Lu Zhang : Citation Profile

Are you Lu Zhang?

Ohio State University

21

H index

30

i10 index

2650

Citations

RESEARCH PRODUCTION:

31

Articles

61

Papers

RESEARCH ACTIVITY:

   21 years (2001 - 2022). See details.
   Cites by year: 126
   Journals where Lu Zhang has often published
   Relations with other researchers
   Recent citing documents: 457.    Total self citations: 51 (1.89 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh29
   Updated: 2023-08-19    RAS profile: 2019-04-07    
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Relations with other researchers

Works with:

Hou, Kewei (4)

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)

Donangelo, Andres (15)

Nagel, Stefan (14)

HSU, Po-Hsuan (14)

Cooper, Ilan (14)

Wachter, Jessica (13)

Kang, Moonsoo (12)

Zaremba, Adam (12)

Cites to:

French, Kenneth (101)

Fama, Eugene (96)

Cochrane, John (60)

Campbell, John (53)

Whited, Toni (51)

Titman, Sheridan (34)

Barro, Robert (26)

Gomes, João (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
Review of Finance2
Journal of Monetary Economics2
Journal of Finance2
European Financial Management2

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 (2022 and 2021)

YearTitle of citing document
2022The Prior Adaptive Group Lasso and the Factor Zoo. (2022). Bertelsen, Kristoffer Pons. In: CREATES Research Papers. RePEc:aah:create:2022-05.

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2021Multifactorial analysis of the price formation in the terms of a risk-free rate. (2021). Radu, Iulian ; Anghel, Mdlina-Gabriela ; Anghelache, Constantin. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(628):y:2021:i:3(628):p:33-44.

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2021Deep Learning in Asset Pricing. (2019). Zhu, Jason ; Pelger, Markus ; Chen, Luyang. In: Papers. RePEc:arx:papers:1904.00745.

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2021Why and how systematic strategies decay. (2021). Falck, Antoine ; Thesmar, David ; Rej, Adam. In: Papers. RePEc:arx:papers:2105.01380.

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2021An Interpretable Neural Network for Parameter Inference. (2021). Pfitzinger, Johann. In: Papers. RePEc:arx:papers:2106.05536.

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2021Machine Learning and Factor-Based Portfolio Optimization. (2021). Kynigakis, Iason ; Cotter, John ; Conlon, Thomas. In: Papers. RePEc:arx:papers:2107.13866.

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2021The Evolving Causal Structure of Equity Risk Factors. (2021). BONCHI, FRANCESCO ; Bajardi, Paolo ; D'Acunto, Gabriele ; de Francisci, Gianmarco. In: Papers. RePEc:arx:papers:2111.05072.

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2022Characteristics-driven returns in equilibrium. (2022). Coqueret, Guillaume. In: Papers. RePEc:arx:papers:2203.07865.

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2022Misspecification and Weak Identification in Asset Pricing. (2022). Zhan, Zhaoguo ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2206.13600.

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2022Back to the Surplus: An Unorthodox Neoclassical Model of Growth, Distribution and Unemployment with Technical Change. (2022). Jacobo, Juan E. In: Papers. RePEc:arx:papers:2211.14978.

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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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2021Credit Markets, Intermediate Production and the Business Cycle. (2021). Samiri, Issam. In: BCAM Working Papers. RePEc:bbk:bbkcam:2101.

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2021MUTUAL FUND PERFORMANCE: SOME RECENT EVIDENCE FROM EUROPEAN EQUITY FUNDS. (2021). Boovi, Milo. In: Economic Annals. RePEc:beo:journl:v:66:y:2021:i:230:p:7-34.

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2022Macroeconomic Forecasting Using Filtered Signals from a Stock Market Cross Section. (2022). Stalla-Bourdillon, Arthur ; Chinn, Menzie ; Chatelais, Nicolas. In: Working papers. RePEc:bfr:banfra:903.

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

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2021Momentum, Reversals, and Business Cycle Turning Points. (2021). Xiao, Yuchao ; Min, Byoungkyu. In: Abacus. RePEc:bla:abacus:v:57:y:2021:i:4:p:679-708.

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2022Misvaluation and the Asset Growth Anomaly. (2022). Lambertides, Neophytos. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:1:p:105-141.

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2021Pairs trading and idiosyncratic cash flow risk. (2021). Faff, Robert ; Do, Binh. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:3171-3206.

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2021Do accounting information and market environment matter for cross?asset predictability?. (2021). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Thakerngkiat, Narongdech. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4389-4434.

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2021Earnings momentum meets short?term return reversal. (2021). Tu, Jun ; Sun, Licheng ; Zhu, Zhaobo. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2379-2405.

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2022Assessing the usefulness of daily and monthly asset?pricing factors for Australian equities. (2022). Zhong, Angel ; Gray, Philip. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:1:p:181-211.

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2022Have existing theories explained the accrual anomaly? An evaluation based on the decomposition method. (2022). Lin, Dawei ; Huang, Zhuo ; Qiu, Zhimin. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:3645-3675.

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2022Global equity fund performance adjusted for equity and currency factors. (2022). Warren, Geoffrey J ; Schmidt, Camille H ; Harman, Graham ; Gallagher, David R. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1535-1565.

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2022Does short?selling affect mutual fund shareholdings? Evidence from China. (2022). Wan, Die ; Liu, Xufeng. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1887-1923.

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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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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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2021Power of sustainable development: Does environmental management system certification affect a firms access to finance?. (2021). Tang, Guiyao ; Ruan, Hongfei ; Zhang, Ying ; Tong, LI. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:8:p:3772-3788.

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2022Is the value effect due to M&A deals? Evidence from the Italian stock market. (2022). Roma, Antonio. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:1:n:e12194.

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2021How to build a factor portfolio: Does the allocation strategy matter?. (2021). Wendt, Viktoriasophie ; Drobetz, Wolfgang ; Dichtl, Hubert. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:1:p:20-58.

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2021Sentiment?scaled CAPM and market mispricing. (2021). Han, Xiao ; Doukas, John A. In: European Financial Management. RePEc:bla:eufman:v:27:y:2021:i:2:p:208-243.

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2021Economic policy uncertainty and momentum. (2021). Wu, Yangru ; Sun, Minxing ; Gu, Ming ; Xu, Weike. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:237-259.

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2021Anomalies enhanced: A portfolio rebalancing approach. (2021). Zhou, Guofu ; Huang, Dayong ; Han, Yufeng. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:371-424.

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2021Price anchors and short?term reversals. (2021). Stivers, Chris ; Sun, Licheng ; Zhu, Zhaobo. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:425-454.

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2021Correlation and the omitted variable: A tale of two prices. (2021). Pan, Zheyao ; Han, Xing. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:2:p:519-552.

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2021Short selling, agency, and corporate investment. (2021). Wang, Qinghai ; Shen, Tao ; Nezafat, Mahdi. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:3:p:775-804.

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2022Presidential power and stock returns. (2022). Park, Jung Chul ; Kim, Youngsoo. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:2:p:455-499.

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

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2022The cross?sectional return predictability of employment growth: A liquidity risk explanation. (2022). Luo, DI ; Liu, Weimin ; Zhao, Huainan ; Park, Seyoung. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:155-178.

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2022Do short?term institutions exploit stock return anomalies?. (2022). Jiang, George J ; Huang, Wei ; Chen, Yinfei. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:69-94.

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2022A reexamination of factor momentum: How strong is it?. (2022). Liu, Jiadong ; Liao, Ming ; Fan, Minyou. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:585-615.

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2022Persistence of investor sentiment and market mispricing. (2022). Eshraghi, Arman ; Danbolt, JO ; Sakkas, Nikolaos ; Han, Xiao. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:617-640.

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2022Option trading and returns versus the 52?week high and low. (2022). Wei, Jason ; Choy, Siu Kai. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:691-726.

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2021Asset pricing factors in Islamic equity returns. (2021). Shamsuddin, Abul ; Safiullah, MD. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:523-554.

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2021Forecasting the future state of the economy in the United States: The role of tradable “new” risk factors. (2021). Li, Bin ; Shi, QI. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:1039-1046.

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2021Measuring systematic risk from managerial organization capital. (2021). Allen, Linda ; Yildirim, Alev. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:9-10:p:2049-2072.

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2022Organization capital effect in stock returns—The role of R&D. (2022). Lin, Chubin ; Chan, Konan ; Wang, Yanzhi. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:7-8:p:1237-1263.

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2021Inalienable Customer Capital, Corporate Liquidity, and Stock Returns. (2021). Reibstein, David ; Ji, Yan ; Dou, Winston Wei ; Wu, Wei. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:1:p:211-265.

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2021Equilibrium Asset Pricing with Leverage and Default. (2021). Schmid, Lukas ; Gomes, Joo F. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:977-1018.

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2021Leveraged Funds and the Shadow Cost of Leverage Constraints. (2021). Qin, Zhongling ; Lu, Zhongjin. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:3:p:1295-1338.

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2021The Limits of p?Hacking: Some Thought Experiments. (2021). Chen, Andrew Y. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2447-2480.

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2021Asset Pricing and Sports Betting. (2021). Moskowitz, Tobias J. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:3153-3209.

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2021Valuing Private Equity Investments Strip by Strip. (2021). van Nieuwerburgh, Stijn ; Gupta, Arpit. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:3255-3307.

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2022Debt Refinancing and Equity Returns. (2022). Wagner, Christian ; Nagler, Florian ; Friewald, Nils. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2287-2329.

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2022The Cost of Capital for Banks: Evidence from Analyst Earnings Forecasts. (2022). Gyntelberg, Jacob ; Thimsen, Christoffer ; Dicknielsen, Jens. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:5:p:2577-2611.

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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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2022.

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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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2021Cash flow growth and stock returns. (2021). Jansen, Benjamin A. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:2:p:371-402.

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2021When it rains, it pours: Multifactor asset management in good and bad times. (2021). Szafarz, Ariane ; Briere, Marie. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:3:p:641-669.

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2021Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions. (2021). Pitarakis, Jean-Yves ; Gonzalo, Jesus ; da Silva, Anibal Emiliano. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:713-741.

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2021How do volatility regimes affect the pricing of quality and liquidity in the stock market?. (2021). Hübner, Georges ; Tarik, Bazgour ; Danielle, Sougne ; Georges, Hubner ; Cedric, Heuchenne. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:17:n:3.

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2021Specification Lasso and an Application in Financial Markets. (2021). Dong, C ; Li, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2139.

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2021Aggregate Skewness and the Business Cycle. (2021). Theodoridis, Konstantinos ; Iseringhausen, Martin. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/30.

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2021Asset Prices and Business Cycles with Liquidity Shocks. (2021). Slavik, Ctirad ; Nezafat, Mahdi. In: CERGE-EI Working Papers. RePEc:cer:papers:wp711.

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2022The Performance of Socially Responsible Investments: A Meta-Analysis. (2022). Yuksel, Gul ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9724.

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2021Competition for Attention in the ETF Space. (2021). Ben-David, Itzhak ; Moussawi, Rabih ; Kim, Byungwook ; Franzoni, Francesco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15762.

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2021Short-term Momentum. (2021). Schmeling, Maik ; Medhat, Mamdouh. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15857.

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2021A machine learning approach to risk disclosure reporting. (2021). Ferreira, Alexandre ; Resende, Max. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00810.

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2021Anchoring and Risk Factors. (2021). Zhang, Wei ; Ma, Qingzhong ; Huang, Emily Jian ; Goukasian, Levon . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-04-10.

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2022Textual fundamentals in earnings press releases. (2022). Li, Ken. In: Advances in accounting. RePEc:eee:advacc:v:57:y:2022:i:c:s0882611022000104.

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2021Air pollution and behavioral biases: Evidence from stock market anomalies. (2021). Pham, Mia Hang ; Nguyen, Hung T. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303701.

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2021Distress risk anomaly and misvaluation. (2021). Panayides, Photis M ; Lambertides, Neophytos ; Andreou, Christoforos K. In: The British Accounting Review. RePEc:eee:bracre:v:53:y:2021:i:5:s0890838920300925.

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2021What do insiders know? Evidence from insider trading around share repurchases and SEOs. (2021). michaely, roni ; Cziraki, Peter ; Lyandres, Evgeny. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119918308824.

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2021The (non-) effect of labor unionization on firm risk: Evidence from the options market. (2021). KOSTAKIS, ALEXANDROS ; Ghaly, Mohamed ; Stathopoulos, Konstantinos. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302601.

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2021Loan price in mergers and acquisitions. (2021). Khurshed, Arif ; Hua, Chen ; Gao, Ning. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s092911992030198x.

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2021Financial distress risk and stock price crashes. (2021). Lambertides, Neophytos ; Andreou, Panayiotis C. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s092911992030314x.

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2021Outsourcing flexibility under financial constraints. (2021). Zhang, Xiaotian Tina ; Trigeorgis, Lenos ; Ju, Ming ; Choi, Jongmoo Jay. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000109.

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2021Confidential marketing in seasoned equity offers. (2021). Jones, Timothy ; Autore, Don M ; Peterson, David R ; Kovacs, Tunde. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000961.

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2021Can machines learn capital structure dynamics?. (2021). Strauss, Jack ; Oztekin, Ozde ; Elmore, Ryan ; Amini, Shahram. In: Journal of Corporate Finance. RePEc:eee:corfin:v:70:y:2021:i:c:s0929119921001954.

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2022Bank deregulation and stock price crash risk. (2022). Zeng, Cheng ; Liu, Yangke ; Lee, Edward ; Dang, Viet Anh. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002704.

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2022Asset growth and stock returns in european equity markets: Implications of investment and accounting distortions. (2022). ARTIKIS, PANAGIOTIS ; Sorros, John N ; Papanastasopoulos, Georgios A ; Diamantopoulou, Lydia. In: Journal of Corporate Finance. RePEc:eee:corfin:v:73:y:2022:i:c:s0929119922000360.

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2022Right-to-Work laws and corporate innovation. (2022). Qiu, Buhui ; Nguyen, Justin Hung. In: Journal of Corporate Finance. RePEc:eee:corfin:v:76:y:2022:i:c:s0929119922001067.

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2022Lumpy investment and credit risk. (2022). Zhang, Chuanqian ; Jiao, Feng. In: Journal of Corporate Finance. RePEc:eee:corfin:v:77:y:2022:i:c:s0929119922001365.

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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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2022On the use of random forest for two-sample testing. (2022). Naf, Jeffrey ; Michel, Loris ; Hediger, Simon. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:170:y:2022:i:c:s0167947322000159.

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2021Bargaining shocks and aggregate fluctuations. (2021). Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo ; Drautzburg, Thorsten. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000567.

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2021Nonlinear effect of sentiment on momentum. (2021). Li, Kai. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001883.

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2022Time to build and bond risk premia. (2022). Li, Kai ; Huang, Fuzhe ; Guo, Bin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188921000154.

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2022Far away from home: Investors’ underreaction to geographically dispersed information. (2022). Tu, Jun ; Liang, Dawei ; Chu, Liya ; Chen, Zilin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188922000306.

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2022Information acquisition and expected returns: Evidence from EDGAR search traffic. (2022). Sun, Chengzhu ; Li, Frank Weikai. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:141:y:2022:i:c:s0165188922000884.

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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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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]		article32
2017The Investment CAPM In: European Financial Management.
[Full Text][Citation analysis]		article40
2015The Investment CAPM.(2015) In: Working Paper Series.
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2017The Investment CAPM.(2017) In: NBER Working Papers.
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2018EFM Special Issue “Corporate Policies and Asset Prices” In: European Financial Management.
[Full Text][Citation analysis]		article0
2011Value versus Growth: Time?Varying Expected Stock Returns In: Financial Management.
[Citation analysis]		article41
2010Value versus Growth: Time-Varying Expected Stock Returns.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41		paper
2005The Value Premium In: Journal of Finance.
[Full Text][Citation analysis]		article412
2009Financially Constrained Stock Returns In: Journal of Finance.
[Full Text][Citation analysis]		article92
2006Financially Constrained Stock Returns.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 92		paper
2010The q?Theory Approach to Understanding the Accrual Anomaly In: Journal of Accounting Research.
[Full Text][Citation analysis]		article52
Unemployment Crises In: GSIA Working Papers.
[Full Text][Citation analysis]		paper11
2013Unemployment Crises.(2013) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2013Unemployment Crises.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		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 another 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 another version. Agregated cites: 21		paper
2002Equilibrium Cross-Section of Returns In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper240
2003Equilibrium Cross Section of Returns.(2003) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 240		article
2002Asset Pricing Implications of Firms Financing Constraints In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper54
2002Asset Pricing Implications of Firms Financing Constraints.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 54		paper
2006Asset Pricing Implications of Firms Financing Constraints.(2006) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 54		article
2003Asset Prices and Business Cycles with Costly External Finance In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper60
2002Asset Prices and Business Cycles with Costly External Finance.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 60		paper
2003Asset Prices and Business Cycles with Costly External Finance.(2003) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 60		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 another 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 another 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 another 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 another version. Agregated cites: 6		paper
2015A Comparison of New Factor Models In: Working Paper Series.
[Full Text][Citation analysis]		paper13
2017Replicating Anomalies In: Working Paper Series.
[Full Text][Citation analysis]		paper33
2017Replicating Anomalies.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33		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 another 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]		article33
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 another version. Agregated cites: 33		paper
2008Is the value spread a useful predictor of returns? In: Journal of Financial Markets.
[Full Text][Citation analysis]		article16
2019The CAPM strikes back? An equilibrium model with disasters In: Journal of Financial Economics.
[Full Text][Citation analysis]		article17
2005Is value riskier than growth? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article220
2008The expected value premium In: Journal of Financial Economics.
[Full Text][Citation analysis]		article33
2006The Expected Value Premium.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 33		paper
2010Does q-theory with investment frictions explain anomalies in the cross section of returns? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article72
2011Do time-varying risk premiums explain labor market performance? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article12
2013The investment manifesto In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article35
2014A neoclassical interpretation of momentum In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article19
2005Expected returns, yield spreads, and asset pricing tests In: Proceedings.
[Full Text][Citation analysis]		article48
2005Expected Returns, Yield Spreads, and Asset Pricing Tests.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48		paper
2008Expected returns, yield spreads, and asset pricing tests.(2008) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48		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]		paper0
2009Anomalies.(2009) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		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 another version. Agregated cites: 4		article
2017Does the Investment Model Explain Value and Momentum Simultaneously? In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2018q? In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2019Security Analysis: An Investment Perspective In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2019Does Costly Reversibility Matter for U.S. Public Firms? In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
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]		paper0
2014Do Anomalies Exist Ex Ante? In: Review of Finance.
[Full Text][Citation analysis]		article12
2008Momentum Profits, Factor Pricing, and Macroeconomic Risk In: Review of Financial Studies.
[Full Text][Citation analysis]		article147
2008The New Issues Puzzle: Testing the Investment-Based Explanation In: Review of Financial Studies.
[Full Text][Citation analysis]		article128
2013A Supply Approach to Valuation In: Review of Financial Studies.
[Full Text][Citation analysis]		article6
2015Editors Choice Digesting Anomalies: An Investment Approach In: Review of Financial Studies.
[Full Text][Citation analysis]		article514
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]		article0
2009Investment-Based Expected Stock Returns In: Journal of Political Economy.
[Full Text][Citation analysis]		article139
2017Solving the Diamond–Mortensen–Pissarides model accurately In: Quantitative Economics.
[Full Text][Citation analysis]		article20

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