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person:"Zhang, Lu"
~person:"Long, Huaigang"
~subject:"Forecasting model"
~subject:"Stock market"
~subject:"Theory"
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Forecasting model
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Capital income
96
Kapitaleinkommen
96
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35
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33
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33
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28
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Zhang, Lu
Long, Huaigang
Gupta, Rangan
126
Zaremba, Adam
97
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79
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65
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65
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64
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62
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58
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54
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54
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53
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53
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52
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49
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47
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46
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46
Cakici, Nusret
44
Ferson, Wayne E.
42
Wang, Yudong
40
Ma, Feng
39
Bouri, Elie
38
Lux, Thomas
37
Plastun, Alex
35
Gil-Alaña, Luis A.
34
Pesaran, M. Hashem
34
Jagannathan, Ravi
32
Edmans, Alex
31
Lettau, Martin
31
McAleer, Michael
31
Faff, Robert W.
30
Gabaix, Xavier
30
Acemoglu, Daron
29
Engle, Robert F.
29
Subrahmanyam, Avanidhar
29
Guo, Hui
28
Tiwari, Aviral Kumar
28
Zhang, Yaojie
28
Chiang, Thomas C.
27
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27
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5
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5
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4
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4
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3
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3
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3
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2
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2
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
48
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1
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
Saved in:
2
Exploring asset pricing anomalies
Zhang, Lu
- In:
NBER reporter online
(
2014
)
1
,
pp. 17-19
Persistent link: https://www.econbiz.de/10011368742
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Equilibrium cross section of returns
Gomes Neto, João Batista F.
;
Kogan, Leonid
;
Zhang, Lu
- In:
Journal of political economy
111
(
2003
)
4
,
pp. 693-732
Persistent link: https://www.econbiz.de/10001786306
Saved in:
8
The value spread as a predictor of returns
Liu, Naiping
;
Zhang, Lu
-
2005
Persistent link: https://www.econbiz.de/10002823542
Saved in:
9
Equilibrium cross-section of returns
Gomes, Joao
(
contributor
);
Kogan, Leonid
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002006966
Saved in:
10
The stock market and aggregate employment
Chen, Long
;
Zhang, Lu
-
2009
Persistent link: https://www.econbiz.de/10003875812
Saved in:
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