EconPapers    
Economics at your fingertips  
 

Details about Lu Zhang

E-mail:
Homepage:http://fisher.osu.edu/~zhang_1868/
Phone:614-292-8644
Postal address:760A Fisher Hall 2100 Neil Avenue Columbus OH 43210-1144
Workplace:Department of Finance, Fisher College of Business, Ohio State University, (more information at EDIRC)

Access statistics for papers by Lu Zhang.

Last updated 2014-01-17. Update your information in the RePEc Author Service.

Short-id: pzh29


Jump to Journal Articles

Working Papers

2013

  1. Solving the DMP Model Accurately
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (3)
  2. Unemployment Crises
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (5)
    Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business Downloads

2012

  1. An Equilibrium Asset Pricing Model with Labor Market Search
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in GSIA Working Papers, Carnegie Mellon University, Tepper School of Business Downloads
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics (2011) Downloads View citations (5)
  2. Digesting Anomalies: An Investment Approach
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2012) Downloads View citations (2)

2011

  1. A Model of Momentum
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
  2. Covariances versus Characteristics in General Equilibrium
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads

2010

  1. Aggregate Asset Pricing with Labor Market Frictions
    2010 Meeting Papers, Society for Economic Dynamics Downloads
  2. Cross-sectional Tobin's Q
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  3. Does Risk Explain Anomalies? Evidence from Expected Return Estimates
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2010) Downloads
  4. Investment-Based Momentum Profits
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads View citations (3)
  5. The Value Spread: A Puzzle
    Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics Downloads
  6. Value versus Growth: Time-Varying Expected Stock Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in Financial Management (2011)

2009

  1. The stock market and aggregate employment
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2008

  1. Costly External Finance: Implications for Capital Markets Anomalies
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

2007

  1. Neoclassical Factors
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
  2. Regularities
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
  3. Understanding the Accrual Anomaly
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

2006

  1. Equity market volatility and expected risk premium
    Working Papers, Federal Reserve Bank of St. Louis Downloads
  2. Financially Constrained Stock Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    See also Journal Article in Journal of Finance (2009)
  3. Optimal Market Timing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
  4. Testing the q-Theory of Anomalies
    2006 Meeting Papers, Society for Economic Dynamics Downloads
  5. The Expected Value Premium
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Journal of Financial Economics (2008)

2005

  1. Anomalies
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    See also Journal Article in Review of Financial Studies (2009)
  2. Expected Returns, Yield Spreads, and Asset Pricing Tests
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    See also Journal Article in Review of Financial Studies (2008)
  3. Investment-Based Underperformance Following Seasoned Equity Offerings
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
  4. Momentum Profits and Macroeconomic Risk
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  5. The Value Spread as a Predictor of Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

2003

  1. Asset Prices and Business Cycles with Costly External Finance
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (18)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) Downloads View citations (9)

    See also Journal Article in Review of Economic Dynamics (2003)

2002

  1. Asset Pricing Implications of Firms' Financing Constraints
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (13)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2002) Downloads View citations (8)

    See also Journal Article in Review of Financial Studies (2006)
  2. Equilibrium Cross-Section of Returns
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (2)
    See also Journal Article in Journal of Political Economy (2003)

2001

  1. Equilibrium Stock Return Dynamics Under Alternative Rules of Learning About Hidden States
    Computing in Economics and Finance 2001, Society for Computational Economics View citations (3)
    See also Journal Article in Journal of Economic Dynamics and Control (2004)

Journal Articles

2013

  1. A Supply Approach to Valuation
    Review of Financial Studies, 2013, 26, (12), 3029-3067 Downloads
  2. The investment manifesto
    Journal of Monetary Economics, 2013, 60, (3), 351-366 Downloads View citations (1)

2011

  1. Do time-varying risk premiums explain labor market performance?
    Journal of Financial Economics, 2011, 99, (2), 385-399 Downloads View citations (3)
  2. Value versus Growth: Time‐Varying Expected Stock Returns
    Financial Management, 2011, 40, (2), 381-407 View citations (8)
    See also Working Paper (2010)

2010

  1. Does q-theory with investment frictions explain anomalies in the cross section of returns?
    Journal of Financial Economics, 2010, 98, (2), 297-314 Downloads View citations (6)
  2. The "q"-Theory Approach to Understanding the Accrual Anomaly
    Journal of Accounting Research, 2010, 48, (1), 177-223 Downloads View citations (16)

2009

  1. Anomalies
    Review of Financial Studies, 2009, 22, (11), 4301-4334 Downloads
    See also Working Paper (2005)
  2. Financially Constrained Stock Returns
    Journal of Finance, 2009, 64, (4), 1827-1862 Downloads View citations (22)
    See also Working Paper (2006)
  3. Investment-Based Expected Stock Returns
    Journal of Political Economy, 2009, 117, (6), 1105-1139 Downloads View citations (42)

2008

  1. Expected returns, yield spreads, and asset pricing tests
    Review of Financial Studies, 2008, 21, (3), 1297-1338 Downloads View citations (7)
    Also in Proceedings, 2005 (2005) Downloads

    See also Working Paper (2005)
  2. Is the value spread a useful predictor of returns?
    Journal of Financial Markets, 2008, 11, (3), 199-227 Downloads View citations (9)
  3. Momentum Profits, Factor Pricing, and Macroeconomic Risk
    Review of Financial Studies, 2008, 21, (6), 2417-2448 Downloads View citations (25)
  4. The New Issues Puzzle: Testing the Investment-Based Explanation
    Review of Financial Studies, 2008, 21, (6), 2825-2855 Downloads View citations (34)
  5. The expected value premium
    Journal of Financial Economics, 2008, 87, (2), 269-280 Downloads View citations (12)
    See also Working Paper (2006)

2006

  1. Asset Pricing Implications of Firms' Financing Constraints
    Review of Financial Studies, 2006, 19, (4), 1321-1356 Downloads View citations (16)
    See also Working Paper (2002)

2005

  1. Is value riskier than growth?
    Journal of Financial Economics, 2005, 78, (1), 187-202 Downloads View citations (83)
  2. The Value Premium
    Journal of Finance, 2005, 60, (1), 67-103 Downloads View citations (152)

2004

  1. Equilibrium stock return dynamics under alternative rules of learning about hidden states
    Journal of Economic Dynamics and Control, 2004, 28, (10), 1925-1954 Downloads View citations (12)
    See also Working Paper (2001)
  2. Erratum: "Equilibrium Cross Section of Returns"
    Journal of Political Economy, 2004, 112, (3), 724-753 Downloads

2003

  1. Asset Prices and Business Cycles with Costly External Finance
    Review of Economic Dynamics, 2003, 6, (4), 767-788 Downloads View citations (16)
    See also Working Paper (2003)
  2. Equilibrium Cross Section of Returns
    Journal of Political Economy, 2003, 111, (4), 693-732 Downloads View citations (115)
    See also Working Paper (2002)
 
Page updated 2014-10-28