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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
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Neoclassical factors
Zhang, Lu (contributor); Chen, Long (contributor) - 2008 - Rev.
Persistent link: https://www.econbiz.de/10003744672
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Regularities
Zhang, Lu (contributor); Liu, Laura Xiaolei (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003745012
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Is the value spread a useful predictor of returns?
Liu, Naiping (contributor); Zhang, Lu (contributor) - 2006
Persistent link: https://www.econbiz.de/10003746210
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Financially constrained stock returns
Livdan, Dmitry (contributor); Sapriza, Horacio (contributor) - 2006
Persistent link: https://www.econbiz.de/10003746308
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Value versus growth : time-varying expected stock returns
Gulen, Huseyin (contributor); Xing, Yuhang (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003783889
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The calendar effects of the idiosyncratic volatility puzzle : a tale of two days?
Cao, Jie; Chordia, Tarun; Zhan, Xintong - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7866-7887
Persistent link: https://www.econbiz.de/10012815780
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The economics of security analysis
Hou, Kewei; Mo, Haitao; Xue, Chen; Zhang, Lu - In: Management science : journal of the Institute for … 70 (2024) 1, pp. 164-186
Persistent link: https://www.econbiz.de/10014469937
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Implied volatility changes and corporate bond returns
Cao, Jie; Goyal, Amit; Xiao, Xiao; Zhan, Xintong - In: Management science : journal of the Institute for … 69 (2023) 3, pp. 1375-1397
Persistent link: https://www.econbiz.de/10014303771