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Equity market volatility and expected risk premium

Chen, Long (contributor); Guo, Hui (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003739618

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

Financially constrained stock returns

Livdan, Dmitry; Sapriza, Horacio; Zhang, Lu - 2006

Persistent link: https://www.econbiz.de/10003384284

Financially constrained stock returns

Livdan, Dmitry; Sapriza, Horacio; Zhang, Lu - In: The journal of finance : the journal of the American … 64 (2009) 4, pp. 1827-1862

Persistent link: https://www.econbiz.de/10003874459

The stock market and aggregate employment

Chen, Long; Zhang, Lu - 2009

Persistent link: https://www.econbiz.de/10003875812

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

Financially constrained stock returns

Livdan, Dmitry (contributor); Sapriza, Horacio (contributor) - 2006

Persistent link: https://www.econbiz.de/10003746308

Expected returns, yield spreads, and asset pricing tests

Campbello, Murillo; Chen, Long; Zhang, Lu - 2005

Persistent link: https://www.econbiz.de/10002823463

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

The Stock Market and Aggregate Employment

Chen, Long - 2010

We study the interactions between the stock market and the labor market. When aggregate risk premiums are time-varying, predictive variables for market excess returns should forecast long-horizon growth in the marginal benefit of hiring and thereby long-horizon aggregate employment growth....

Persistent link: https://www.econbiz.de/10013151372