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Information about:
Lu Zhang

Personal Details | Affiliation | Works
This is information that was supplied by Lu Zhang in registering through RePEc. If you are Lu Zhang , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Lu
Middle Name:
Last Name: Zhang
Suffix:

RePEc Short-ID: pzh29

Email:
Homepage: http://webuser.bus.umich.edu/zhanglu/
Postal Address: Finance Department Stephen M. Ross School of Business University of Michigan 701 Tappan Street, R 4336 Ann Arbor MI 48109
Phone: 734 615 4854

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Recursive Impact Factor
  2. Number of Journal Pages, Weighted by Simple Impact Factor
  3. Number of Journal Pages, Weighted by Recursive Impact Factor
  4. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Long Chen & Lu Zhang, 2009. "The stock market and aggregate employment," NBER Working Papers 15219, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  2. Dongmei Li & Lu Zhang, 2008. "Costly External Finance: Implications for Capital Markets Anomalies," NBER Working Papers 14342, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  3. Jin Ginger Wu & Lu Zhang & X. Frank Zhang, 2007. "Understanding the Accrual Anomaly," NBER Working Papers 13525, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  4. Laura X. L. Liu & Toni Whited & Lu Zhang, 2007. "Regularities," NBER Working Papers 13024, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  5. Long Chen & Lu Zhang, 2007. "Neoclassical Factors," NBER Working Papers 13282, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  6. Long Chen & Ralitsa Petkova & Lu Zhang, 2006. "The Expected Value Premium," NBER Working Papers 12183, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  7. Dmitry Livdan & Horacio Sapriza & Lu Zhang, 2006. "Financially Constrained Stock Returns," NBER Working Papers 12555, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Published as:

  8. Long Chen & Hui Guo & Lu Zhang, 2006. "Equity market volatility and expected risk premium," Working Papers 2006-007, Federal Reserve Bank of St. Louis. [Downloadable!]

  9. Toni M. Whited & Lu Zhang, 2006. "Testing the q-Theory of Anomalies," 2006 Meeting Papers 380, Society for Economic Dynamics. [Downloadable!]

  10. Erica X. N. Li & Dmitry Livdan & Lu Zhang, 2006. "Optimal Market Timing," NBER Working Papers 12014, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  11. Lu Zhang, 2005. "Anomalies," NBER Working Papers 11322, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  12. 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. [Downloadable!] (restricted)

  13. Evgeny Lyandres & Le Sun & Lu Zhang, 2005. "Investment-Based Underperformance Following Seasoned Equity Offerings," NBER Working Papers 11459, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  14. Naiping Lu & Lu Zhang, 2005. "The Value Spread as a Predictor of Returns," NBER Working Papers 11326, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  15. 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. [Downloadable!] (restricted)
    Published as:

  16. Gomes, Joao F & Yaron, Amir & Zhang, Lu, 2003. "Asset Prices and Business Cycles with Costly External Finance," CEPR Discussion Papers 3927, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
    Published as:

  17. Gomes, Joao F & Kogan, Leonid & Zhang, Lu, 2002. "Equilibrium Cross-Section of Returns," CEPR Discussion Papers 3482, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Published as:

  18. Gomes, Joao F & Yaron, Amir & Zhang, Lu, 2002. "Asset Pricing Implications of Firms' Financing Constraints," CEPR Discussion Papers 3495, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
    Published as:

  19. 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.
    Published as:

Articles

  1. Dmitry Livdan & Horacio Sapriza & Lu Zhang, 2009. "Financially Constrained Stock Returns," Journal of Finance, American Finance Association, vol. 64(4), pages 1827-1862, 08. [Downloadable!] (restricted)
    Other versions:

  2. Evgeny Lyandres & Le Sun & Lu Zhang, 2008. "The New Issues Puzzle: Testing the Investment-Based Explanation," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 21(6), pages 2825-2855, November. [Downloadable!] (restricted)

  3. Laura Xiaolei Liu & Lu Zhang, 2008. "Momentum Profits, Factor Pricing, and Macroeconomic Risk," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 21(6), pages 2417-2448, November. [Downloadable!] (restricted)

  4. Chen, Long & Petkova, Ralitsa & Zhang, Lu, 2008. "The expected value premium," Journal of Financial Economics, Elsevier, vol. 87(2), pages 269-280, February. [Downloadable!] (restricted)
    Other versions:

  5. Murillo Campello & Long Chen & Lu Zhang, 2008. "Expected returns, yield spreads, and asset pricing tests," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 21(3), pages 1297-1338, May. [Downloadable!] (restricted)
    Other versions:
    Published as:

  6. 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. [Downloadable!] (restricted)

  7. João F. Gomes & Amir Yaron & Lu Zhang, 2006. "Asset Pricing Implications of Firms' Financing Constraints," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 19(4), pages 1321-1356. [Downloadable!] (restricted)
    Other versions:

  8. Petkova, Ralitsa & Zhang, Lu, 2005. "Is value riskier than growth?," Journal of Financial Economics, Elsevier, vol. 78(1), pages 187-202, October. [Downloadable!] (restricted)

  9. Lu Zhang, 2005. "The Value Premium," Journal of Finance, American Finance Association, vol. 60(1), pages 67-103, 02. [Downloadable!] (restricted)

  10. 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. [Downloadable!] (restricted)
    Other versions:

  11. 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.

  12. 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. [Downloadable!] (restricted)
    Other versions:

  13. 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. [Downloadable!] (restricted)
    Other versions:

NEP Fields

17 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ACC: Accounting & Auditing (3) 2002-12-09 2002-12-09 2007-10-27
  2. NEP-BEC: Business Economics (2) 2006-03-18 2007-10-27
  3. NEP-CFN: Corporate Finance (5) 2003-03-14 2003-03-14 2003-07-13 2006-03-18 2006-10-14 Author is listed
  4. NEP-DGE: Dynamic General Equilibrium (4) 2002-12-09 2003-07-13 2006-02-26 2006-10-14
  5. NEP-ETS: Econometric Time Series (1) 2006-03-18
  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-FMK: Financial Markets (6) 2001-05-02 2005-07-18 2006-02-26 2006-03-18 2006-05-13 2006-10-14 Author is listed
  8. NEP-LAB: Labour Economics (1) 2009-08-16
  9. NEP-MAC: Macroeconomics (5) 2003-07-17 2005-07-03 2005-07-18 2006-02-26 2007-04-14 Author is listed
  10. NEP-RMG: Risk Management (4) 2003-03-14 2006-03-18 2006-05-13 2007-07-27
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This page was last updated on 2009-11-17.

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