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Home bias and local contagion : evidence from funds of hedge funds

Sialm, Clemens; Sun, Zheng; Lu, Zheng - 2013

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Only winners in tough times repeat : hedge fund performance persistence over different market conditions

Sun, Zheng; Wang, Ashley W.; Lu, Zheng - 2016 - This draft: March 2016

We provide novel evidence that hedge fund performance is persistent following weak hedge fund markets, but is not persistent following strong markets. Specifically, we construct two performance measures, DownsideReturns and UpsideReturns, conditioned on the level of overall hedge fund sector...

Persistent link: https://www.econbiz.de/10011500226

Active fundamental performance

Jiang, Hao; Lu, Zheng - In: The review of financial studies 31 (2018) 12, pp. 4688-4719

Persistent link: https://www.econbiz.de/10012005216

Only winners in tough times repeat : hedge fund performance persistence over different market conditions

Sun, Zheng; Wang, Ashley W.; Lu, Zheng - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 5, pp. 2199-2225

Persistent link: https://www.econbiz.de/10011959083

Home bias and local contagion : evidence from funds of hedge funds

Sialm, Clemens; Sun, Zheng; Lu, Zheng - In: The review of financial studies 33 (2020) 10, pp. 4771-4810

Persistent link: https://www.econbiz.de/10012387398

The start matters : time-varying investor demand, hedge fund inceptions, and performance

Sun, Lin; Sun, Zheng; Lu, Zheng - In: Review of finance : journal of the European Finance … 28 (2024) 2, pp. 729-768

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Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment

Yang, Liu; Liang, Yanzi; Lan, Xinchen; Lu, Zheng - In: Finance research letters 64 (2024), pp. 1-12

Persistent link: https://www.econbiz.de/10014531668

Is managerial myopia detrimental to corporate ESG performance?

Lu, Zheng; Liang, Yanzi; Hu, Yanglin; Yang, Liu - In: International review of economics & finance : IREF 92 (2024), pp. 998-1015

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Corporate financialization and overseas investment efficiency : evidence from China

Yang, Liu; Liang, Yanzi; Lan, Shanshan; Lu, Zheng - In: Finance research letters 69 (2024) 1, pp. 1-7

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Friend or foe : on a common shareholder relationship between mutual funds and public companies

Lin, Shu; Tian, Shu; Lu, Zheng - In: Journal of financial markets 58 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013254043