Details about Shanglin Lu

Access statistics for papers by Shanglin Lu.

Last updated 2025-08-13. Update your information in the RePEc Author Service.

Short-id: plu444

Working Papers

2024

1. Measuring Firm-Level Manager Risk Perception
   Post-Print, HAL
   See also Journal Article Measuring firm-level manager risk perception, Finance Research Letters, Elsevier (2024) (2024)

2021

2. Asymmetry, tail risk and time series momentum
   Post-Print, HAL View citations (3)
   See also Journal Article Asymmetry, tail risk and time series momentum, International Review of Financial Analysis, Elsevier (2021) View citations (4) (2021)
3. SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET
   Post-Print, HAL View citations (1)
   Also in Post-Print, HAL (2021) View citations (1)
   See also Journal Article SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET, Econometric Theory, Cambridge University Press (2022) View citations (3) (2022)
4. Trading signal, functional data analysis and time series momentum
   Post-Print, HAL
   Also in Post-Print, HAL (2021) View citations (2)
   See also Journal Article Trading signal, functional data analysis and time series momentum, Finance Research Letters, Elsevier (2021) View citations (3) (2021)

2020

5. Sequential Monitoring of Changes in Housing Prices
   Papers, arXiv.org

Journal Articles

2024

1. Local media sentiment towards pollution and its effect on corporate green innovation
   International Review of Financial Analysis, 2024, 94, (C) View citations (16)
2. Measuring firm-level manager risk perception
   Finance Research Letters, 2024, 69, (PB)
   See also Working Paper Measuring Firm-Level Manager Risk Perception, Post-Print (2024) (2024)
3. Variable Selection Based Testing for Parameter Changes in Regression with Autoregressive Dependence
   Journal of Business & Economic Statistics, 2024, 42, (4), 1331-1343 View citations (1)

2023

4. Time series momentum and reversal: Intraday information from realized semivariance
   Journal of Empirical Finance, 2023, 72, (C), 54-77 View citations (3)

2022

5. SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET
   Econometric Theory, 2022, 38, (2), 209-272 View citations (3)
   See also Working Paper SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET, Post-Print (2021) View citations (1) (2021)

2021

6. Asymmetry, tail risk and time series momentum
   International Review of Financial Analysis, 2021, 78, (C) View citations (4)
   See also Working Paper Asymmetry, tail risk and time series momentum, Post-Print (2021) View citations (3) (2021)
7. Trading signal, functional data analysis and time series momentum
   Finance Research Letters, 2021, 42, (C) View citations (3)
   See also Working Paper Trading signal, functional data analysis and time series momentum, Post-Print (2021) (2021)