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person:"Zhang, Lu"
~isPartOf:"Journal of monetary economics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Ross School of Business Paper"
~person:"Hameed, Allaudeen"
~person:"Hsu, Alex"
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Zhang, Lu
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Hsu, Alex
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Journal of monetary economics
Management science : journal of the Institute for Operations Research and the Management Sciences
Ross School of Business Paper
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14
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ECONIS (ZBW)
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1
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
Saved in:
2
Real and Nominal Equilibrium Yield Curves with Endogenous Inflation : A Quantitative Assessment
Hsu, Alex
-
2015
The links between real and nominal bond risk premia and macroeconomic dynamics are explored analytically and quantitatively in a model with nominal rigidities and monetary policy. The interest-rate policy rule becomes a restriction linking real and nominal risk premia through endogenous...
Persistent link: https://www.econbiz.de/10013032008
Saved in:
3
Does history repeat itself? : business cycle and industry returns
Chava, Sudheer
;
Hsu, Alex
;
Zeng, Linghang
- In:
Journal of monetary economics
116
(
2020
),
pp. 201-218
Persistent link: https://www.econbiz.de/10012495172
Saved in:
4
Mutual funds and mispriced stocks
Avramov, Doron
;
Cheng, Si
;
Hameed, Allaudeen
- In:
Management science : journal of the Institute for …
66
(
2020
)
6
,
pp. 2372-2395
Persistent link: https://www.econbiz.de/10012254393
Saved in:
5
Why do option prices predict stock returns? : the role of price pressure in the stock market
Goncalves-Pinto, Luis
;
Grundy, Bruce D.
;
Hameed, Allaudeen
- In:
Management science : journal of the Institute for …
66
(
2020
)
9
,
pp. 3903-3926
Persistent link: https://www.econbiz.de/10012297731
Saved in:
6
Real and nominal equilibrium yield curves
Hsu, Alex
;
Li, Erica X. N.
;
Palomino, Francisco
- In:
Management science : journal of the Institute for …
67
(
2021
)
2
,
pp. 1138-1158
Persistent link: https://www.econbiz.de/10012505395
Saved in:
7
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
Saved in:
8
Gone with the vol : a decline in asset return predictability during the great moderation
Hsu, Alex
;
Palomino, Francisco
;
Qian, Liang
- In:
Management science : journal of the Institute for …
69
(
2023
)
5
,
pp. 3025-3047
Persistent link: https://www.econbiz.de/10014305476
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