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Exploring asset pricing anomalies

Zhang, Lu - In: NBER reporter online (2014) 1, pp. 17-19

Persistent link: https://www.econbiz.de/10011368742

A neoclassical interpretation of momentum

Xiaolei Lui, Laura; Zhang, Lu - In: Journal of monetary economics 67 (2014), pp. 109-128

Persistent link: https://www.econbiz.de/10010510918

Do anomalies exist ex ante?

Wu, Jin; Zhang, Lu - 2010

Persistent link: https://www.econbiz.de/10003966361

Informed trading and portfolio returns

Boulatov, Alex; Hendershott, Terrence; Livdan, Dmitry - In: The review of economic studies 80 (2013) 1, pp. 35-72

Persistent link: https://www.econbiz.de/10009712480

Financially constrained stock returns

Livdan, Dmitry; Sapriza, Horacio; Zhang, Lu - In: The journal of finance : the journal of the American … 64 (2009) 4, pp. 1827-1862

Persistent link: https://www.econbiz.de/10003874459

Does risk explain anomalies? : evidence from expected return estimates

Wu, Jin; Zhang, Lu - 2010

Persistent link: https://www.econbiz.de/10008702806

Neoclassical factors

Zhang, Lu (contributor); Chen, Long (contributor) - 2008 - Rev.

Persistent link: https://www.econbiz.de/10003744672

Financially constrained stock returns

Livdan, Dmitry (contributor); Sapriza, Horacio (contributor) - 2006

Persistent link: https://www.econbiz.de/10003746308

Neoclassical factors

Chen, Long; Zhang, Lu - 2007

The cross section of returns can largely be summarized by the market factor and mimicking portfolios based on investment-to-assets and earnings-to-assets motivated from neoclassical reasoning. The neoclassical three-factor model can capture average return variations related to momentum and...

Persistent link: https://www.econbiz.de/10003512567

Financially constrained stock returns

Livdan, Dmitry; Sapriza, Horacio; Zhang, Lu - 2006

Persistent link: https://www.econbiz.de/10003384284