[Full Text][Citation analysis]		article25

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