21
H index
30
i10 index
2650
Citations
Ohio State University | 21 H index 30 i10 index 2650 Citations RESEARCH PRODUCTION: 31 Articles 61 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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 |
Review of Finance | 2 |
Journal of Monetary Economics | 2 |
Journal of Finance | 2 |
European Financial Management | 2 |
Year | Title of citing document | |
---|---|---|
2022 | The Prior Adaptive Group Lasso and the Factor Zoo. (2022). Bertelsen, Kristoffer Pons. In: CREATES Research Papers. RePEc:aah:create:2022-05. Full description at Econpapers || Download paper | |
2021 | Multifactorial 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. Full description at Econpapers || Download paper | |
2021 | Deep Learning in Asset Pricing. (2019). Zhu, Jason ; Pelger, Markus ; Chen, Luyang. In: Papers. RePEc:arx:papers:1904.00745. Full description at Econpapers || Download paper | |
2021 | Why and how systematic strategies decay. (2021). Falck, Antoine ; Thesmar, David ; Rej, Adam. In: Papers. RePEc:arx:papers:2105.01380. Full description at Econpapers || Download paper | |
2021 | An Interpretable Neural Network for Parameter Inference. (2021). Pfitzinger, Johann. In: Papers. RePEc:arx:papers:2106.05536. Full description at Econpapers || Download paper | |
2021 | Machine Learning and Factor-Based Portfolio Optimization. (2021). Kynigakis, Iason ; Cotter, John ; Conlon, Thomas. In: Papers. RePEc:arx:papers:2107.13866. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2022 | Characteristics-driven returns in equilibrium. (2022). Coqueret, Guillaume. In: Papers. RePEc:arx:papers:2203.07865. Full description at Econpapers || Download paper | |
2022 | Misspecification and Weak Identification in Asset Pricing. (2022). Zhan, Zhaoguo ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2206.13600. Full description at Econpapers || Download paper | |
2022 | Back 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. Full description at Econpapers || Download paper | |
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 | |
2021 | Credit Markets, Intermediate Production and the Business Cycle. (2021). Samiri, Issam. In: BCAM Working Papers. RePEc:bbk:bbkcam:2101. Full description at Econpapers || Download paper | |
2021 | MUTUAL 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. Full description at Econpapers || Download paper | |
2022 | Macroeconomic 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. Full description at Econpapers || Download paper | |
2021 | Can 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. Full description at Econpapers || Download paper | |
2021 | Momentum, 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. Full description at Econpapers || Download paper | |
2022 | Misvaluation and the Asset Growth Anomaly. (2022). Lambertides, Neophytos. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:1:p:105-141. Full description at Econpapers || Download paper | |
2021 | Pairs 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. Full description at Econpapers || Download paper | |
2021 | Do 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. Full description at Econpapers || Download paper | |
2021 | Earnings 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. Full description at Econpapers || Download paper | |
2022 | Assessing 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. Full description at Econpapers || Download paper | |
2022 | Have 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. Full description at Econpapers || Download paper | |
2022 | Global 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. Full description at Econpapers || Download paper | |
2022 | Does 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. 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 | 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 | |
2021 | Power 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. Full description at Econpapers || Download paper | |
2022 | Is 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. Full description at Econpapers || Download paper | |
2021 | How 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. Full description at Econpapers || Download paper | |
2021 | Sentiment?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. Full description at Econpapers || Download paper | |
2021 | Economic 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. Full description at Econpapers || Download paper | |
2021 | Anomalies 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. Full description at Econpapers || Download paper | |
2021 | Price 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. Full description at Econpapers || Download paper | |
2021 | Correlation 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. Full description at Econpapers || Download paper | |
2021 | Short 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. Full description at Econpapers || Download paper | |
2022 | Presidential 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. 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 | |
2021 | Portfolios 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. Full description at Econpapers || Download paper | |
2022 | The 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. Full description at Econpapers || Download paper | |
2022 | Do 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. Full description at Econpapers || Download paper | |
2022 | A 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. Full description at Econpapers || Download paper | |
2022 | Persistence 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. Full description at Econpapers || Download paper | |
2022 | Option 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. Full description at Econpapers || Download paper | |
2021 | Asset 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. Full description at Econpapers || Download paper | |
2021 | Forecasting 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. Full description at Econpapers || Download paper | |
2021 | Measuring 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. Full description at Econpapers || Download paper | |
2022 | Organization 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. Full description at Econpapers || Download paper | |
2021 | Inalienable 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. Full description at Econpapers || Download paper | |
2021 | Equilibrium 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. Full description at Econpapers || Download paper | |
2021 | Leveraged 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. Full description at Econpapers || Download paper | |
2021 | The 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. Full description at Econpapers || Download paper | |
2021 | Asset Pricing and Sports Betting. (2021). Moskowitz, Tobias J. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:6:p:3153-3209. Full description at Econpapers || Download paper | |
2021 | Valuing 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. Full description at Econpapers || Download paper | |
2022 | Debt 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. Full description at Econpapers || Download paper | |
2022 | The 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. 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 | |
2022 | . 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 | |
2021 | Cash 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. Full description at Econpapers || Download paper | |
2021 | When 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. Full description at Econpapers || Download paper | |
2021 | Uncovering 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. Full description at Econpapers || Download paper | |
2021 | How 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. Full description at Econpapers || Download paper | |
2021 | Specification Lasso and an Application in Financial Markets. (2021). Dong, C ; Li, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2139. Full description at Econpapers || Download paper | |
2021 | Aggregate Skewness and the Business Cycle. (2021). Theodoridis, Konstantinos ; Iseringhausen, Martin. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/30. Full description at Econpapers || Download paper | |
2021 | Asset Prices and Business Cycles with Liquidity Shocks. (2021). Slavik, Ctirad ; Nezafat, Mahdi. In: CERGE-EI Working Papers. RePEc:cer:papers:wp711. Full description at Econpapers || Download paper | |
2022 | The Performance of Socially Responsible Investments: A Meta-Analysis. (2022). Yuksel, Gul ; Hornuf, Lars. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9724. Full description at Econpapers || Download paper | |
2021 | Competition for Attention in the ETF Space. (2021). Ben-David, Itzhak ; Moussawi, Rabih ; Kim, Byungwook ; Franzoni, Francesco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15762. Full description at Econpapers || Download paper | |
2021 | Short-term Momentum. (2021). Schmeling, Maik ; Medhat, Mamdouh. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15857. Full description at Econpapers || Download paper | |
2021 | A machine learning approach to risk disclosure reporting. (2021). Ferreira, Alexandre ; Resende, Max. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00810. Full description at Econpapers || Download paper | |
2021 | Anchoring 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. Full description at Econpapers || Download paper | |
2022 | Textual fundamentals in earnings press releases. (2022). Li, Ken. In: Advances in accounting. RePEc:eee:advacc:v:57:y:2022:i:c:s0882611022000104. Full description at Econpapers || Download paper | |
2021 | Air 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. Full description at Econpapers || Download paper | |
2021 | Distress 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. Full description at Econpapers || Download paper | |
2021 | What 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. Full description at Econpapers || Download paper | |
2021 | The (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. Full description at Econpapers || Download paper | |
2021 | Loan 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. Full description at Econpapers || Download paper | |
2021 | Financial 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. Full description at Econpapers || Download paper | |
2021 | Outsourcing 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. Full description at Econpapers || Download paper | |
2021 | Confidential 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. Full description at Econpapers || Download paper | |
2021 | Can 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. Full description at Econpapers || Download paper | |
2022 | Bank 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. Full description at Econpapers || Download paper | |
2022 | Asset 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. Full description at Econpapers || Download paper | |
2022 | Right-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. Full description at Econpapers || Download paper | |
2022 | Lumpy investment and credit risk. (2022). Zhang, Chuanqian ; Jiao, Feng. In: Journal of Corporate Finance. RePEc:eee:corfin:v:77:y:2022:i:c:s0929119922001365. 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 | |
2022 | On 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. Full description at Econpapers || Download paper | |
2021 | Bargaining 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. Full description at Econpapers || Download paper | |
2021 | Nonlinear 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. Full description at Econpapers || Download paper | |
2022 | Time 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. Full description at Econpapers || Download paper | |
2022 | Far 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. Full description at Econpapers || Download paper | |
2022 | Information 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. 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 | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|---|---|---|
2018 | Endogenous Disasters In: American Economic Review. [Full Text][Citation analysis] | article | 32 |
2017 | The Investment CAPM In: European Financial Management. [Full Text][Citation analysis] | article | 40 |
2015 | The Investment CAPM.(2015) In: Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | paper | |
2017 | The Investment CAPM.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | 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 another version. Agregated cites: 41 | paper | |
2005 | The Value Premium In: Journal of Finance. [Full Text][Citation analysis] | article | 412 |
2009 | Financially Constrained Stock Returns In: Journal of Finance. [Full Text][Citation analysis] | article | 92 |
2006 | Financially Constrained Stock Returns.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 92 | paper | |
2010 | The q?Theory Approach to Understanding the Accrual Anomaly In: Journal of Accounting Research. [Full Text][Citation analysis] | article | 52 |
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 another version. Agregated cites: 11 | paper | |
2013 | Unemployment Crises.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another 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 another 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 another version. Agregated cites: 21 | paper | |
2002 | Equilibrium Cross-Section of Returns In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 240 |
2003 | Equilibrium Cross Section of Returns.(2003) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 240 | 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 another 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 another version. Agregated cites: 54 | article | |
2003 | Asset Prices and Business Cycles with Costly External Finance In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 60 |
2002 | Asset 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 | |
2003 | Asset 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 | |
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 another 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 another 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 another 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 another version. Agregated cites: 6 | paper | |
2015 | A Comparison of New Factor Models In: Working Paper Series. [Full Text][Citation analysis] | paper | 13 |
2017 | Replicating Anomalies In: Working Paper Series. [Full Text][Citation analysis] | paper | 33 |
2017 | Replicating Anomalies.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | 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 another 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 another 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 | 17 |
2005 | Is value riskier than growth? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 220 |
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 another 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 | 72 |
2011 | Do time-varying risk premiums explain labor market performance? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 12 |
2013 | The investment manifesto In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 35 |
2014 | A neoclassical interpretation of momentum In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 19 |
2005 | Expected returns, yield spreads, and asset pricing tests In: Proceedings. [Full Text][Citation analysis] | article | 48 |
2005 | Expected 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 | |
2008 | Expected 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 | |
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 another 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 another 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 | 0 |
2014 | Do Anomalies Exist Ex Ante? In: Review of Finance. [Full Text][Citation analysis] | article | 12 |
2008 | Momentum Profits, Factor Pricing, and Macroeconomic Risk In: Review of Financial Studies. [Full Text][Citation analysis] | article | 147 |
2008 | The New Issues Puzzle: Testing the Investment-Based Explanation In: Review of Financial Studies. [Full Text][Citation analysis] | article | 128 |
2013 | A Supply Approach to Valuation In: Review of Financial Studies. [Full Text][Citation analysis] | article | 6 |
2015 | Editors Choice Digesting Anomalies: An Investment Approach In: Review of Financial Studies. [Full Text][Citation analysis] | article | 514 |
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 | 139 |
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 July, 3 2023. Contact: CitEc Team