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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
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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
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Value versus growth : time-varying expected stock returns
Gulen, Huseyin (contributor); Xing, Yuhang (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003783889
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Optimal market timing
Li, Erica X. N.; Livdan, Dmitry; Zhang, Lu - 2006
Persistent link: https://www.econbiz.de/10003287737
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Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim; Sizova, Natalia; Tauchen, George Eugene - 2009
Persistent link: https://www.econbiz.de/10003849492
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Expected stock returns and variance risk premia
Bollerslev, Tim; Tauchen, George Eugene; Zhou, Hao - In: The review of financial studies 22 (2009) 11, pp. 4463-4492
Persistent link: https://www.econbiz.de/10003896321
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Value versus growth : time-varying expected stock returns
Gulen, Huseyin; Xing, Yuhang; Zhang, Lu - 2010
Persistent link: https://www.econbiz.de/10003969016
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Does risk explain anomalies? : evidence from expected return estimates
Wu, Jin; Zhang, Lu - 2010
Persistent link: https://www.econbiz.de/10008702806
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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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Do anomalies exist ex ante?
Wu, Jin; Zhang, Lu - 2010
Persistent link: https://www.econbiz.de/10003966361