Lu Zhang : Citation Profile

Are you Lu Zhang?

Ohio State University

21

H index

30

i10 index

2713

Citations

RESEARCH PRODUCTION:

31

Articles

60

Papers

RESEARCH ACTIVITY:

   21 years (2001 - 2022). See details.
   Cites by year: 129
   Journals where Lu Zhang has often published
   Relations with other researchers
   Recent citing documents: 304.    Total self citations: 51 (1.85 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pzh29
   Updated: 2023-11-04    RAS profile: 2019-04-07    
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Relations with other researchers

Works with:

Li, Xuenan (2)

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

Is cited by:

Lin, Xiaoji (35)

Gourio, Francois (21)

Kogan, Leonid (19)

Marfe, Roberto (19)

HSU, Po-Hsuan (17)

Donangelo, Andres (15)

Nagel, Stefan (14)

Cooper, Ilan (14)

Wachter, Jessica (13)

Kang, Moonsoo (12)

Zaremba, Adam (12)

Cites to:

French, Kenneth (114)

Fama, Eugene (96)

Cochrane, John (60)

Campbell, John (53)

Whited, Toni (51)

Titman, Sheridan (34)

Gomes, João (26)

Barro, Robert (26)

Lettau, Martin (25)

Shleifer, Andrei (24)

Stambaugh, Robert (23)

Main data

Where Lu Zhang has published?

Journals with more than one article published# docs
Review of Financial Studies7
Journal of Financial Economics5
Journal of Political Economy3
Review of Finance2
Journal of Finance2
Journal of Monetary Economics2
European Financial Management2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc35
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 (2023 and 2022)

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

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

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

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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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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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2023.

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

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

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

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

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

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

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

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

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2022Do oil price shocks have any implications for stock return momentum?. (2022). Kang, Sanghoon ; Maitra, Debasish ; Dash, Saumya Ranjan ; Balakumar, Suganya. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:637-663.

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2022Does service trade liberalization relieve manufacturing enterprises’ financial constraints? Evidence from China. (2022). Zhang, Wencheng ; Shu, Zhongqiao ; Peng, Shuijun. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002996.

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2022On the behavior of Okuns law across business cycles. (2022). Donayre, Luiggi. In: Economic Modelling. RePEc:eee:ecmode:v:112:y:2022:i:c:s0264999322001043.

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2022Evaluating asset pricing models: A revised factor model for China. (2022). Rao, Xiao ; Li, Zhiyong. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002425.

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

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

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2022Catering to investors through capital expenditures: Testing assets substitution problem around financing. (2022). Huang, Hsin-Yi ; Ho, Ruey-Jenn ; Chao, Ching-Hsiang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001698.

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2022Further evidence on financial information and economic activity forecasts in the United States. (2022). Li, Bin ; Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000079.

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2022Asymmetric positive feedback trading and stock pricing in China. (2022). Wan, Die ; Liu, Xufeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000183.

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2022Political sentiment and MAX effect. (2022). Zeng, Ming ; Huang, Shuyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001061.

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

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2022An envelope method for solving continuous-time stochastic models with occasionally binding constraints. (2022). White, Neil . In: Economics Letters. RePEc:eee:ecolet:v:214:y:2022:i:c:s0165176522000908.

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2022Uncertainty shocks and unemployment dynamics. (2022). Langot, Franois ; Kandoussi, Malak. In: Economics Letters. RePEc:eee:ecolet:v:219:y:2022:i:c:s0165176522002725.

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2022Testing capital asset pricing models using functional-coefficient panel data models with cross-sectional dependence. (2022). Xu, Qiuhua ; Fang, Ying ; Cai, Zongwu. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:114-133.

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2022Infinite Markov pooling of predictive distributions. (2022). Maheu, John ; Yang, Qiao ; Jin, Xin. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:2:p:302-321.

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2022Testing the eigenvalue structure of spot and integrated covariance. (2022). Williams, Julian ; Taamouti, Abderrahim ; Dovonon, Prosper. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:2:p:363-395.

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

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2022The Fama-French model for estimating the cost of equity capital: The impact of real options of investment projects. (2022). Zarzecki, Dariusz ; Urbaski, Stanisaw. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:1:s0939362521000224.

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2022Households, auctioneers, and aggregation. (2022). Walker, Todd B ; Katz, Nets Hawk ; Chipeniuk, Karsten O. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002713.

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2022Nonlinear unemployment effects of the inflation tax. (2022). Baughman, Garth ; Lahcen, Mohammed Ait ; Rabinovich, Stanislav ; van Buggenum, Hugo. In: European Economic Review. RePEc:eee:eecrev:v:148:y:2022:i:c:s0014292122001465.

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2022An inter-temporal CAPM based on First order Stochastic Dominance. (2022). Levy, Moshe. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:2:p:734-739.

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2022Factor investing in Brazil: Diversifying across factor tilts and allocation strategies. (2022). Casalin, Fabrizio ; Rodrigues, Alexandre Alles. In: Emerging Markets Review. RePEc:eee:ememar:v:52:y:2022:i:c:s1566014122000231.

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2022Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition. (2022). Conlon, Thomas ; Bessler, Wolfgang ; Adcock, Christopher . In: Journal of Empirical Finance. RePEc:eee:empfin:v:65:y:2022:i:c:p:24-50.

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2022Forecasting earnings with combination of analyst forecasts. (2022). Wu, Chunchi ; Tao, Xinyuan ; Lin, Hai. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:133-159.

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2022Economic evaluation of asset pricing models under predictability. (2022). Hansen, Erwin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:50-66.

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2022Why Do U.S. Firms Invest Less over Time?. (2022). Wang, Rong ; Huang, Sheng ; Fu, Fangjian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:69:y:2022:i:c:p:15-42.

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

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

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

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2022Why do firm fundamentals predict returns? Evidence from short selling activity. (2022). Wu, Yuliang ; Mazouz, Khelifa. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002908.

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2022The profitability effect: Insight from a dynamic perspective. (2022). Yang, Zhichen ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000345.

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2022Energy price uncertainty and the value premium. (2022). Zhong, Angel ; Tran, Vuong Thao ; Bach, Dinh Hoang ; Chiah, Mardy. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000370.

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2022Are conditional illiquidity risks priced in China? A cross-sectional test. (2022). Yin, Libo ; Lyu, Tongtong ; Su, Zhi. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000497.

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2022Asset pricing anomalies: Liquidity risk hedgers or liquidity risk spreaders?. (2022). Butt, Hilal Anwar ; Virk, Nader Shahzad. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000746.

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2022Will temperature change reduce stock returns? Evidence from China. (2022). Lu, Lei ; Li, Shuo ; Xiong, Xiong ; Yan, Yumeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000801.

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2022An empirical evaluation of alternative fundamental models of credit spreads. (2022). Headley, Adrian ; Murphy, Austin. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000904.

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2022Do dividends signal safety? Evidence from China. (2022). Nie, Jing ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922000916.

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2022Ambiguity and asset pricing: An empirical investigation for an emerging market. (2022). Daniolu, Seza ; Ahin, Baki Cem. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922002885.

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2022Why do small businesses have difficulty in accessing bank financing?. (2022). Li, Youwei ; Wu, Yuliang ; Vigne, Samuel A ; Harrison, Richard. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003027.

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

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

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

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

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2022Crash probability anomaly in the Chinese stock market. (2022). Tong, Xiangda ; Niu, Hui ; Fang, YI. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001434.

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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]		article34
2017The Investment CAPM In: European Financial Management.
[Full Text][Citation analysis]		article41
2015The Investment CAPM.(2015) In: Working Paper Series.
[Full Text][Citation analysis]
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2017The Investment CAPM.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41		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]		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]		article417
2009Financially Constrained Stock Returns In: Journal of Finance.
[Full Text][Citation analysis]		article94
2006Financially Constrained Stock Returns.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 94		paper
2010The q?Theory Approach to Understanding the Accrual Anomaly In: Journal of Accounting Research.
[Full Text][Citation analysis]		article53
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]		paper245
2003Equilibrium Cross Section of Returns.(2003) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 245		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]		paper66
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: 66		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: 66		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]		paper16
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]		article223
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]		article73
2011Do time-varying risk premiums explain labor market performance? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article13
2013The investment manifesto In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article37
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]		article49
2005Expected Returns, Yield Spreads, and Asset Pricing Tests.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49		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: 49		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
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]		paper1
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]		article148
2008The New Issues Puzzle: Testing the Investment-Based Explanation In: Review of Financial Studies.
[Full Text][Citation analysis]		article131
2013A Supply Approach to Valuation In: Review of Financial Studies.
[Full Text][Citation analysis]		article7
2015Editors Choice Digesting Anomalies: An Investment Approach In: Review of Financial Studies.
[Full Text][Citation analysis]		article536
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]		article141
2017Solving the Diamond–Mortensen–Pissarides model accurately In: Quantitative Economics.
[Full Text][Citation analysis]		article20

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