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Lu Zhang

Not to be confused with: Lu Zhang

Personal Details

First Name:Lu
Middle Name:
Last Name:Zhang
Suffix:
RePEc Short-ID:pzh29
http://theinvestmentcapm.com/index.html
760A Fisher Hall 2100 Neil Avenue Columbus OH 43210-1144
585-267-6250

Affiliation

Department of Finance
Fisher College of Business
Ohio State University

Columbus, Ohio (United States)
http://fisher.osu.edu/fin/
RePEc:edi:dfohsus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Hang Bai & Erica X. N. Li & Chen Xue & Lu Zhang, 2022. "Asymmetric Investment Rates," NBER Working Papers 29957, National Bureau of Economic Research, Inc.
  2. Hang Bai & Lu Zhang, 2020. "Searching for the Equity Premium," NBER Working Papers 28001, National Bureau of Economic Research, Inc.
  3. Lu Zhang, 2019. "Q-factors and Investment CAPM," NBER Working Papers 26538, National Bureau of Economic Research, Inc.
  4. Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang, 2019. "Security Analysis: An Investment Perspective," NBER Working Papers 26060, National Bureau of Economic Research, Inc.
  5. Hang Bai & Erica X.N. Li & Chen Xue & Lu Zhang, 2019. "Does Costly Reversibility Matter for U.S. Public Firms?," NBER Working Papers 26372, National Bureau of Economic Research, Inc.
  6. Hou, Kewei & Mo, Haitao & Xue, Chen & Zhang, Lu, 2018. "Q5," Working Paper Series 2018-10, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  7. Hou, Kewei & Mo, Haitao & Xue, Chen & Zhang, Lu, 2018. "Motivating Factors," Working Paper Series 2018-03, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  8. Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang, 2018. "q⁵," NBER Working Papers 24709, National Bureau of Economic Research, Inc.
  9. Lu Zhang, 2017. "The Investment CAPM," NBER Working Papers 23226, National Bureau of Economic Research, Inc.
  10. Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang, 2017. "The Economics of Value Investing," NBER Working Papers 23563, National Bureau of Economic Research, Inc.
  11. Andrei S. Gonçalves & Chen Xue & Lu Zhang, 2017. "Does the Investment Model Explain Value and Momentum Simultaneously?," NBER Working Papers 23910, National Bureau of Economic Research, Inc.
  12. Kewei Hou & Chen Xue & Lu Zhang, 2017. "Replicating Anomalies," NBER Working Papers 23394, National Bureau of Economic Research, Inc.
  13. Hang Bai & Kewei Hou & Howard Kung & Lu Zhang, 2015. "The CAPM Strikes Back? An Investment Model with Disasters," NBER Working Papers 21016, National Bureau of Economic Research, Inc.
  14. Hou, Kewei & Xue, Chen & Zhang, Lu, 2015. "A Comparison of New Factor Models," Working Paper Series 2015-05, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  15. Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang, 2014. "Which Factors?," NBER Working Papers 20682, National Bureau of Economic Research, Inc.
  16. Lu Zhang & Lars-Alexander Kuehn & Nicolas Petrosky-Nadeau, 2014. "Endogenous Economic Disasters and Asset Prices," 2014 Meeting Papers 163, Society for Economic Dynamics.
  17. Lu Zhang & Howard Kung & Hang Bai, 2013. ""Shooting" the CAPM," 2013 Meeting Papers 905, Society for Economic Dynamics.
  18. Nicolas Petrosky-Nadeau & Lu Zhang, 2013. "Solving the DMP Model Accurately," NBER Working Papers 19208, National Bureau of Economic Research, Inc.
  19. Nicolas Petrosky-Nadeau & Lu Zhang, 2013. "Unemployment Crises," NBER Working Papers 19207, National Bureau of Economic Research, Inc.
  20. Kewei Hou & Chen Xue & Lu Zhang, 2012. "Digesting Anomalies: An Investment Approach," NBER Working Papers 18435, National Bureau of Economic Research, Inc.
  21. Laura Xiaolei Liu & Lu Zhang, 2011. "A Model of Momentum," NBER Working Papers 16747, National Bureau of Economic Research, Inc.
  22. Xiaoji Lin & Lu Zhang, 2011. "Covariances versus Characteristics in General Equilibrium," NBER Working Papers 17285, National Bureau of Economic Research, Inc.
  23. Huseyin Gulen & Yuhang Xing & Lu Zhang, 2010. "Value versus Growth: Time-Varying Expected Stock Returns," NBER Working Papers 15993, National Bureau of Economic Research, Inc.
  24. Frederico Belo & Chen Xue & Lu Zhang, 2010. "Cross-sectional Tobin's Q," NBER Working Papers 16336, National Bureau of Economic Research, Inc.
  25. Liu, Laura Xiaolei & Zhang, Lu, 2010. "Investment-Based Momentum Profits," Working Paper Series 2010-17, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  26. Jin Ginger Wu & Lu Zhang, 2010. "Does Risk Explain Anomalies? Evidence from Expected Return Estimates," NBER Working Papers 15950, National Bureau of Economic Research, Inc.
  27. Nicolas Petrosky-Nadeau & Lu Zhang & Lars-Alexander Kuehn, 2010. "Aggregate Asset Pricing with Labor Market Frictions," 2010 Meeting Papers 904, Society for Economic Dynamics.
  28. Belo, Frederico & Xue, Chen & Zhang, Lu, 2010. "The Value Spread: A Puzzle," Working Paper Series 2010-15, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  29. Long Chen & Lu Zhang, 2009. "The stock market and aggregate employment," NBER Working Papers 15219, National Bureau of Economic Research, Inc.
  30. Dongmei Li & Lu Zhang, 2008. "Costly External Finance: Implications for Capital Markets Anomalies," NBER Working Papers 14342, National Bureau of Economic Research, Inc.
  31. Laura X. L. Liu & Toni Whited & Lu Zhang, 2007. "Regularities," NBER Working Papers 13024, National Bureau of Economic Research, Inc.
  32. Long Chen & Lu Zhang, 2007. "Neoclassical Factors," NBER Working Papers 13282, National Bureau of Economic Research, Inc.
  33. Jin Ginger Wu & Lu Zhang & X. Frank Zhang, 2007. "Understanding the Accrual Anomaly," NBER Working Papers 13525, National Bureau of Economic Research, Inc.
  34. Toni M. Whited & Lu Zhang, 2006. "Testing the q-Theory of Anomalies," 2006 Meeting Papers 380, Society for Economic Dynamics.
  35. Erica X. N. Li & Dmitry Livdan & Lu Zhang, 2006. "Optimal Market Timing," NBER Working Papers 12014, National Bureau of Economic Research, Inc.
  36. Long Chen & Hui Guo & Lu Zhang, 2006. "Equity market volatility and expected risk premium," Working Papers 2006-007, Federal Reserve Bank of St. Louis.
  37. Long Chen & Ralitsa Petkova & Lu Zhang, 2006. "The Expected Value Premium," NBER Working Papers 12183, National Bureau of Economic Research, Inc.
  38. Dmitry Livdan & Horacio Sapriza & Lu Zhang, 2006. "Financially Constrained Stock Returns," NBER Working Papers 12555, National Bureau of Economic Research, Inc.
  39. Laura X.L. Liu & Jerold B. Warner & Lu Zhang, 2005. "Momentum Profits and Macroeconomic Risk," NBER Working Papers 11480, National Bureau of Economic Research, Inc.
  40. Lu Zhang, 2005. "Anomalies," NBER Working Papers 11322, National Bureau of Economic Research, Inc.
  41. Naiping Lu & Lu Zhang, 2005. "The Value Spread as a Predictor of Returns," NBER Working Papers 11326, National Bureau of Economic Research, Inc.
  42. Evgeny Lyandres & Le Sun & Lu Zhang, 2005. "Investment-Based Underperformance Following Seasoned Equity Offerings," NBER Working Papers 11459, National Bureau of Economic Research, Inc.
  43. Murillo Campello & Long Chen & Lu Zhang, 2005. "Expected Returns, Yield Spreads, and Asset Pricing Tests," NBER Working Papers 11323, National Bureau of Economic Research, Inc.
  44. Yaron, Amir & Gomes, Joao & Zhang, Lu, 2003. "Asset Prices and Business Cycles with Costly External Finance," CEPR Discussion Papers 3927, C.E.P.R. Discussion Papers.
  45. Gomes, Joao & Kogan, Leonid & Zhang, Lu, 2002. "Equilibrium Cross-Section of Returns," CEPR Discussion Papers 3482, C.E.P.R. Discussion Papers.
  46. Yaron, Amir & Gomes, Joao & Zhang, Lu, 2002. "Asset Pricing Implications of Firms' Financing Constraints," CEPR Discussion Papers 3495, C.E.P.R. Discussion Papers.
  47. Michael Brandt, Qi Zeng and Lu Zhang, 2001. "Equilibrium Stock Return Dynamics Under Alternative Rules of Learning About Hidden States," Computing in Economics and Finance 2001 41, Society for Computational Economics.
  48. Kuehn Lars-Alexander & Petrosky-Nadeau Nicolas & Zhang Lu, "undated". "An Equilibrium Asset Pricing Model with Labor Market Search," GSIA Working Papers 2010-E63, Carnegie Mellon University, Tepper School of Business.

Articles

  1. Bai, Hang & Hou, Kewei & Kung, Howard & Li, Erica X.N. & Zhang, Lu, 2019. "The CAPM strikes back? An equilibrium model with disasters," Journal of Financial Economics, Elsevier, vol. 131(2), pages 269-298.
  2. Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang, 2019. "Which Factors?," Review of Finance, European Finance Association, vol. 23(1), pages 1-35.
  3. Lu Zhang, 2018. "EFM Special Issue “Corporate Policies and Asset Prices”," European Financial Management, European Financial Management Association, vol. 24(4), pages 487-487, September.
  4. Nicolas Petrosky-Nadeau & Lu Zhang & Lars-Alexander Kuehn, 2018. "Endogenous Disasters," American Economic Review, American Economic Association, vol. 108(8), pages 2212-2245, August.
  5. Nicolas Petrosky‐Nadeau & Lu Zhang, 2017. "Solving the Diamond–Mortensen–Pissarides model accurately," Quantitative Economics, Econometric Society, vol. 8(2), pages 611-650, July.
  6. Lu Zhang, 2017. "The Investment CAPM," European Financial Management, European Financial Management Association, vol. 23(4), pages 545-603, September.
  7. Kewei Hou & Chen Xue & Lu Zhang, 2015. "Editor's Choice Digesting Anomalies: An Investment Approach," The Review of Financial Studies, Society for Financial Studies, vol. 28(3), pages 650-705.
  8. Yue Tang & Jin (Ginger) Wu & Lu Zhang, 2014. "Do Anomalies Exist Ex Ante?," Review of Finance, European Finance Association, vol. 18(3), pages 843-875.
  9. Liu, Laura Xiaolei & Zhang, Lu, 2014. "A neoclassical interpretation of momentum," Journal of Monetary Economics, Elsevier, vol. 67(C), pages 109-128.
  10. Frederico Belo & Chen Xue & Lu Zhang, 2013. "A Supply Approach to Valuation," The Review of Financial Studies, Society for Financial Studies, vol. 26(12), pages 3029-3067.
  11. Lin, Xiaoji & Zhang, Lu, 2013. "The investment manifesto," Journal of Monetary Economics, Elsevier, vol. 60(3), pages 351-366.
  12. Chen, Long & Zhang, Lu, 2011. "Do time-varying risk premiums explain labor market performance?," Journal of Financial Economics, Elsevier, vol. 99(2), pages 385-399, February.
  13. Huseyin Gulen & Yuhang Xing & Lu Zhang, 2011. "Value versus Growth: Time‐Varying Expected Stock Returns," Financial Management, Financial Management Association International, vol. 40(2), pages 381-407, June.
  14. Li, Dongmei & Zhang, Lu, 2010. "Does q-theory with investment frictions explain anomalies in the cross section of returns?," Journal of Financial Economics, Elsevier, vol. 98(2), pages 297-314, November.
  15. Jin (Ginger) Wu & Lu Zhang & X. Frank Zhang, 2010. "The q‐Theory Approach to Understanding the Accrual Anomaly," Journal of Accounting Research, Wiley Blackwell, vol. 48(1), pages 177-223, March.
  16. Erica X. N. Li & Dmitry Livdan & Lu Zhang, 2009. "Anomalies," The Review of Financial Studies, Society for Financial Studies, vol. 22(11), pages 4301-4334, November.
  17. Laura Xiaolei Liu & Toni M. Whited & Lu Zhang, 2009. "Investment-Based Expected Stock Returns," Journal of Political Economy, University of Chicago Press, vol. 117(6), pages 1105-1139, December.
  18. Dmitry Livdan & Horacio Sapriza & Lu Zhang, 2009. "Financially Constrained Stock Returns," Journal of Finance, American Finance Association, vol. 64(4), pages 1827-1862, August.
  19. Laura Xiaolei Liu & Lu Zhang, 2008. "Momentum Profits, Factor Pricing, and Macroeconomic Risk," The Review of Financial Studies, Society for Financial Studies, vol. 21(6), pages 2417-2448, November.
  20. Liu, Naiping & Zhang, Lu, 2008. "Is the value spread a useful predictor of returns?," Journal of Financial Markets, Elsevier, vol. 11(3), pages 199-227, August.
  21. Evgeny Lyandres & Le Sun & Lu Zhang, 2008. "The New Issues Puzzle: Testing the Investment-Based Explanation," The Review of Financial Studies, Society for Financial Studies, vol. 21(6), pages 2825-2855, November.
  22. Chen, Long & Petkova, Ralitsa & Zhang, Lu, 2008. "The expected value premium," Journal of Financial Economics, Elsevier, vol. 87(2), pages 269-280, February.
  23. Murillo Campello & Long Chen & Lu Zhang, 2008. "Expected returns, yield spreads, and asset pricing tests," The Review of Financial Studies, Society for Financial Studies, vol. 21(3), pages 1297-1338, May.
  24. João F. Gomes & Amir Yaron & Lu Zhang, 2006. "Asset Pricing Implications of Firms' Financing Constraints," The Review of Financial Studies, Society for Financial Studies, vol. 19(4), pages 1321-1356.
  25. Petkova, Ralitsa & Zhang, Lu, 2005. "Is value riskier than growth?," Journal of Financial Economics, Elsevier, vol. 78(1), pages 187-202, October.
  26. Lu Zhang, 2005. "The Value Premium," Journal of Finance, American Finance Association, vol. 60(1), pages 67-103, February.
  27. Joao Gomes & Leonid Kogan & Lu Zhang, 2004. "Erratum: "Equilibrium Cross Section of Returns"," Journal of Political Economy, University of Chicago Press, vol. 112(3), pages 724-753, June.
  28. Brandt, M.W.Michael W. & Zeng, Qi & Zhang, Lu, 2004. "Equilibrium stock return dynamics under alternative rules of learning about hidden states," Journal of Economic Dynamics and Control, Elsevier, vol. 28(10), pages 1925-1954, September.
  29. Joao Gomes & Leonid Kogan & Lu Zhang, 2003. "Equilibrium Cross Section of Returns," Journal of Political Economy, University of Chicago Press, vol. 111(4), pages 693-732, August.
  30. Joao F. Gomes & Amir Yaron & Lu Zhang, 2003. "Asset Prices and Business Cycles with Costly External Finance," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 767-788, October.

More information

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Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
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  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Discounted by Citation Age
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor
  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors
  13. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. h-index
  19. Number of Registered Citing Authors
  20. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  21. Number of Journal Pages
  22. Number of Journal Pages, Weighted by Simple Impact Factor
  23. Number of Journal Pages, Weighted by Recursive Impact Factor
  24. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  25. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  26. Euclidian citation score
  27. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 39 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (18) 2003-07-17 2005-07-03 2005-07-18 2006-02-26 2007-04-14 2012-01-25 2012-02-01 2013-07-15 2013-07-15 2014-12-13 2015-03-22 2015-09-05 2017-04-09 2017-10-22 2019-10-21 2020-01-06 2020-11-16 2022-05-23. Author is listed
  2. NEP-CFN: Corporate Finance (12) 2003-03-14 2003-03-14 2003-07-13 2006-03-18 2006-10-14 2017-04-09 2017-07-16 2017-10-22 2018-09-03 2019-07-22 2019-10-21 2022-05-23. Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (11) 2002-12-09 2003-07-13 2006-02-26 2006-10-14 2012-01-25 2012-02-01 2013-07-15 2013-07-15 2014-08-28 2015-09-05 2020-11-16. Author is listed
  4. NEP-FMK: Financial Markets (11) 2001-05-02 2005-07-18 2006-02-26 2006-03-18 2006-05-13 2006-10-14 2015-08-30 2015-08-30 2017-04-09 2020-01-06 2020-11-16. Author is listed
  5. NEP-ACC: Accounting and Auditing (8) 2002-12-09 2002-12-09 2007-10-27 2016-09-25 2017-04-09 2017-05-28 2017-10-22 2022-05-23. Author is listed
  6. NEP-FIN: Finance (6) 2001-05-02 2005-07-03 2005-07-18 2006-03-18 2006-05-13 2006-10-14. Author is listed
  7. NEP-BEC: Business Economics (5) 2006-03-18 2007-10-27 2011-08-02 2017-10-22 2019-10-21. Author is listed
  8. NEP-RMG: Risk Management (4) 2003-03-14 2006-03-18 2006-05-13 2007-07-27
  9. NEP-GER: German Papers (2) 2015-08-30 2015-08-30
  10. NEP-LAB: Labour Economics (2) 2009-08-16 2013-07-15
  11. NEP-ORE: Operations Research (2) 2019-10-21 2020-11-16
  12. NEP-CBA: Central Banking (1) 2011-08-22
  13. NEP-CTA: Contract Theory and Applications (1) 2017-10-22
  14. NEP-ETS: Econometric Time Series (1) 2006-03-18
  15. NEP-FDG: Financial Development and Growth (1) 2020-11-16
  16. NEP-UPT: Utility Models and Prospect Theory (1) 2020-11-16

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