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Managerial ownership and financial distress : evidence from the Chinese stock market
Shan, Yuan George; Troshani, Indrit; Wang, Jimin; Zhang, Lu - In: International journal of managerial finance : IJMF 20 (2024) 1, pp. 192-221
Persistent link: https://www.econbiz.de/10014495663
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Idiosyncratic tail risk and expected stock returns : evidence from the Chinese stock markets
Long, Huaigang; Jiang, Yuexiang; Zhu, Yanjian - In: Finance research letters 24 (2018), pp. 129-136
Persistent link: https://www.econbiz.de/10011982519
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Beware of the crash risk : tail beta and the cross-section of stock returns in China
Long, Huaigang; Zaremba, Adam; Jiang, Yuexiang - In: Applied economics 51 (2019) 44, pp. 4870-4881
Persistent link: https://www.econbiz.de/10012197122
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Tail risk and expected stock returns around the world
Long, Huaigang; Zhu, Yanjian; Chen, Lifang; Jiang, Yuexiang - In: Pacific-Basin finance journal 56 (2019), pp. 162-178
Persistent link: https://www.econbiz.de/10012169574
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The value spread as a predictor of returns
Liu, Naiping; Zhang, Lu - 2005
Persistent link: https://www.econbiz.de/10002823542
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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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The stock market and aggregate employment
Chen, Long; Zhang, Lu - 2009
Persistent link: https://www.econbiz.de/10003875812
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Regularities
Zhang, Lu (contributor); Liu, Laura Xiaolei (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003745012
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Is the value spread a useful predictor of returns?
Liu, Naiping (contributor); Zhang, Lu (contributor) - 2006
Persistent link: https://www.econbiz.de/10003746210
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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