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Good news for value stocks : further evidence on market efficiency
La Porta, Rafael; Lakonishok, Josef; Shleifer, Andrei; … - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 859-874
Persistent link: https://www.econbiz.de/10001222416
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Momentum strategies
Chan, Louis K. C. - In: The journal of finance : the journal of the American … 51 (1996) 5, pp. 1681-1713
Persistent link: https://www.econbiz.de/10001211774
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Evaluating the performance of value versus glamour stocks : the impact of selection bias
Chan, Louis K. C. - In: Journal of financial economics 38 (1995) 3, pp. 269-296
Persistent link: https://www.econbiz.de/10001180869
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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
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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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The level and persistence of growth rates
Chan, Louis K. C.; Karceski, Jason; Lakonishok, Josef - In: The journal of finance : the journal of the American … 58 (2003) 2, pp. 643-684
Persistent link: https://www.econbiz.de/10001750585
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Equilibrium stock return dynamics under alternative rules of learning about hidden states
Brandt, Michael W.; Zeng, Qi; Zhang, Lu - In: Journal of economic dynamics & control 28 (2004) 10, pp. 1925-1954
Persistent link: https://www.econbiz.de/10002099538
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Value versus growth : time-varying expected stock returns
Gulen, Huseyin; Xing, Yuhang; Zhang, Lu - In: Financial management 40 (2011) 2, pp. 381-407
Persistent link: https://www.econbiz.de/10009316482
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Expected returns, yield spreads, and asset pricing tests
Campello, Murillo; Chen, Long; Zhang, Lu - In: The review of financial studies 21 (2008) 3, pp. 1297-1338
Persistent link: https://www.econbiz.de/10003742247
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Risk-neutral skewness and stock market returns : a time-series analysis
Li, Xiaowei; Wu, Zhengyu; Zhang, Hao; Zhang, Lu - In: The North American journal of economics and finance : a … 70 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014491948