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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"
~person:"Hsu, Alex"
~person:"Subrahmanyam, Avanidhar"
~type_genre:"Aufsatz in Zeitschrift"
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Zhang, Lu
Hsu, Alex
Subrahmanyam, Avanidhar
Bali, Turan G.
5
Da, Zhi
5
Li, Erica X. N.
5
Yang, Liyan
5
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Journal of monetary economics
Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of financial economics
6
Journal of banking & finance
4
European financial management : the journal of the European Financial Management Association
3
Journal of financial and quantitative analysis : JFQA
3
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ECONIS (ZBW)
8
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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
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:
3
Asymmetric effects of informed trading on the cost of equity capital
Brennan, Michael J.
;
Huh, Sahn-Wook
;
Subrahmanyam, Avanidhar
- In:
Management science : journal of the Institute for …
62
(
2016
)
9
,
pp. 2460-2480
Persistent link: https://www.econbiz.de/10011577121
Saved in:
4
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:
5
Index option trading activity and market returns
Chordia, Tarun
;
Kurov, Alexander
;
Muravyev, Dmitriy
; …
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1758-1778
Persistent link: https://www.econbiz.de/10012506034
Saved in:
6
Postfundamentals price drift in capital markets : a regression regularization perspective
Avramov, Doron
;
Kaplanski, Guy
;
Subrahmanyam, Avanidhar
- In:
Management science : journal of the Institute for …
68
(
2022
)
10
,
pp. 7658-7681
Persistent link: https://www.econbiz.de/10013546165
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
Saved in:
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