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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 working paper series"
~person:"Cao, Jie"
~person:"Clifford, Christopher P."
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Zhang, Lu
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ECONIS (ZBW)
11
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1
The value of funds of hedge funds : evidence from their holdings
Aiken, Adam L.
;
Clifford, Christopher P.
;
Ellis, Jesse
- In:
Management science : journal of the Institute for …
61
(
2015
)
10
,
pp. 2415-2429
Persistent link: https://www.econbiz.de/10011386157
Saved in:
2
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:
3
Neoclassical factors
Zhang, Lu
(
contributor
);
Chen, Long
(
contributor
)
-
2008
-
Rev.
Persistent link: https://www.econbiz.de/10003744672
Saved in:
4
Regularities
Zhang, Lu
(
contributor
);
Liu, Laura Xiaolei
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003745012
Saved in:
5
Is the value spread a useful predictor of returns?
Liu, Naiping
(
contributor
);
Zhang, Lu
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003746210
Saved in:
6
Financially constrained stock returns
Livdan, Dmitry
(
contributor
);
Sapriza, Horacio
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003746308
Saved in:
7
Value versus growth : time-varying expected stock returns
Gulen, Huseyin
(
contributor
);
Xing, Yuhang
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003783889
Saved in:
8
Salience and mutual fund investor demand for idiosyncratic volatility
Clifford, Christopher P.
;
Filkerson, Jon A.
;
Jame, Russell
- In:
Management science : journal of the Institute for …
67
(
2021
)
8
,
pp. 5234-5254
Persistent link: https://www.econbiz.de/10012625105
Saved in:
9
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
Saved in:
10
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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